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Search: person:"Zhu, Shushang"
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Portfolio selection
19
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English
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Zhu, Shushang
32
Li, Duan
18
Cui, Xueting
9
Sun, Xiaoling
8
Fukushima, Masao
7
Fabozzi, Frank J.
6
Huang, Dashan
6
Wang, Shouyang
4
Cui, Xiangyu
3
Fan, Minjie
3
Li, Donghui
3
Li, Yingjie
3
Pang, Xiaochuan
3
Zhu, Shu-Shang
3
Ni, Xuanming
2
Wu, Ying
2
Xiao, Shuhua
2
Zheng, Tiantian
2
Gao, Jianjun
1
Ji, Xiaodong
1
Jiang, Rujun
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Jin, Xiaodong
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Kang, Zhilin
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Li, Xun
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Li, Zhongfei
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Ma, Jiali
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Pei, Xi
1
Shi, Yun
1
Wu, Shuping
1
ZHAO, Huimin
1
Zhang, Shuzhong
1
Zhao, Huimin
1
Zhu, Shu-shang
1
Zhu, Wei
1
ma, jiali
1
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Journal of economic dynamics & control
5
European journal of operational research : EJOR
4
Journal of banking & finance
3
The journal of computational finance
3
European Journal of Operational Research
2
Journal of Economic Dynamics and Control
2
Journal of risk
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
INFORMS journal on computing : JOC
1
Journal of Banking & Finance
1
Journal of financial stability
1
Operations research : the journal of the Operations Research Society of America
1
Pacific-Basin finance journal
1
Quantitative Finance
1
Quantitative finance
1
The journal of investment strategies
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ECONIS (ZBW)
20
OLC EcoSci
10
RePEc
6
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36
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36
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31
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:
32
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/10003642783
Saved in:
33
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:
34
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:
35
Portfolio selection with uncertain exit time: A robust CVaR approach
Huang, Dashan
;
Zhu, Shu-Shang
;
Fabozzi, Frank J.
; …
- In:
Journal of Economic Dynamics and Control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10005229360
Saved in:
36
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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