Shu-Shang Zhu

Available identifiers

zbMath Open zhu.shushangMaRDI QIDQ844600

List of research outcomes

Publication	Date of Publication	Type
Measuring financial systemic risk: net liability clearing mechanism and contagion effect	2024-08-29	Paper
Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models	2024-08-15	Paper
Systemic risk of optioned portfolio: controllability and optimization	2023-09-14	Paper
Chance Constrained Program with Quadratic Randomness: A Unified Approach Based on Gaussian Mixture Distribution	2023-03-01	Paper
How is systemic risk amplified by three typical financial networks	2022-09-27	Paper
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method	2020-11-25	Paper
Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection	2019-03-12	Paper
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity	2019-03-06	Paper
Portfolio management with robustness in both prediction and decision: a mixture model based learning approach	2018-11-02	Paper
Incorporating convexity in bond portfolio immunization using multifactor model: a semidefinite programming approach	2018-08-10	Paper
Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation	2017-07-12	Paper
Mean–variance portfolio optimization with parameter sensitivity control†	2016-11-08	Paper
The convergence of set-valued scenario approach for downside risk minimization	2016-10-20	Paper
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization	2015-07-28	Paper
Portfolio selection with marginal risk control	2014-04-23	Paper
A hybrid approach for index tracking with practical constraints	2014-03-11	Paper
Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems	2013-08-07	Paper
BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM	2013-02-28	Paper
Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management	2011-11-24	Paper
Some fundamental issues of basic line search algorithm for linear programming problems	2011-01-20	Paper
Portfolio selection with uncertain exit time: a robust CVaR approach	2010-01-19	Paper
Portfolio selection under distributional uncertainty: a relative robust CVaR approach	2009-12-07	Paper
Robust portfolio selection under downside risk measures	2009-12-07	Paper
https://portal.mardi4nfdi.de/entity/Q4660162	2005-03-21	Paper
On fuzzy portfolio selection problems	2005-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q4783150	2002-12-02	Paper
https://portal.mardi4nfdi.de/entity/Q2748241	2002-04-23	Paper
Two theorems on multilevel programming problems with dominated objective functions	2002-01-02	Paper
https://portal.mardi4nfdi.de/entity/Q4504439	2000-09-13	Paper

Research outcomes over time

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