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Optioned portfolio selection : models and analysis
Liang, Jianfeng; Zhang, Shuzhong; Li, Duan - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
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An interior-point and decomposition approach to multiple stage stochastic programming
Zhang, Shuzhong (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701889
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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun; Xiong, Yan; Li, Duan - In: European journal of operational research : EJOR 249 (2016) 2, pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
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Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang; Li, Zhongfei; Li, Duan - In: European journal of operational research : EJOR 252 (2016) 3, pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
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On purchase timing models in marketing
Frenk, Johannes G.; Zhang, Shuzhong - 1997
Persistent link: https://www.econbiz.de/10000973982
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Computing best bounds for nonlinear risk measures with partial information
Wong, Man Hong; Zhang, Shuzhong - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 204-212
Persistent link: https://www.econbiz.de/10009736115
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Adaptive stochastic variance reduction for subsampled Newton method with cubic regularization
Zhang, Junyu; Xiao, Lin; Zhang, Shuzhong - In: INFORMS journal on optimization 4 (2022) 1, pp. 45-64
Persistent link: https://www.econbiz.de/10013184948