Shushang Zhu

2 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-3981-6659

Department of Finance and Investment, Sun Yat-Sen Business School, Sun Yat-Sen University, Guangzhou 510275, P. R. China

Publications

• Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method — INFORMS Journal on Computing 2018
• Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management — Operations Research 2009