Shushang Zhu

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2024 J jnl
Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models.
Ann. Oper. Res.
Jinxiang Wei, Zhaolin Hu, Jun Luo, Shushang Zhu
2024 J jnl
Measuring Financial Systemic Risk: Net Liability Clearing Mechanism and Contagion Effect.
J. Syst. Sci. Complex.
Jiali Ma, Shushang Zhu, Duan Li
2019 J jnl
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection.
Eur. J. Oper. Res.
Xiangyu Cui, Jianjun Gao, Yun Shi, Shushang Zhu
2018 J jnl
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method.
INFORMS J. Comput.
Xueting Cui, Xiaoling Sun, Shushang Zhu, Rujun Jiang, Duan Li
2016 J jnl
Mean-variance portfolio optimization with parameter sensitivity control.
Optim. Methods Softw.
Xueting Cui, Shushang Zhu, Duan Li, Jie Sun
2016 J jnl
The convergence of set-valued scenario approach for downside risk minimization.
J. Syst. Sci. Complex.
Xiaodong Ji, Shushang Zhu
2013 J jnl
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization.
Eur. J. Oper. Res.
Yingjie Li, Shushang Zhu, Donghui Li, Duan Li
2013 J jnl
Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems.
J. Glob. Optim.
Xueting Cui, Xiaojin Zheng, Shushang Zhu, Xiaoling Sun
2010 J jnl
Portfolio selection under distributional uncertainty: A relative robust CVaR approach.
Eur. J. Oper. Res.
Dashan Huang, Shushang Zhu, Frank J. Fabozzi, Masao Fukushima
2009 J jnl
Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management.
Oper. Res.
Shushang Zhu, Masao Fukushima
2004 J jnl
Risk control over bankruptcy in dynamic portfolio selection: a generalized mean-variance formulation.
IEEE Trans. Autom. Control.
Shushang Zhu, Duan Li, Shouyang Wang
2002 J jnl
A class of linear interval programming problems and its application to portfolio selection.
IEEE Trans. Fuzzy Syst.
Kin Keung Lai, Shouyang Wang, Jiuping Xu, Shushang Zhu, Yong Fang
2002 J jnl
On Fuzzy Portfolio Selection Problems.
Fuzzy Optim. Decis. Mak.
Shouyang Wang, Shushang Zhu
2001 J jnl
Two theorems on multilevel programming problems with dominated objective functions.
Appl. Math. Lett.
Shushang Zhu, Shouyang Wang, Luis Coladas