Shangmei Zhao

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In the presence of uncertainty of asset returns, choosing an appropriate risk measure and determining the optimal weights of assets in a portfolio remain formidable and challenging problems. In this paper, we propose and study a mean-conditional value at riskskewness portfolio optimization model based on the asymmetric Laplace distribution, which is(More)
In this paper, social vulnerability to public health emergency is studied in order to analyze the capability to overcome infectious disease emergencies in different regions with distinctive economies. According to the hazards-of-place model of vulnerability, a evaluation model for social vulnerability is developed. Based on the data of 31 regions of China,(More)
In this paper, we give out the relationship between a nonlinear diffusion process and M-band wavelet shrinkage. It is proved that discretization in an iterated nonlinear diffusion-based filtering algorithm is equivalent to the proposed two-band filtering scheme by the polyphase decomposition. Also we extend the equivalence to 1-D M-band wavelet and 2-D(More)
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