Concepedia

Shushang Zhu

SZ

22

Publications

1.8K

Citations

17

H-Index

2002

Active since

Affiliations

Fudan University(Current)

Sun Yat-sen University

Chinese University of Hong Kong

Academy of Mathematics and Systems Science

Chinese Academy of Sciences

Shushang Zhu is an author at Fudan University specializing in management, finance, and portfolio optimization.

Top concepts

FinanceManagementPortfolio OptimizationAsset PricingPortfolio SelectionFinancial EngineeringPortfolio ManagementEngineeringMathematical ProgrammingBusiness

Publications per year

2002–2022

22

Publications

22

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

Shushang Zhu, Masao Fukushima · Operations Research · 2009 · 516 citations

Mathematical Programming, Economics, Portfolio Optimization +13

Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation

Shushang Zhu, Duan Li, Shouyang Wang · IEEE Transactions on Automatic Control · 2004 · 166 citations

Portfolio Optimization, Asset Pricing, Generalized Mean-variance Formulation +14

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

Kin Keung Lai, Shouyang Wang, Jiuping Xu et al. · IEEE Transactions on Fuzzy Systems · 2002 · 160 citations

Mathematical Programming, Engineering, Portfolio Choice +19

BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM

Xiangyu Cui, Duan Li, Shouyang Wang et al. · Mathematical Finance · 2010 · 139 citations · Full text

Empirical Finance, Portfolio Choice, Time Inconsistency Occur +17

On Fuzzy Portfolio Selection Problems

Shouyang Wang, Shushang Zhu · Fuzzy Optimization and Decision Making · 2002 · 133 citations

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