姓名：崔雪婷
职称：副教授
研究领域：最优化理论；整数规划；金融优化
Email: cui.xueting@mail.shufe.edu.cn
教育经历
2009.9 - 2013.6 复旦大学管理学院博士
工作经历
2013.7至今现在上海财经大学数学学院
学术交流经历
2012.7 - 2013.2 香港中文大学访问学者
科研项目
主持
•国家自然科学基金项目1项，2016.01-2018.12
•上海财经大学青年教师预研究项目，2016.01-2019.5
参与
•国家自然科学基金项目3项
学术兼职
中国运筹学会金融工程与金融风险管理分会常务理事
主要论文
1. X. J. Zheng, X. T. Cui*, Quadratic convex reformulations for the portfolio selection problem with Value-at-Risk constraint, Computers and Industrial Engineering, forthcoming.
2. S. S. Zhu, W. Zhu, X. Pei, X. T. Cui*. Hedging crash risk in optimal portfolio selection, Journal of Banking & Finance, Vol. 119, 105905, 2020.
3. X. T. Cui, X. L. Sun, S. S. Zhu*, R. J. Jiang, D. Li, Portfolio optimization with nonparametric Value-at-Risk: A block coordinate descent method, INFORMs Journal on Computing, Vol. 30(3), 454-471, 2018.
4. X. J. Zheng, Y. T. Pan, X. T. Cui*, Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint, Journal of Global Optimization, Vol. 70, 719–735, 2018.
5. X. J. Zheng, B. Y. Wu*, X. T. Cui, Cell-and-bound algorithm for chance constrained programs with discrete distribution, European Journal of Operational Research, Vol. 260(1),421–431, 2017.
6. X. T. Cui, S. S. Zhu*, D. Li, J. Sun, Mean- variance portfolio selection with parameter sensitivity control, Optimization Methods and Software, Vol. 31(4),755–774, 2016.
7. X. D. Bai, X. J. Zheng*, X. T. Cui, X. L. Sun, A Successive convex approximation approach for sparse solutions of convex programs, Pacific Journal of Optimization, Vol. 10(1), 21-35, 2014.
8. X. T. Cui, S. S. Zhu*, X. L. Sun, D. Li, Nonlinear portfolio selection using approximate parametric Value-at-Risk, Journal of Banking & Finance, Vol. 37(6), 2124-2139, 2013.
9. X. T. Cui, X. J. Zheng*, S. S. Zhu, Convex relaxations and MIQCQP reformulations for a class of cardinality constrained portfolio selection problems, Journal of Global Optimization, Vol. 56(4),1409-1423, 2013.
10. X. J. Zheng, D. Li, X. L. Sun*, X. T. Cui, Lagrangian decomposition and mixed-integer quadratic programming reformulation for probabilistically constrained quadratic programs, European Journal of Operational Research, Vol. 221(1), 38-48,2012.
11. S. S. Zhu, X. T. Cui, X. L. Sun, D. Li*, Factor-risk constrained mean-variance portfolio selection: formulation and global optimization solution approach. Journal of Risk, Vol. 14(2), 51-89, 2011.
12. X. T. Cui, X. L. Sun*, D. Sha, An empirical study on discrete optimization models for portfolio selection, Journal of Industrial and Management Optimization, Vol. 5(1), 33-46, 2009.