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17篇 您的检索式：作者名="Shushang"

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		题名	作者	年代	出处	被引量
	1	The Convergence of Set-Valued Scenario Approach for Downside Risk Minimization显示文摘Scenario approach is a widely used tool in portfolio risk management,however,it often runs into dilemma when determining the distribution of asset returns with insufficient information,which will be used to simulate the scenarios.Also the quality of generated scenarios are not guaranteed even when the distribution of asset returns is known exactly.A set-valued scenario approach was proposed by Zhu,et al.(2015)as a possible remedy.As a necessary supplement of the results proposed by Zhu,et al.(2015),this paper theoretically investigates the convergent property of the numerical solution based on the set-valued scenario approach under the condition that the underlying distribution is known.	JI Xiaodong ZHU Shushang	2016	Journal of Systems Science & Complexity2016，29，3：	3
	2	Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management显示文摘	Zhu Shushang Fukushima Masao	2009	Operations Research2009，，5：	2
	3	Worst-case conditional Value-at-Risk with application to robust portfolio management显示文摘	Zhu Shushang and Fukushima M	2009	Operations Research2009，57，：	1
	4	Geometrically invariant image watermarking using Polar Harmonic Transforms显示文摘	Leida Li Shushang Li Ajith Abraham Jeng-Shyang Pan	2012	Information Sciences2012，，：	1
	5	Portfolio selection under distributional uncertainty: A relative robust CVaR approach显示文摘	Dashan Huang Shushang Zhu Frank J. Fabozzi Masao Fukushima	2009	European Journal of Operational Research2009，，1：	1
	6	Portfolio selection with uncertain exit time: a robust CVaR approach显示文摘	Huang Dashan Zhu Shushang Fabozzi F J	2008	Journal of Economic Dynamics and Control2008，32，2：	1
	7	Risk control over bankruptcy in dynamic portfolio selec- tion: a generalized mean-variance formulation 显示文摘	Zhu Shushang Li Duan Wang Shouyang	2004	IEEE Transactions on Automatic Control2004，49，3：	1
	8	Two theorems on multilevel programming problems with dominated objective functions显示文摘	Zhu Shushang Wang Shouyang Coladas L	2001	Applied Mathematics Letters2001，14，8：	1
	9	Worst-case conditional value-at-risk with application to robust portfolio man- agement显示文摘	Zhu Shushang Fukushima M	2009	Operations Research2009，57，5：	1
	10	Worst-case conditional value-at-risk with application to robust portfolio man- agement显示文摘	Zhu Shushang Fukushima M	2009	Operations Research2009，57，5：	1
	11	Portfolio selection under distributional uncertainty: A relative robust CVaR approach 显示文摘	Huang Dashan Zhu Shushang Fabozzi F J Fukushima M	2010	European Jour- nal of Operational Research2010，203，1：	1
	12	A stochastic linear goal programming approach to multistage portfolio management based on scenario generation via linear programming显示文摘	Ji Xiaodong Zhu Shushang Wang Shouyang Zhang Shuzhong	2005	IIE Transactions2005，37，：	1
	13	Analysis of HK-2 cells exposed to oxalate and calcium oxalate crystals: proteomic insights into the molecular mechanisms of renal injury and stone formation显示文摘	Shushang Chen Xiaofeng Gao Yinghao Sun Chuanliang Xu Linhui Wang Tie Zhou	2010	Urological Research2010，，1：	1
	14	Electrosur- gieal enueleation versus bipolar transurethral resection for pros- tates larger than 70ml:a prospective, randomized trial with 5 - year follow up 显示文摘	Lingfeng Zhu Shushang Chen Shunliang Yang	2013	J Urol2013，189，4：	1
	15	Strong scheme for a stochstic Gourst problem显示文摘	Huang Shushang Huang Yenkun Tsai Cheyuan	2004	Applied Mathematics and Computation2004，150，2：	1
	16	Electro- surgical enucleation versus bipolar transurethral resection for pros- tates larger than 70 ml : a prospective, randomized trial with 5 - year followup 显示文摘	ZHU Lingfeng CHEN Shushang YANG Shunliang	2013	The Journal of Urology2013，189，4：	1
	17	Portfolio selection with uncertain exit time: A robust CVaR approach显示文摘	Huang Dashan Zhu Shushang Fabozzi F J	2008	J Econom Dynam Control2008，32，：	1

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