姓 名:黄晓霞
系 别:金融工程系
职 称:教授,博士生导师
办公室:东凌经管学院大楼1117室
电 话:(010)82376260
Email:hxiaoxia@manage.ustb.edu.cn
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黄晓霞,管理学博士,北京科技大学东凌经济管理学院金融系教授,博士生导师,教育部新世纪优秀人才。主要研究方向为投资组合分析,项目选择,投资优化,已有22篇论文被SCI检索的国际著名期刊发表或接受,在德国斯普林格出版社出版了个人专著《PortfolioAnalysis:FromProbabilistictoCredibilisticandUncertainApproaches》,该著作获北京市第十二届哲学社会科学优秀成果一等奖。主持了两项国家自然科学基金项目和两项教育部基金项目。是多家国际期刊的编辑,中国运筹学会不确定系统分会以及中国运筹学会智能计算分会的常务理事。多次受邀在国际学术会议上作大会报告。
主要社会兼职:
现任:
Editor,JournalofIndustrialEngineering,(2012-)
Editor,JournalofReviewsonGlobalEconomics,(2012-)
Editor,InternationalJournalofInformationProcessingandManagement,(2010-)
AsianEditor,InternationalJournalofInterculturalInformationManagement,(2009-)
EditorialReviewBoard,JournalofInternationalTechnologyandInformationManagement,(2007-)
中国运筹学会不确定系统分会常务理事,(2011-)
中国运筹学会智能计算分会常务理事,(2011-)
曾担任:
TheThirdInternationalConferenceonInformationandManagementSciences,Dunhuang,China,June,5-10,2004.FinancialChair
The3rdInternationalSymposiumonTrustness,ReliabilityandservicesinUbiquitousandSensornetworks,Shanghai,China,Dec.17-20,2008.ProgramCommitteeMember
The3rdIEEEAsiaPacificServicesComputingConference,Yilan,Tanwan,Dec.,9-12,2008.ProgramCommitteeMember
The19thAnnualConferenceoftheInternationalInformationManagementAssociation(IIMA),SanDiego,U.S.A.,Oct.13-15,2008.TrackChair
The20thAnnualConferenceoftheInternationalInformationManagementAssociation(IIMA),Houston,U.S.A.,Otc.12-14,2009.TrackChair
IEEETheFourthInternationalConferenceonComputerSciencesandConvergenceInformationTechnology,Seoul,Korea,Nov.24-26,2009.ProgramCommitteeMember
The21stAnnualConferenceoftheInternationalInformationManagementAssociation(IIMA),Utrecht,Holland,Otc.18-20,2010.TrackChair
IEEEInternationalConferenceonInformationScienceandApplications,Seoul,Korea,April,21-23,2010.SessionChair
TheFifthInternationalConferenceonComputerSciencesandConvergenceInformationTechnologywillbeheldonNovember-December,Seoul,Korea,Nov.30–Dec.2,2010,Seoul,Korea,ProgramCommitteeMember
IEEEThe6thInternationalConferenceonAdvancedInformationManagementandService,November30-December2,Seoul,Korea,2010.ProgramCommitteeMember
IEEETheinternationalConferenceonManagementScienceandArtificialIntelligence,Nov.,4-6,2010,Zhengzhou,China,ProgramCommitteeMember
IEEEInternationalConferenceonInformationScienceandApplications2011,April26-29,2011.Jeju,Korea,SessionChair
The2ndInternationalConferenceonManagementScienceandArtificialIntelligence,August8-10,2011.Zhengzhou,China,ProgramCommitteeMember
The22ndAnnualConferenceoftheInternationalInformationManagementAssociation,10-12October2011NewOrleans,LouisianaUSA.TrackChair
The23rdAnnualConferenceoftheInternationalInformationManagementAssociation,15-17October2012Chicago,ILUSA.TrackChair
中国运筹学会不确定系统分会理事,(2007-2011)
中国运筹学会智能计算分会理事,(2007-2011)
第七届中国青年运筹与管理学者大会秘书长;
第八届中国青年运筹与管理学者大会秘书长;
2004、2005、2006、2007、2008、2009、2010、2011、2012年,历任由中国运筹学会青年工作委员会主持召开的中国青年运筹与管理学者大会程序委员会委员。
2010、2011、2012年,历任由国运筹学会不确定系统分会主办的不确定系统年会程序委员会委员。
2009年5月,任由中国运筹学会智能计算分会主办的第三届中国智能计算大会组织委员会委员。
1987-1991,北京科技大学材料科学与工程系,工学学士;
1993-1995,对外经济贸易大学国际贸易专业,经济学学士;
2001-2004,北京科技大学企业管理专业,管理学硕士;
2004-2007,北京理工大学管理科学与工程专业,管理学博士。
负责人,国家自然科学基金项目:不确定跨国资本预算模型及决策研究(71171018),2012-2015年
负责人,教育部“新世纪优秀人才支持计划”:复杂不确定投资组合模型及算法(NCET-09-0214),2010-2012年
负责人,国家自然科学基金项目:基于可信性理论的动态投资组合模型及决策研究(70871011),2009-2011年
负责人,教育部中央高校基本科研业务费优秀青年人才培养基金:复杂不确定环境下国际投资组合模型及决策研究(FRF-TP-09-023B),2009-2012年
负责人,北京科技大学科研基金:模糊投资组合问题的半方差模型研究(00009070),2007-2008年
参加者,国家社会科学基金重大项目:经济全球化背景下中国产业安全研究(10zd&029),2011-2013年
参加者,国家自然科学基金项目:敏捷供应链知识服务网络形成、演化与治理机制研究,(71172169),2012-2015年
个人专著《PortfolioAnalysis:FromProbabilistictoCredibilisticandUncertainApproaches》,获北京市第十二届哲学社会科学优秀成果一等奖,2012年。
教育部“新世纪优秀人才支持计划”,2009年。
中国运筹学会“运筹新人奖”,2008年。
论文《Portfolioselectionwithfuzzyreturns》,中国运筹学会优秀论文奖,2004年。
北京科技大学第五届“本科教学优秀奖”二等奖,2009年。
北京科技大学第十二届“青年教师课堂教学评比”二等奖,2011年。
书籍
XiaoxiaHuang,PortfolioAnalysis:FromProbabilistictoCredibilisticandUncertainApproaches,Berling:Springer-Verlag,2010.http://springer.com/978-3-642-11213-3(北京市第十二届哲学社会科学优秀成果一等奖)
期刊论文
1.Riskindexbasedmodelsforportfolioadjustingproblemwithreturnssubjecttoexperts’evaluations.EconomicModelling,Vol.30,61-66,2013.(SCI)
2.XiaoxiaHuang,Ariskindexmodelforportfolioselectionwithreturnssubjecttoexperts’estimations,FuzzyOptimizationandDecisionMaking,tobepublished.DOI10.1007/s10700-012-9125-x(SCI)
3.XiaoxiaHuang,Anentropymethodfordiversifiedfuzzyportfolioselection,InternationalJournalofFuzzySystems,Vol.14,No.1,160-165,2012(SCI)
4.XiaoxiaHuang,LeiQiao,Ariskindexmodelformulti-perioduncertainportfolioselection,InformationSciences,Vol.217,108-116,2012(SCI)
5.XiaoxiaHuang,Mean-variancemodelsforportfolioselectionsubjecttoexperts'estimations,ExpertSystemsWithApplications,Vol.39,5887-5893,2012.(SCI)
6.QunZhang,XiaoxiaHuang,LemingTang,OptimalMultinationalCapitalBudgetingunderUncertainty,ComputersandMathematicswithApplications,Vol.62,4557-4567,2011.(SCI)
7.XiaoxiaHuang,Mean-riskmodelforuncertainportfolioselection,FuzzyOptimizationandDecisionMaking,Vol.10,No.1,71-89,2011.(SCI)
8.XiaoxiaHuang,Minimaxmean-variancemodelsforfuzzyportfolioselection,SoftComputing,Vol.15,No.2,251-260,2011.(SCI)
9.XiaoxiaHuang,Areviewofcredibilisticportfolioselection,FuzzyOptimizationandDecisionMaking,Vol.8,No.3,263-281,2009.(SCI)
10.XiaoxiaHuang,Portfolioselectionwithanewdefinitionofrisk,EuropeanJournalofOperationalResearch.Vol186,351-357,2008(SCI)
11.XiaoxiaHuang,RiskCurveandFuzzyPortfolioSelection,ComputersandMathematicswithApplications,Vol.55,No.6,1102-1112,2008.(SCI)
12.XiaoxiaHuang,Expectedmodelforportfolioselectionwithrandomfuzzyreturns,InternationalJournalofGeneralSystems,Vol.37,No.3,319-328,2008.(SCI)
13.XiaoxiaHuang,Mean-SemivarianceModelsforFuzzyPortfolioSelection,JournalofComputationalandAppliedMathematics,Vol.217,1-8,2008.(SCI)
14.XiaoxiaHuangMean-variancemodelforfuzzycapitalbudgeting,Computers&IndustrialEngineering,Vol.55,No.1,34-47,2008.(SCI)
15.XiaoxiaHuang,Mean-entropymodelsforfuzzyportfolioselection,IEEETransactionsonFuzzySystems,Vol.16,No.4,1096-1101,2008.(SCI)
16.XiaoxiaHuang,Twonewmodelsforportfolioselectionwithstochasticreturnstakingfuzzyinformation,EuropeanJournalofOperationalResearch.Vol.180,396-405,2007.(SCI)
17.XiaoxiaHuang,Anewperspectiveforoptimalportfolioselectionwithrandomfuzzyreturns,InformationSciences,Vol.177,5404-5414,2007.(SCI)
18.XiaoxiaHuang,Portfolioselectionwithfuzzyreturns,JournalofIntelligentandFuzzySystems,Vol.18,No.4,383-390,2007.(SCI)
19.XiaoxiaHuang,Chance-constrainedprogrammingmodelsforcapitalbudgetingwithNPVasfuzzyparameters.JournalofComputationalandAppliedMathematics.Vol.198,No.1,149-159,2007.(SCI)
20.XiaoxiaHuang,Optimalprojectselectionwithrandomfuzzyparameters,InternationalJournalofproductioneconomics.Vol.106,513-522,2007.(SCI)
21.XiaoxiaHuang,Fuzzychance-constrainedportfolioselection,AppliedMathematicsandComputation.Vol.177,No.2,500-507,2006.(SCI)
22.XiaoxiaHuang,Credibility-basedchance-constrainedintegerprogrammingmodelsforcapitalbudgetingwithfuzzyparameters.InformationSciences.Vol.176,No.18,2698-2712,2006.(SCI)
23.XiaoxiaHuang,ShaozuMei.Allyingbusinessprocessreengineeringwithstrategy:anewperspectiveforBPR.Int.J.InternetandEnterpriseManagement.Vol.1,No.3,281-292,2003.
24.XiaoxiaHuang,ShaozuMei.Anewapproachtoreengineeringbusinessprocess.AsianInformationScienceLife.Vol.2,No.1,33-44,2003.
25.XiaoxiaHuang,Chance-constrainedintegerprogrammingmodelsforcapitalbudgetinginstochasticenvironment,运筹学学报.Vol.10,No.3,59-65,2006.
26.黄晓霞,模糊环境下资金预算的期望净现值模型,数学的实践与认识,Vol.38.No.17,6-12,2008.
27.黄晓霞,存在借贷资金的随机资金预算问题研究,数学的实践与认识,Vol.38.No.7,1-7,2008.
28.黄晓霞,张强.存在银行贷款的模糊资金预算机会约束模型,系统工程学报,Vol.22,No.4,352-358,2007.
29.黄晓霞,模糊环境下资金预算的机会约束NPV目标规划模型,北京科技大学学报(自然科学版),Vol.29,No.9,957-959,2007.
30.黄晓霞,王欢.我国税收优惠政策对吸引外资的影响分析.国际贸易问题.2003年第5期,41-45,2003.
31.黄晓霞,沈叶丹.FDI对我国市场结构的影响.中国外资.2003年第11期,64-65.2003.
会议论文
XiaoxiaHuang.PortfolioSelectionwithFuzzyReturns.ProceedingsoftheSecondAnnualconferenceonUncertainty,Qinhuangdao,July16-20,2004,21-29.
XiaoxiaHuang.FuzzyMean-SemivarianceModelforPortfolioSelection.ProceedingsoftheThirdAnnualconferenceonUncertainty,Nanjing,August12-16,2005,184-191.
XiaoxiaHuang.SelectingProjectinUncertaintyofCombinedRandomnessandFuzziness.Proceedingsofthe6thInternationalSymposiumonAdvancedIntelligentSystems,Yeosu,Korea,Sept.28-Oct.1,2005,135-139.
XiaoxiaHuangandWentingXia.China-ASEANFreeTradeArea:ImplicationstoChina’sExport.Proceedingsof2006InternationalConferenceofBusinessEconomicsandManagementDisciplines,Beijing,China,June23-24,2006.
XiaoxiaHuang.CredibilityBasedFuzzyPortfolioSelection.Proceedingsof2006IEEEInternationalConferenceonFuzzySystems,Vancouver,Canada,July,16-21,2006,567-571.(EI)
XiaoxiaHuang.Mean-varianceGoalProgrammingModelforFuzzyCapitalBudgeting.ProceedingsoftheFourthAnnualconferenceonUncertainty,Guilin,August,18-22,2006,185-192.
XiaoxiaHuang.Asurveyoffuzzyportfolioselectionbasedoncredibilitytheory.ProceedingsoftheSixthAnnualconferenceonUncertainty,Luoyang,August,3-7,2008,113-123.
QimingPan,XiaoxiaHuang,Mean-variancemodelforinternationalportfolioselection,EUC2008:Proceedingsofthe5thInternationalConferenceonEmbeddedandUbiquitousComputing,,Vol2,Workshops,632-636,Shanghai,China,Dec.17-20,2008.(EI)
XiaoxiaHuang,Twomodelsforcapitalbudgetingunderrandomandfuzzyuncertainty,第七届中国不确定系统年会论文集,重庆,2009年8月20-24,120-127.
XiaoxiaHuang,Anovelriskdefinitionforportfolioselectionwithuncertainreturns,Proceedingofthe4thWorkshoponReliableEngineeringComputing``RobustDesign-CopingwithHazards,RiskandUncertainty'',March3-5,2010,Singapore,719-727.
XiaoxiaHuang,Mean-variancemodelsforinternationalportfolioselectionwithuncertainexchangeratesandsecurityreturns,ProceedingsoftheInternationalConferenceonInformationScienceandApplications,April21-23,2010,Korea,547-553.(EI)
WenjingGao,XiaoxiaHuang,Multi-periodadjustingmodelforuncertainportfolioselection,Proceedingsofthe8thAnnualConferenceonUncertainty,Xi’an,August,1-5,197-204,2010.
WenyingShen,XiaoxiaHuang,Multi-periodportfolioselectionmodelswithuncertainreturns,Proceedingsofthe8thAnnualConferenceonUncertainty,Xi’an,August,1-5,210-218,2010.
XiaoxiaHuang,WenjingGao,ZhiyingHu,ActiveportfoliomanagementbasedonEVAandMean-riskmodel,Proceedingsoftheseventhinternationalconferenceonfuzzysystemsandknowledgediscovery,Yantan,Shandong,China,August10-12,Vol.2,806-810,2010.(EI)
XiaoxiaHuang,WenyingShen,Multi-periodmean-variancemodelwithtransactioncostforfuzzyportfolioselection,Proceedingsoftheseventhinternationalconferenceonfuzzysystemsandknowledgediscovery,Yantan,Shandong,China,August10-12,Vol.2,894-898,2010.(EI)
XiaoxiaHuang,LeiQiao,AnUncertainRiskIndexModelforMulti-PeriodPortfolioSelection,2011InternationalConfernenceonInformationScienceandApplications,JejuIsland,SouthKorea,April,26-29,1-6,2011(EI)
XiaoxiaHuang,ChenYao,UncertainportfolioselectionbasedonVaRU,proceedingofthe2ndInternationalconferenceonartificialintelligence,managementscienceandelectroniccommerce,ZhengzhouChina,Aug.8-10,2011,Vol.1,885-888.(EI)
XiaoxiaHuang,ChenYao,Uncertainportfolioselectionforinsurer,Proceedingofthe8thInternationalconferenceonfuzzysystemsandknowledgediscovery,Shanghai,China,July26-28,2011,Vol.2,786-790.(EI)
XiaoxiaHuang,Mean-riskmodelforhybridportfolioselectionwithfuzzinessandrandomness.Internationalconferenceonconvergenceandhybridinformationtechnology,Daejeon,Korea,Sept.22-24,2011.(EI)
乔磊,黄晓霞,风险曲线及均值-风险模型在实践中的应用,第九届中国不确定系统年会论文集,南京,2011年7月27-31,9-15.
XiaoxiaHuang,LanXiang,Stochasticchanceconstrainedcapitalbudgetingwithself-help.Proceedingofthe3thInternationalconferenceonE-BusinessandE-Government,Shanghai,China,May,11-13,2012,Vol.7,5472-5475.(EI)
XiaoxiaHuang,HaiyaoYing,Anuncertainriskindexmodelfortheconstrainedportfolioadjustingproblem.2012InternationalConfernenceonInformationScienceandApplications,Suwon,SouthKorea,May,23-25,2012,200-204.(EI)
XiaoxiaHuang,HaiyaoYing,FortfolioSelectionunderMean-VaRUwithBoundedConstraints.2012InternationalConferenceManagementandInformationEngineering,Wuhan,China,Jul,13-15,2012,953-956(EI)
XiaoxiaHuang,TianyiZhao,Mean-varianceModelforOptimalProjectSelectionandScheduling.2012IEEEInternationalConferenceManagementandInformationEngineering,Wuhan,China,Jul,13-15,2012,1110-1112(EI)
TianyiZhao,XiaoxiaHuang,Chance-constrainedProgrammingModelforOptimalProjectSelectionandScheduling,Proceedingsof20123rdInternationalAsiaConferenceonIndustrialEngineeringandManagementInnovation,Beijing,China,Aug.10-11,2012,Vol.2,766-769(EI)
大会邀请报告:
可信性投资组合研究,第六届中国不确定系统年会,洛阳,河南.2008年8月3至6日
风险指数与不确定投资优化,第九届中国不确定系统年会,南京,江苏.2011年7月25至31日
Uncertainportfolioselection,The2010InternationalConferenceonManagementScienceandInformationEngineering,Zhengzhou,China,Dec.17-19,2010
Riskanalysisandinvestmentoptimization,InternationalWorkshoponFuzzySets,RoughSets,UncertaintyAnalysisandApplications,Nov.21-25,2011,Durgapur,India
Uncertaininvestmentriskanalysis,InternationalConferenceonManagement,Manufacturing,andMaterialsEngineering,Dec.8-10th,2011,Zhengzhou,China
Uncertaintytheoryanduncertainportfolioselection,C2CworkshopontheProgressinAppliedMathematics,August13-16,2012,Shanghai,China
投资组合分析、资本预算、投资优化、国际投资
中级投资学(研究生),数理金融(研究生),金融工程理论前沿(研究生),商务英语与沟通(EMBA),国际金融(MBA/本科生),金融市场与企业发展战略(本科生)