Shushang Zhu

According to our database, Shushang Zhu authored at least 14 papers between 2001 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models.

Jinxiang Wei, Zhaolin Hu, Jun Luo, Shushang Zhu

Ann. Oper. Res., July, 2024

Measuring Financial Systemic Risk: Net Liability Clearing Mechanism and Contagion Effect.

Jiali Ma, Shushang Zhu, Duan Li

J. Syst. Sci. Complex., June, 2024

2019

Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection.

Xiangyu Cui, Jianjun Gao, Yun Shi, Shushang Zhu

Eur. J. Oper. Res., 2019

2018

Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method.

Xueting Cui, Xiaoling Sun, Shushang Zhu, Rujun Jiang, Duan Li

INFORMS J. Comput., 2018

2016

Mean-variance portfolio optimization with parameter sensitivity control.

Xueting Cui, Shushang Zhu, Duan Li, Jie Sun

Optim. Methods Softw., 2016

The convergence of set-valued scenario approach for downside risk minimization.

Xiaodong Ji, Shushang Zhu

J. Syst. Sci. Complex., 2016

2013

Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems.

Xueting Cui, Xiaojin Zheng, Shushang Zhu, Xiaoling Sun

J. Glob. Optim., 2013

Active allocation of systematic risk and control of risk sensitivity in portfolio optimization.

Yingjie Li, Shushang Zhu, Donghui Li, Duan Li

Eur. J. Oper. Res., 2013

2010

Portfolio selection under distributional uncertainty: A relative robust CVaR approach.

Dashan Huang, Shushang Zhu, Frank J. Fabozzi, Masao Fukushima

Eur. J. Oper. Res., 2010

2009

Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management.

Shushang Zhu, Masao Fukushima

Oper. Res., 2009

2004

Risk control over bankruptcy in dynamic portfolio selection: a generalized mean-variance formulation.

Shushang Zhu, Duan Li, Shouyang Wang

IEEE Trans. Autom. Control., 2004

2002

A class of linear interval programming problems and its application to portfolio selection.

Kin Keung Lai, Shouyang Wang, Jiuping Xu, Shushang Zhu, Yong Fang

IEEE Trans. Fuzzy Syst., 2002

On Fuzzy Portfolio Selection Problems.

Shouyang Wang, Shushang Zhu

Fuzzy Optim. Decis. Mak., 2002

2001

Two theorems on multilevel programming problems with dominated objective functions.

Shushang Zhu, Shouyang Wang, Luis Coladas

Appl. Math. Lett., 2001