黃曉霞

北京科技大學教授

黃曉霞,北京科技大學東凌經濟管理學院金融系教授,博士生導師,教育部新世紀優秀人才。主要研究方向為投資組合分析,項目選擇,投資優化。

人物簡介


黃曉霞,北京科技大學東凌經濟管理學院金融系教授,博士生導師,教育部新世紀優秀人才,現任學院副院長。

人物經歷


1987-1991,北京科技大學材料科學與工程系,工學學士;
1993-1995,對外經濟貿易大學國際貿易專業,經濟學學士;
2001-2004,北京科技大學企業管理專業,管理學碩士;
2004-2007,北京理工大學管理科學與工程專業,管理學博士。
Editor, Journal of Interdisciplinary Economics, (2018-)
Associate editor, Journal of Industrial Engineering and Management Science, (2016-)
Editor, Journal of Modelling in Management, (2013-)
Journal of Engineering, (2017-)
Editor, Journal of Reviews on Global Economics, (2012-)
Editor, Financial Mathematics and Applications (2010-)
中國優選法統籌法與經濟數學研究會工業工程分會常務理事,(2018-)
中國運籌學會不確定系統分會常務理事,(2011-2015)
中國運籌學會智能計算分會常務理事,(2011-2015)
北京科技大學校學術委員會委員,(2017-)
東凌經濟管理學院首屆教學委員會委員,(2014-)

研究方向


主要研究方向為投資組合分析、資本預算、投資優化、國際投資。中級投資學(研究生),數理金融(研究生),金融工程理論前沿(研究生),商務英語與溝通(EMBA),國際金融(MBA/本科生),金融市場與企業發展戰略(本科生)。

主要成就


已有21篇論文被SCI檢索的國際著名期刊發表或接受,在德國斯普林格出版社出版了專著《Portfolio Analysis: From Probabilistic to Credibilistic and Uncertain Approaches》。主持了兩項國家自然科學基金項目和兩項教育部基金項目。是多家國際期刊的編輯,中國運籌學會不確定系統分會以及中國運籌學會智能計算分會的常務理事。

科研成就

2007-2008年
負責人,北京科技大學科研基金:模糊投資組合問題的半方差模型研究(00009070)
2009-2011年
負責人,國家自然科學基金項目:基於可信性理論的動態投資組合模型及決策研究(70871011)
2009-2012年
負責人,教育部中央高校基本科研業務費優秀青年人才培養基金:複雜不確定環境下國際投資組合模型及決策研究(FRF-TP-09-023B)
2010-2012年
負責人,教育部“新世紀優秀人才支持計劃”:複雜不確定投資組合模型及演演算法(NCET-09-0214)
2011-2013年
參加者,國家社會科學基金重大項目:經濟全球化背景下中國產業安全研究(10zd&029)
2012-2015年
負責人,國家自然科學基金項目:不確定跨國資本預算模型及決策研究(71171018)
2012-2015年
參加者,國家自然科學基金項目:敏捷供應鏈知識服務網路形成、演化與治理機制研究,(71172169)
2014-2016年
負責人,教育部博士點基金(博導類):基於消費需求視角的行為投資組合模型及決策研究(20130006110001)
2017-2019年
負責人,國家社會科學基金項目:我國政府創新創業投資引導基金投資運行機制研究(17BGL052)
2018.01-2021.12
參加者,國家自然科學基金項目:基於直覺模糊網路分析法的產品概念設計理論與應用研究, (71771023)

榮譽表彰

論文《Portfolio selection with fuzzy returns》,中國運籌學會優秀論文獎,2004年。
中國運籌學會“運籌新人獎”,2008年。
《國際貿易原理》,第五屆北京科技大學免檢課堂,2008年。
教育部“新世紀優秀人才支持計劃”,2009年。
北京科技大學第五屆“本科教學優秀獎”二等獎, 2009年。
北京科技大學第十二屆“青年教師課堂教學評比”二等獎,2011年。
個人專著《Portfolio Analysis: From Probabilistic to Credibilistic and Uncertain Approaches》,獲北京市第十二屆哲學社會科學優秀成果一等獎,2012年。
北京科技大學2013-2015年優秀共產黨員。
北京科技大學2013-2014學年優秀本科導師榮譽。
2014-2017年,連續四年入選世界著名科技出版公司愛思唯爾(Elsevier)發布的“中國高被引學者榜單”。
2016年被評為北京科技大學“十大新聞人物”。
Best oral presentation, The 3rd International Conference on Fuzzy Systems and Data Mining, Hualian, Taiwan, Nov. 24-27, 2017.
北京科技大學,研究生論文指導優秀獎,2017年。

主要作品

Ashfaq Habib, Xiaoxia Huang, Investigating the Nonlinear Relationship between Working Capital and Profitability: A Case of Pakistan Textile Firms, Tekstilec, 2018, DOI: 10.14502/Tekstilec2018.61.42-53. (EI)
Xiaoxia Huang, Liying Song, A Multi-Depot Logistics Distribution Routing Model for Unexpected Events, Journal of Industrial Engineering and Management Science, 1, 207–224, doi: 10.13052/jiems2446-1822.2017.010
Xiaoxia Huang, A review of uncertain portfolio selection, Journal of Intelligent and Fuzzy Systems, 32 (6), 4453-4465, 2017. (SCI)
Tianyi Zhao, Xiaoxia Huang, Optimizing project selection: A perspective from resource constraints. Optimization, 66 (11), 1863-1878, 2017. (SCI)
Xiaoxia Huang, Liying Song, An emergency logistics distribution routing model for unexpected events. Annals of Operations Research, 1-17, 2016. (SCI)
Ashfaq Habib, Xiaoxia Huang, Determining the optimal working capital to enhance firms’ profitability. Human Systems Management, 35(4), 279-289, 2016. (EI)
Xiaoxia Huang, Tianyi Zhao, Project selection and adjustment based on uncertain measure. Information Sciences, 352–353, 1-14, 2016. (SCI)
Xiaoxia Huang, Hao Di, Uncertain portfolio selection with background risk, Applied Mathematics and Computation. 276 (5), 284-296, 2016. (SCI)
顏瑞, 張群, 黃曉霞, 基於投資者風險偏好的上市公司投資價值分類模型. 數學的實踐與認識, 45(16), 22-26, 2015.
Xiaoxia Huang, Tianyi Zhao, Shamsiya Kudratova, Uncertain mean-variance and mean-semivariance models for optimal project selection and scheduling, Knowledge-Based Systems. 93, 1-11, 2016. (SCI)
Xiaoxia Huang, Hao Di, Modeling uncapacitated facility location problem with uncertain customers’ positions, Journal of Intelligent & Fuzzy Systems, 28, 2569–2577, 2015. (SCI)
Qun Zhang, Xiaoxia Huang* and Chao Zhang, A mean-risk index model for uncertain capital Budgeting, Journal of the Operational Research Society, 66(5), 761-770, 2015. (SCI)
Xiaoxia Huang, Tianyi Zhao, Mean-Chance Model for Portfolio Selection Based on Uncertain Measure, Insurance: Mathematics and Economics 59 (2014) 243–250. (SCI)
Xiaoxia Huang, Tianyi Zhao, Project selection and scheduling with uncertain net income and investment cost, Applied Mathematics and Computation, 247, 61-71, 2014. (SCI)
Xiaoxia Huang, Xiaoli Su, Tianyi Zhao, Optimal Multinational Project Adjustment and Selection with Random Parameters, Optimization, 63 (10),1583-1594, 2014. (SCI)
Xiaoxia Huang, Lan Xiang, Sardar M. N. Islam, Optimal Project Adjustment and Selection. Economic Modelling, 36, 391-397, 2014. (SSCI)
Xiaoxia Huang, Haiyao Ying, Risk index based models for portfolio adjusting problem with returns subject to experts’ evaluations. Economic Modelling, Vol. 30, 61-66, 2013. (SSCI)
Xiaoxia Huang, A risk index model for portfolio selection with returns subject to experts’ estimations, Fuzzy Optimization and Decision Making, 11 (4) 2012, 451-463. (SCI)
Xiaoxia Huang, An entropy method for diversified fuzzy portfolio selection, International Journal of Fuzzy Systems, Vol. 14, No. 1, 160-165, 2012 (SCI)
Xiaoxia Huang, Lei Qiao, A risk index model for multi-period uncertain portfolio selection, Information Sciences, Vol. 217, 108-116, 2012 (SCI)
Xiaoxia Huang, Mean-variance models for portfolio selection subject to experts' estimations, Expert Systems With Applications, Vol. 39, No.5, 5887-5893, 2012. (SCI)
Qun Zhang, Xiaoxia Huang, Leming Tang, Optimal Multinational Capital Budgeting under Uncertainty, Computers and Mathematics with Applications, Vol. 62, No. 12, 4557-4567, 2011. (SCI)
Xiaoxia Huang, Mean-risk model for uncertain portfolio selection, Fuzzy Optimization and Decision Making, Vol.10, No. 1, 71-89, 2011. (SCI)
Xiaoxia Huang, Minimax mean-variance models for fuzzy portfolio selection, Soft Computing,Vol. 15, No. 2, 251-260, 2011. (SCI)
Xiaoxia Huang, A review of credibilistic portfolio selection, Fuzzy Optimization and Decision Making, Vol. 8, No. 3, 263-281, 2009. (SCI)
Xiaoxia Huang, Portfolio selection with a new definition of risk, European Journal of Operational Research. Vol 186, 351-357, 2008 (SCI)
Xiaoxia Huang, Risk Curve and Fuzzy Portfolio Selection, Computers and Mathematics with Applications, Vol. 55, No. 6, 1102-1112, 2008. (SCI)
Xiaoxia Huang, Expected model for portfolio selection with random fuzzy returns, International Journal of General Systems, Vol. 37, No. 3, 319-328, 2008. (SCI)
Xiaoxia Huang, Mean-Semivariance Models for Fuzzy Portfolio Selection, Journal of Computational and Applied Mathematics, Vol. 217, 1-8, 2008. (SCI)
Xiaoxia Huang Mean-variance model for fuzzy capital budgeting, Computers & Industrial Engineering, Vol. 55, No. 1, 34-47, 2008. (SCI)
Xiaoxia Huang, Mean-entropy models for fuzzy portfolio selection, IEEE Transactions on Fuzzy Systems, Vol. 16, No. 4, 1096-1101, 2008. (SCI)
Xiaoxia Huang, Two new models for portfolio selection with stochastic returns taking fuzzy information, European Journal of Operational Research. Vol. 180, 396-405, 2007. (SCI)
Xiaoxia Huang, A new perspective for optimal portfolio selection with random fuzzy returns, Information Sciences, Vol. 177, 5404-5414, 2007. (SCI)
Xiaoxia Huang, Portfolio selection with fuzzy returns, Journal of Intelligent and Fuzzy Systems, Vol. 18, No. 4, 383-390, 2007. (SCI)
Xiaoxia Huang, Chance-constrained programming models for capital budgeting with NPV as fuzzy parameters. Journal of Computational and Applied Mathematics. Vol. 198, No. 1, 149-159, 2007. (SCI)
Xiaoxia Huang, Optimal project selection with random fuzzy parameters, International Journal of production economics. Vol. 106, 513-522, 2007. (SCI)
Xiaoxia Huang, Fuzzy chance-constrained portfolio selection, Applied Mathematics and Computation. Vol. 177, No. 2, 500-507, 2006. (SCI)
Xiaoxia Huang, Credibility-based chance-constrained integer programming models for capital budgeting with fuzzy parameters. Information Sciences. Vol. 176, No. 18, 2698-2712, 2006. (SCI)
Xiaoxia Huang, Chance-constrained integer programming models for capital budgeting in stochastic environment, 運籌學學報. Vol. 10, No. 3, 59-65, 2006.
黃曉霞,模糊環境下資金預算的期望凈現值模型,數學的實踐與認識,Vol.38. No. 17, 6-12, 2008.
黃曉霞,存在借貸資金的隨機資金預算問題研究,數學的實踐與認識,Vol.38. No. 7,1-7, 2008.
黃曉霞,張強. 存在銀行貸款的模糊資金預算機會約束模型,系統工程學報,Vol.22, No.4, 352-358, 2007.
黃曉霞,模糊環境下資金預算的機會約束NPV目標規劃模型,北京科技大學學報(自然科學版),Vol.29, No.9, 957-959, 2007. (EI)