Shangmei Zhao

Publication Activity (10 Years)

Years Active: 2015-2019
Publications (10 Years): 3

Top Topics

Portfolio Optimization

Financial Markets

Monte Carlo Simulation

Top Venues

J. Syst. Sci. Complex.

Ann. Oper. Res.

Publications

Yiming Chang, Shangmei Zhao, Fei Hu
The Payouts Choice for Deposit Insurance System. J. Syst. Sci. Complex. 32 (5) (2019)
Tao Bing, Shangmei Zhao, Qiang Zhang, Shancun Liu
A New Estimation for Informed Trading Based on SSNF Method. J. Syst. Sci. Complex. 31 (4) (2018)
Shangmei Zhao, Qing Lu, Liyan Han, Yong Liu, Fei Hu
A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution. Ann. Oper. Res. 226 (1) (2015)