Shushang Zhu

Sun Yat-Sen University (SYSU)

135, Xingang Xi Road

Guangzhou, Guang Dong 510275

China

SCHOLARLY PAPERS

3

DOWNLOADS

157

SSRN CITATIONS
Rank 28,321

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Top 28,321

in Total Papers Citations

2

CROSSREF CITATIONS

21

Scholarly Papers (3)

1.

Portfolio Management with Dual Robustness in Prediction and Optimization: A Mixture Model Based Learning Approach

Number of pages: 40 Posted: 05 Sep 2013
Shushang Zhu, Minjie Fan and Duan Li
Sun Yat-Sen University (SYSU), University of California, Davis - Department of Statistics and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Downloads 155 (191,561)

Abstract:

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Portfolio selection, Mixture model, Robust optimization, Bayesian learning, Conditional Value-at-Risk

2.

Better than Dynamic Mean‐Variance: Time Inconsistency and Free Cash Flow Stream

Mathematical Finance, Vol. 22, Issue 2, pp. 346-378, 2012
Number of pages: 33 Posted: 11 Feb 2012
Xiangyu Cui, Duan Li, Shouyang Wang and Shushang Zhu
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Chinese University of Hong Kong, Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences and Sun Yat-Sen University (SYSU)
Downloads 2 (644,155)
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portfolio selection, mean‐variance, time consistency, free cash flow stream

3.

A Robust Set-Valued Scenario Approach for Handling Modeling Risk in Portfolio Optimization

Journal of Computational Finance, Vol. 19, No. 1, Pages 11–40, 2015
Number of pages: 30 Posted: 15 Jun 2016
Shushang Zhu, Xiaodong Ji and Duan Li
Sun Yat-Sen University (SYSU), Hebei Normal University and Chinese University of Hong Kong
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Portfolio Optimization, Downside Risk, Set-Valued Scenario, Modeling Risk, Investment Style