Shushang Zhu
Management Science and Operations Research · 2009–2012
A researcher in the Science corpus: 3 papers; trusts 24 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 30 citations into it; #8,927 of 11,946 by trust here, #6,888 by citations
- Finance — 22 citations into it; #8,049 of 10,518 by trust here, #6,960 by citations
- Economics and Econometrics — 11 citations into it
- Statistics and Probability — 11 citations into it
- Numerical Analysis — 7 citations into it
- Ocean Engineering — 6 citations into it
Whom Shushang Zhu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- R. Tyrrell Rockafellar
- Haim Levy
- Stanislav Uryasev
- Donald Goldfarb
- Bjarni V. Halldórsson
- Laurent El Ghaoui
- Kjetil Høyland
- David Peel
- Garud N. Iyengar
- Wlodzimierz Ogryczak
Who trusts Shushang Zhu overall
Papers from Shushang Zhu's perspective
Ordered by how strongly the researchers Shushang Zhu trusts endorse each paper. Same corpus, a different order for every researcher.
- Optimization of conditional value-at risk
- Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
- Portfolio Selection
- Conditional Value-at-Risk for General Loss Distributions
- Robust Portfolio Selection Problems (Mathematics of Operations Research)
- Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)
- An Interior-Point Method for a Class of Saddle-Point Problems
- Conditional value at risk and related linear programming models for portfolio optimization (Annals of Operations Research)
- Robust portfolio selection using linear-matrix inequalities
Their papers
- Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009) — 558 citations
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (2012) — 146 citations
- Robust portfolio selection under downside risk measures (2009) — 59 citations