簡介
朱書尚，中山大學管理學院副教授（2012.2-）；復旦大學管理學院講師（2003.7-2009.11），副教授（2009.12-2012.1）。
學研經歷
湘潭大學數學系 數理統計專業理學學士(1993.9-1997.6)，湘潭大學數學系 套用數學專業 理學碩士(1997.9-2000.6)
中科院數學與系統科學研究院 管理科學與工程專業 管理學博士學位(2000.9-2003.8)
香港中文大學訪問學者（2001.10-11，2003.1,2006.7-8，2008.7-8,2009.7-8., 2010.8）
京都大學 COE研究員（2005.4-2005.8）
研究興趣
投資組合選擇、金融風險管理科研項目
主持國家自然科學基金項目“兩類金融最佳化問題的研究——以消除理論與實踐的差距為目標”（面 上項目，2011.1-2013.12，批號：71071036）主持國家自然科學基金項目“多階段投資組合管理中幾個問題的研究”（青年項目，已完成，2005.1-2007.12批號：70401009）
發表論文（部分）
1. 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, 2012.2. 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, Winter 2011/2012.
3. Li, D., X. Y. Cui and S. S. Zhu, Time consistency issue in multi-objective optimization, Journal of Multi-Criteria Decision Analysis, 18, 143-149, 2011.
4. 黃瓊、朱書尚、姚京，投資組合策略的有效性檢驗：基於中國市場的實證分析，管理評論，23(7), 3-10, 2011.
5. Zhu, S. S., D. Li and X. L. Sun, Portfolio selection with marginal risk control, Journal of Computational Finance, 14(1), 3-28，2010.
6. Zhu, S. S., G. Z. Ruan and X. X. Huang, Some fundamental issues of basic line search algorithm for linear programming problems, Optimization, 59(8), 1283-1295, 2010.
7. Huang, D. S., S. S. Zhu, F. J. Fabozzi and M. Fukushima, Portfolio selection under distributional uncertainty: a relative robust CVaR approach, European Journal of Operational Research, 203,185–194, 2010.
8. Zhu, S. S., M. Fukushima, Worst-case conditional Value-at-Risk with application to robust portfolio management, Operations Research, 57(5), 1155-1168, 2009.
9. Zhu, S. S., D. Li and S. Y. Wang, Robust portfolio selection under downside risk measures, Quantitative Finance, 9(7), 869-885, 2009.
10. 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.
11. 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.
12. 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.
13. Ruan, G. Z., S. Y. Wang, Y. Yamamoto and S. S. Zhu, Optimality conditions and geometric properties of a linear multilevel programming problem with dominated objective functions, Journal of Optimization Theory and Applications, 123(2), 409-429, 2004.
14. 朱書尚、李端、周迅宇、汪壽陽，論投資組合與金融最佳化——對理論研究和實踐的分析與反思，管理科學學報，7(6), 1-12, 2004.
15. Lai, K. K., S. Y. Wang, J. P. Xu, S. S. Zhu and Y. Fang, A class of interval linear programming problems and its application to portfolio selection, IEEE Transactions on Fuzzy Systems, 10(6), 698-704, 2002.
