中文 | Nankai University

Su ZHANG

Su ZHANG
Associate Professor
Financial Management
Email:zhangsu@nankai.edu.cn
Tel: 022-23509634
中文
  • Biography

  • Research & Achievement

  • Projects

  • Teaching

Research Areas

Portfolio Optimization, Operational Research and Management


Education

2005.8-2010.1, Ph.D., Business School of National University of Singapore

2002.9-2005.6, Master, Mathematics Department of Nanjing University

1998.9-2002.6, Bachelor, Mathematics Department of Nanjing University


Professional Experience

2010.4-Present, Business School of Nankai University

2012.1-2012.2, Visiting Scholar, Hong Kong Baptist University

2013.7-2013.8, Visiting Scholar, National University of Singapore

2017.8-2017.11, CSC Program, Queensland University of Technology


Social Service

Working Experience Related with Profession
[1]    2021, Member of International Organizing Committee, The Third Pacific Optimization Conference  
[2]    2019, Member of International Program Committee, International Conference on Nonlinear Analysis and Convex Analysis and International Conference on Optimization: Techniques and Applications
[3]    2018, Member of International Program Committee, The 7th International Conference on Control and Optimization with Applications
[4]    2017, Member of International Organizing Committee, The Second Pacific Optimization Conference  
[5]    2016, Member of International Program Committee, The 10th International Conference on Optimization: Techniques and Applications
[6]    2015, Member of International Program Committee, The 6th International Conference on Optimization and Control with Applications  
[7]    2014, Member of International Program Committee, The First Pacific Optimization Conference
[8]    Editorial Board Member, Journal of Industrial and Management Optimization  
[9]    Committee Member of Youth Chapter, the Operations Research Society of China  
[10]    Member of the Operations Research Society of China
[11]    Referee for Mathematical Programming, SIAM Journal on Optimization, Asia-Pacific Journal of Operational Research, Journal of Optimization Theory and Applications, Computational Optimization and Applications, Optimization Methods and Software, Pacific Journal of Optimization, Journal of Industrial and Management Optimization, Nankai Business Review, Chinese Journal of Management, Operations Research and Management Science, etc.


Peer-Reviewed Journal Papers

2024

[1]    Yue Qi, Yu Zhang and Su ZhangTheoretically Scrutinizing Kinks on Efficient Frontiers andComputationally Reporting Nonexistence of the Tangent Portfolio for the CapitalAsset Pricing Model by Parametric-Quadratic ProgrammingAsia-PacificJournal of Operational Research, 2024, Vol.41, No.2: 2350012.

2023

[1]    JianLin Jiang, LiYun Ling, Yan Gu, Su Zhang and YiBing Lv.Customized Alternating Direction Methods of Multipliers for GeneralizedMulti-facility Weber Problem. Journalof Optimization Theory and Applications, 2023, Vol.196,No.1: 362-389.

[2]   Yan Gu, JianLin Jiang, LiYun Ling, YiBing Lv and Su Zhang. A Variational Inequality-based Location-allocationAlgorithm for Locating Multiple Interactive FacilitiesAsia-Pacific Journal of OperationalResearch, 2023, Vol.40, No.1: 2240010.

[3]   Yue Qi, TongYang Liu, SuZhang and Yu Zhang. RobustMarkowitz: Comprehensively Maximizing Sharpe Ratio by Parametric-quadraticProgrammingJournalof Industrial and Management Optimization, 2023, Vol.19,No.2: 1426-1446.

2022

[1]    Shun Zhang, JianLin Jiang, Su Zhang, YiBing Lv and YuZhen Guo. ADMM-type Methods for Multi-facility Weber Problem. Journal of Industrial and Management Optimization, 2022, Vol.18, No.1: 613-634.

2021

[1]    Yue Qi, XiaoLing Li and Su Zhang. Optimizing 3-objective Portfolio Selection with Equality Constraints and Analyzing the Effect of Varying Constraints on the Efficient Sets. Journal of Industrial and Management Optimization, 2021, Vol.17, No.4: 1531-1556.

2020

[1]   JianLin Jiang, Su Zhang, YiBing Lv, Xin Du and ZiWei Yan. An ADMM-basedLocation-allocation Algorithm for Nonconvex Constrained Multi-source WeberProblem under Gauge. Journal of Global Optimization 2020, Vol.76, No.4:793-818.

[2]    Su Zhang, ChenChen Wu, JianLin Jiangand YiBing Lv. Continuous Facility Location: Models, Methods and Applications. Operations Research and Management Science 2020, Vol.29, No.5:84-95. (Published in Chinese)

2019

[1]    JinLingZhao, Wei Chen and Su Zhang.Immediate Schedule Adjustment and Semidefinite Relaxation. Journal of Industrial and Management Optimization 2019, Vol.15, No.2: 633-645.

[2]    YaZheng,Dang, Jie Sun and Su Zhang. DoubleProjection Algorithms for Solving the Split Feasibility Problems. Journal of Industrial and Management Optimization 2019, Vol.15, No.4: 2023-2034.

2018  

[1]    JianLin Jiang, Shun Zhang, Su Zhang and Jie Wen. A VariationalInequality Approach for Constrained Multifacility Weber Problem under Gauge. Journal of Industrial and Management Optimization 2018,Vol.14, No.1: 309-323.

[2]    Yue Qi, ZhiHao Wang and Su Zhang. On Analyzing and Detecting MultipleOptima of Portfolio Optimization. Journal ofIndustrial and Management Optimization 2018, Vol.14, No.3:1085-1104.

2017

[1]    WanLi Yang, Jie Sun and Su Zhang. Analysis of Optimal Boundary Control for aThree-Dimensional Reaction-Diffusion System. NumericalAlgebra, Control and Optimization 2017, Vol.7, No.3: 325-344.

2016

[1]    YuNing Yang and Su Zhang. On Linear Convergence of Projected GradientMethod for a Class of Affine Rank Minimization Problems. Journal of Industrial and Management Optimization 2016, Vol.12, No.4: 1507-1519.

2014

[1]    YuNing Yang, QingZhi Yang and Su Zhang. Modified Alternating Direction Methods for theModified Multiple-Sets Split Feasibility Problems. Journal ofOptimization Theory and Applications 2014, Vol.163, No.1: 130-147.

2013

[1]    Su Zhang,James Ang and Jie Sun. An Alternating Direction Method for Solving ConvexNonlinear Semidefinite Programming Problems. Optimization 2013, Vol.62, No.4:527-543.

2012

[1]    WeiAn Li, LiDang Zhang and Su Zhang. Corporate Governance, Investors’ HeterogeneousBelief and Stock Risk: Empirical Research on Chinese Listed Companies. Nankai Business Review 2012, Vol.15, No.6:135-146. (Published inChinese)

2010

[1]    Jie Sun and Su Zhang. A Modified Alternating Direction Method forConvex Quadratically Constrained Quadratic Semidefinite Programs. European Journal of Operational Research 2010, Vol.207:1210-1220.

Conference Presentations

[1]    Su Zhang. Conjugate Gradient Methodfor Unconstrained Optimization on Symmetric Matrix Space. Proceedings of the International Conference onOptimization and Control 2010:303-310.


Projects

[1]   2015-2017, National Natural Science Foundation of China, Numerical Methods forSeparable Convex Semidefinite Programming (PI)

[2]    2014-2016, FundamentalResearch Funds for the Central Universities, Research on Corporate GovernanceEvaluation of Non-listed Non-public Family Business (PI)
[3]    2010-2012, FundamentalResearch Funds for the Central Universities, Robust Research on CorporateGovernance Stock Index (PI)
[4]    2021-2024, National Natural Science Foundation of China (Collaborator)
[5]    2018-2021,National Social Science Fund of China (Collaborator)
[6]    2018-2021, National NaturalScience Foundation of China (Collaborator)
[7]    2016-2018, National SocialScience Fund of China (Collaborator)
[8]    2016-2019, National NaturalScience Foundation of China (Collaborator)
[9]    2014-2017, National NaturalScience Foundation of China (Collaborator)
[10]    2013-2016, National NaturalScience Foundation of China (Collaborator)
[11]    2012-2015, National NaturalScience Foundation of China (Collaborator)


Teaching

UndergraduateCourses: Microeconomics, Operations Management, Monetary and Banking, Financial Management, Econometrics for Finance, Operational Research, Organization Theory andOrganization Design, Operations Research and Management, Modern ManagementTheory and Methods

PostgraduateCourses: Econometrics for Finance, English for Business Administration, Securities Investment, CapitalMarket, Principles of Economics


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