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Shushang Zhu

sun yat-sen university

17H指数
54论文数
1.9K被引数
收录论文 10
发表时间
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Predicting cryptocurrency returns with machine learning: Evidence from high-dimensional factor modeling利用机器学习预测加密货币收益：高维因子建模的证据
errPacific-Basin Finance Journal
IF5.3
err2025-12-07
err0
PREAI
errXingyi Li; Zhuang Liu; Yujun Liu; Shushang Zhu; Jingzhou Yan
err分享
err收藏
Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2024-04-22
err0
PREAI
errWei, Jinxiang; Hu, Zhaolin; Luo, Jun; Zhu, Shushang
err分享
err收藏
Asset securitization, cross holdings, and systemic risk in banking资产证券化、交叉持股与银行业系统性风险
errJOURNAL OF FINANCIAL STABILITY
IF4.2
err2023-08-01
err2
PREAI
errXiao, Shuhua; Zhu, Shushang; Wu, Ying
err分享
err收藏
Hedging crash risk in optimal portfolio selection
errJOURNAL OF BANKING & FINANCE
IF3.8
err2020-10-01
err7
errOAAI
errZhu, Shushang; Zhu, Wei; Pei, Xi; Cui, Xueting
err分享
err收藏
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2019-07-01
err25
PREAI
errCui, Xiangyu; Gao, Jianjun; Shi, Yun; Zhu, Shushang
err分享
err收藏
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization投资组合优化中系统风险的主动配置与风险敏感性的控制
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2013-08-01
err9
PREAI
errLi, Yingjie; Zhu, Shushang; Li, Donghui; Li, Duan
err分享
err收藏
Nonlinear portfolio selection using approximate parametric Value-at-Risk使用近似参数风险价值的非线性投资组合选择
errJOURNAL OF BANKING & FINANCE
IF3.8
err2013-06-01
err35
PREAI
errCui, Xueting; Zhu, Shushang; Sun, Xiaoling; Li, Duan
err分享
err收藏
Portfolio selection under distributional uncertainty: A relative robust CVaR approach分布不确定性下的投资组合选择: 一种相对稳健的CVaR方法
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2010-05-01
err101
errOAAI
errHuang, Dashan; Zhu, Shushang; Fabozzi, Frank J.; Fukushima, Masao
err分享
err收藏
Risk control over bankruptcy in dynamic portfolio selection: A generalized mean-variance formulation动态投资组合选择中破产的风险控制: 广义均值-方差公式
errIEEE TRANSACTIONS ON AUTOMATIC CONTROL
IF7
err2004-03-01
err164
PREAI
errZhu, SS; Li, D; Wang, SY
err分享
err收藏
A class of linear interval programming problems and its application to portfolio selection
errIEEE TRANSACTIONS ON FUZZY SYSTEMS
IF11.9
err2002-12-01
err127
PREAI
errLai, KK; Wang, SY; Xu, JP; Zhu, SS; Fang, Y
err分享
err收藏

研究方向

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合作学者
合作期刊
王淑漪 封面图
王淑漪 (Shouyang Wang)
H 指数: 98 · 论文数: 1.4K
K
Kin Keung Lai
H 指数: 67 · 论文数: 559
F
Frank J. Fabozzi
H 指数: 66 · 论文数: 1.3K
M
Masao Fukushima
H 指数: 66 · 论文数: 398
J
Jiuping Xu
H 指数: 59 · 论文数: 568
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