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subject:"Kreditgeschäft"
subject:"Portfolio-Management"
~person:"Zhu, Shushang"
~type:"article"
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Kreditgeschäft
Portfolio-Management
Portfolio selection
6
Risikomanagement
6
Risk management
6
Risikomaß
4
Risk measure
4
Theorie
4
Theory
4
Risiko
3
Risk
3
Crash risk
1
Credit risk
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CreditMetrics
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Estimation
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Experiment
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Financial crisis
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Finanzkrise
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Greece
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Greeks
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Griechenland
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Hedged portfolio
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Hong Kong
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Hongkong
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Kreditrisiko
1
Mathematical programming
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Mathematische Optimierung
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Normal risk
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Scenario analysis
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Schätzung
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Semidefinite programming
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Szenariotechnik
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conditional value-at-risk (CVaR)
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credit risk
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downside risk
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investment style
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market risk
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modeling risk
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portfolio operation
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set-valued scenario
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6
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Zhu, Shushang
Fabozzi, Frank J.
18
Hammoudeh, Shawkat
12
Wang, Ruodu
12
Janabi, Mazin A. M. al
9
Martellini, Lionel
9
Mao, Tiantian
8
Alexander, Gordon J.
7
Bhansali, Vineer
7
Guillén, Montserrat
7
Righi, Marcelo Brutti
7
Tan, Ken Seng
7
Yang, Fan
7
Baptista, Alexandre M.
6
Chen, An
6
Härdle, Wolfgang
6
Jacobs, Michael <Jr.>
6
Kakushadze, Zura
6
Chen, Zhiping
5
Godin, Frédéric
5
Li, Duan
5
Mensi, Walid
5
Mitra, Sovan
5
Regis, Luca
5
Rösch, Daniel
5
Rüschendorf, Ludger
5
Satchell, Stephen
5
Tiwari, Aviral Kumar
5
Amenc, Noël
4
Arora, Anju
4
Becker, Axel
4
Bernard, Carole
4
Boonen, Tim J.
4
Brandtner, Mario
4
Cossette, Hélène
4
Diebold, Francis X.
4
Ghorbel, Ahmed
4
Kang, Sang Hoon
4
Karagozoglu, Ahmet K.
4
Kritzman, Mark
4
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The journal of computational finance
2
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of risk
1
The journal of investment strategies
1
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ECONIS (ZBW)
6
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1
Integrated stock-bond portfolio management
Pang, Xiaochuan
;
Wu, Shuping
;
Zhu, Shushang
- In:
The journal of investment strategies
12
(
2023
)
3
,
pp. 23-51
Persistent link: https://www.econbiz.de/10014484654
Saved in:
2
Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Saved in:
3
A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang
;
Jin, Xiaodong
;
Li, Duan
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
Saved in:
4
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
Saved in:
5
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Saved in:
6
Portfolio selection with marginal risk control
Zhu, Shushang
;
Li, Duan
;
Sun, Xiaoling
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10008736754
Saved in:
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