Qiji Jim Zhu
Publications by Year
Research Areas
Optimization and Variational Analysis, Stochastic processes and financial applications, Risk and Portfolio Optimization, Economic theories and models, Financial Markets and Investment Strategies
Most-Cited Works
- → Techniques of Variational Analysis(2005)551 cited
- → Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems(1997)194 cited
- → Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance(2014)183 cited
- → Trend Following Trading under a Regime Switching Model(2010)126 cited
- → Nonsmooth analysis on smooth manifolds(2007)119 cited
- → A survey of subdifferential calculus with applications(1999)99 cited
- → Viscosity Solutions and Viscosity Subderivatives in Smooth Banach Spaces with Applications to Metric Regularity(1996)80 cited
- → An Extended Extremal Principle with Applications to Multiobjective Optimization(2003)69 cited
- → Implicit Multifunction Theorems(1999)64 cited