金融工程與風險管理（投資決策優(yōu)化、系統(tǒng)性風險管理、金融傳染、投資者行為等方向）

· 2000/9-2003/7，中國科學院，管理科學與工程，獲管理學博士學位

· 1997/9-2000/6，湘潭大學，應(yīng)用數(shù)學，獲理學碩士學位

· 1993/9-1997/6，湘潭大學，數(shù)理統(tǒng)計，獲理學學士學位

· 2014/7-至今，中山大學，管理學院，教授

· 2012/1-2014/6，中山大學，管理學院，副教授

· 2003/7-2012/1，復(fù)旦大學，管理學院，講師、副教授

· 2013/7-2013/8，2010/8，2009/7-2009/8，2008/7-2008/8，2006/7-2006/8，2003/1，2001/10-2001/11，香港中文大學，訪問學者

· 2005/4-2005/8，京都大學，COE研究員

· 投資學

· 概率論

· 投資銀行管理

· 計量經(jīng)濟學

· 最優(yōu)化理論與方法

學術(shù)組織兼職：

· 2010/4-現(xiàn)在，中國運籌學會金融工程與金融風險管理分會 常務(wù)理事 秘書長

· 2010/12-現(xiàn)在，中國系統(tǒng)工程學會金融系統(tǒng)工程專業(yè)委員會 理事

· 2017/8-現(xiàn)在，中國優(yōu)選法統(tǒng)籌法與經(jīng)濟數(shù)學研究會經(jīng)濟數(shù)學與管理數(shù)學分會 常務(wù)理事

客座編委：

· Yang, X. G. and S. S. Zhu, (Guest editors) Special Issue on New Challenges in Financial Optimization and Risk Management of Journal of the Operations Research Society of China, vol.6(1), 2018.

· Sun, X. L., S. S. Zhu, Z. F. Li and Weber, G.-W. Weber (Guest editors), Special Issue on Optimization and Dynamics in Finance of Dynamics of Continuous, Discrete and Impulsive Systems (Series B), vol.17(1b), 2010.

論文評審：

· 管理科學學報、系統(tǒng)工程學報、應(yīng)用數(shù)學學報、系統(tǒng)工程理論與實踐、系統(tǒng)科學與數(shù)學、Management Science, Operations Research, Journal of Economic Dynamics and Control, Journal of Banking and Finance, Journal of Risk, Journal of Computational Finance, European Journal of Operations Research, IIE Transactions, China Finance Review International 等期刊審稿人。

· 國家自然科學基金面上項目，71471180，F(xiàn)orward-Looking與Backward-Looking相結(jié)合的投資組合管理，2015/1-2018/12，主持。

· 國家自然科學基金面上項目，71071036，兩類金融優(yōu)化問題的研究——以消除理論與實踐的差距為目標， 2011/1-2013/12，主持。

· 國家自然科學基金青年項目，70401009，多階段投資組合管理中幾個問題的研究，2005/1-2007/12，13萬，主持。

· Kang, Z. L., X. Li, Z. F. Li , S. S. Zhu, Data-driven robust mean-CVaR portfolio selection under distribution ambiguity, Quantitative Finance, 19(1): 105~121, 2019.

· Cui, X. Y., J. J. Gao, Y. Shi, S. S. Zhu, Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection, European Journal of Operational Research, 276, 781-789, 2019.

· Cui, X. T., X. L. Sun, S. S. Zhu（通訊）, R J. Jiang and D. Li, Portfolio optimization with nonparametric Value-at-Risk: a block coordinate descent method, INFORMS Journal on Computing, 30(3), 454-471, 2018.

· Zhu, W., C. H. Zhang, Q. Liu and S. S. Zhu（通訊）, Incorporating convexity in bond portfolio immunization using multi-factor model: a semidefinite programming approach, Journal of the Operations Research Society of China, 6 (1), 3-23, 2018. Special Issue on New Challenges in Financial Optimization and Risk Management.

· Cui, X. T., S. S. Zhu（通訊）, D. Li and J. Sun, Meanu2013variance portfolio optimization with parameter sensitivity control, Optimization Methods & Software, 31, 755-774, 2016.

· Zhu, S. S., X. D. Ji and D. Li, Robust set-valued scenario approach for handling modeling risk in portfolio optimization, Journal of Computational Finance, 19, 11-40, 2015.

· Zhu, S. S., M. J. Fan and D. Li, Portfolio management with robustness in both prediction and decision: A mixture model based learning approach, Journal of Economic Dynamics and Control, 48, 2014, 1-25.

· Cui, X. T., S. S. Zhu（通訊）, X. L. Sun and D. Li, Nonlinear portfolio selection using approximate parametric Value-at-Risk, Journal of Banking and Finance, 37, 2124-2139, 2013.

· Li, Y. J., S. S. Zhu, D. H. Li and D. Li, Active allocation of systematic risk and control of risk sensitivity in portfolio optimization, European Journal of Operational Research, 228, 556-570, 2013.

· Cui, X. Y., D. Li, S. Y. Wang and S. S. Zhu, Better than dynamic mean-variance: Time inconsistency and free cash flow stream, Mathematical Finance, 22(2), 346-378, 2012.

· Zhu, S. S., X. T. Cui, X. L. Sun and D. Li, Factor-risk constrained mean-variance portfolio selection: Formulation and global optimization solution approach, Journal of Risk, 14(2), 51-89, 2011.

· Zhu, S. S., D. Li and X. L. Sun, Portfolio selection with marginal risk control, Journal of Computational Finance, 14(1), 3-28，2010.

· Zhu, S. S., M. Fukushima, Worst-case conditional Value-at-Risk with application to robust portfolio management, Operations Research, 57(5), 1155-1168, 2009.

· Zhu, S. S., D. Li and S. Y. Wang, Robust portfolio selection under downside risk measures, Quantitative Finance, 9(7), 869-885, 2009.

· Huang, D. S., S. S. Zhu, F. J. Fabozzi and M. Fukushima, Portfolio selection with uncertain exit time: a robust CVaR approach, Journal of Economic Dynamics and Control, 32, 594-623, 2008.

· Ji, X. D., S. S. Zhu, S. Y. Wang and S. Z. Zhang, A stochastic linear goal programming approach to multi-stage portfolio management based on scenario generation via linear programming, IIE Transactions, 37, 957-969, 2005.

· Zhu, S. S., D. Li and S. Y. Wang, Risk control over bankruptcy in dynamic portfolio selection: a generalized mean-variance formulation, IEEE Transactions on Automatic Control, 49(3), 447-457, 2004.