Two theorems on multilevel programming problems with dominated objective functions. - Shushang Zhu; Shouyang Wang; Luis Coladas (Appl. Math. Lett., 2001)

On Fuzzy Portfolio Selection Problems. - Shouyang Wang; Shushang Zhu (Fuzzy Optim. Decis. Mak., 2002)

A class of linear interval programming problems and its application to portfolio selection. - Kin Keung Lai; Shouyang Wang; Jiuping Xu; Shushang Zhu; Yong Fang (IEEE Trans. Fuzzy Syst., 2002)

Risk control over bankruptcy in dynamic portfolio selection: a generalized mean-variance formulation. - Shushang Zhu; Duan Li 002; Shouyang Wang (IEEE Trans. Autom. Control., 2004)

Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management. - Shushang Zhu; Masao Fukushima (Oper. Res., 2009)

Portfolio selection under distributional uncertainty: A relative robust CVaR approach. - Dashan Huang; Shushang Zhu; Frank J. Fabozzi; Masao Fukushima (Eur. J. Oper. Res., 2010)

Active allocation of systematic risk and control of risk sensitivity in portfolio optimization. - Yingjie Li; Shushang Zhu; Donghui Li; Duan Li 002 (Eur. J. Oper. Res., 2013)

Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems. - Xueting Cui; Xiaojin Zheng; Shushang Zhu; Xiaoling Sun 001 (J. Glob. Optim., 2013)

The convergence of set-valued scenario approach for downside risk minimization. - Xiaodong Ji; Shushang Zhu (J. Syst. Sci. Complex., 2016)

Mean-variance portfolio optimization with parameter sensitivity control. - Xueting Cui; Shushang Zhu; Duan Li 002; Jie Sun 001 (Optim. Methods Softw., 2016)

Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method. - Xueting Cui; Xiaoling Sun 001; Shushang Zhu; Rujun Jiang; Duan Li 002 (INFORMS J. Comput., 2018)

Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection. - Xiangyu Cui; Jianjun Gao 001; Yun Shi; Shushang Zhu (Eur. J. Oper. Res., 2019)

Measuring Financial Systemic Risk: Net Liability Clearing Mechanism and Contagion Effect. - Jiali Ma; Shushang Zhu; Duan Li 002 (J. Syst. Sci. Complex., 2024)

Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models. - Jinxiang Wei; Zhaolin Hu; Jun Luo; Shushang Zhu (Ann. Oper. Res., 2024)