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Zhu, Shushang
8
Li, Duan
5
Fukushima, Masao
4
Fabozzi, Frank J.
3
Huang, Dashan
3
Sun, Xiaoling
3
Cui, Xueting
2
Wang, Shouyang
2
Zhu, Shu-Shang
2
Cui, Xiangyu
1
Ji, Xiaodong
1
Li, Donghui
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1
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European journal of operational research : EJOR
2
Journal of economic dynamics & control
2
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Journal of banking & finance
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research : the journal of the Operations Research Society of America
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The journal of computational finance
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OLC EcoSci
ECONIS (ZBW)
20
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1
Nonlinear portfolio selection using approximate parametric Value-at-Risk
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10010100373
Saved in:
2
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10010100415
Saved in:
3
BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-379
Persistent link: https://www.econbiz.de/10009830081
Saved in:
4
Factor-risk-constrained mean — Variance portfolio selection: Formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2012
)
2
,
pp. 51-51
Persistent link: https://www.econbiz.de/10009816302
Saved in:
5
The Newsboy problem when customer demand is a compound renewal process
Huang, Dashan
;
Zhu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 134-143
Persistent link: https://www.econbiz.de/10008349009
Saved in:
6
Portfolio selection with marginal risk control
Zhu, Shushang
;
Li, Duan
;
Sun, Xiaoling
- In:
The journal of computational finance
14
(
2010
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10008713888
Saved in:
7
Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
Zhu, Shushang
;
Fukushima, Masao
- In:
Operations research : the journal of the Operations …
57
(
2009
)
5
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10008321594
Saved in:
8
Portfolio selection with uncertain exit time: A robust CVaR approach
Huang, Dashan
;
Zhu, Shu-Shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10007898782
Saved in:
9
Portfolio selection with uncertain exit time: A robust CVaR approach
Huang, Dashan
;
Zhu, Shu-Shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-624
Persistent link: https://www.econbiz.de/10008880271
Saved in:
10
A stochastic linear goal programming approach to multistage portfolio management based on scenario generation via linear programming
Ji, Xiaodong
;
Zhu, Shushang
;
Wang, Shouyang
;
Zhang, Shuzhong
- In:
IIE transactions / Institute of Industrial Engineers, …
37
(
2005
)
10
,
pp. 957
Persistent link: https://www.econbiz.de/10006160362
Saved in:
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