Xiaodong Ji

A stochastic linear goal programming approach to multistage portfolio management based on scenario generation via linear programming

Shuzhong Zhang, Shushang Zhu, Shuzhong Zhang, 2005 .

A Robust Set-Valued Scenario Approach for Handling Modeling Risk in Portfolio Optimization

Duan Li, Shushang Zhu, Duan Li, 2015 .