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Zhihua Allen-Zhao

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2020 – today

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2024
[j2]
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Zhihua Allen-Zhao, Fengmin Xu, Yu-Hong Dai, Sanyang Liu:
Robust enhanced indexation optimization with sparse industry layout constraint. Comput. Oper. Res. 161: 106420 (2024)
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Zhongming Wu, Kexin Sun, Zhili Ge, Zhihua Allen-Zhao, Tieyong Zeng:
Sparse portfolio optimization via ℓ1 over ℓ2 regularization. Eur. J. Oper. Res. 319(3): 820-833 (2024)

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