The following pages link to Shu-Shang Zhu (Q844600):
Displaying 29 items.
- (Q218869) (redirect page) (← links)
- The convergence of set-valued scenario approach for downside risk minimization (Q328216) (← links)
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- On fuzzy portfolio selection problems (Q702287) (← links)
- Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Incorporating convexity in bond portfolio immunization using multifactor model: a semidefinite programming approach (Q1655914) (← links)
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
- Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (Q2355106) (← links)
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
- A hybrid approach for index tracking with practical constraints (Q2438411) (← links)
- How is systemic risk amplified by three typical financial networks (Q2676166) (← links)
- (Q2748241) (← links)
- Mean–variance portfolio optimization with parameter sensitivity control<sup>†</sup> (Q2829560) (← links)
- Some fundamental issues of basic line search algorithm for linear programming problems (Q3066936) (← links)
- Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (Q3100415) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- (Q4504439) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- (Q4660162) (← links)
- (Q4783150) (← links)
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
- Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (Q5136074) (← links)
- Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation (Q5273716) (← links)
- Portfolio selection with marginal risk control (Q5411509) (← links)
- Two theorems on multilevel programming problems with dominated objective functions (Q5950667) (← links)
- Systemic risk of optioned portfolio: controllability and optimization (Q6094474) (← links)
- Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models (Q6588527) (← links)
- Measuring financial systemic risk: net liability clearing mechanism and contagion effect (Q6595015) (← links)
