中国科学院管理、决策与信息系统重点实验室主任助理,中组部、团中央联合派出的第10批博士服务团成员,曾挂职新疆维吾尔自治区国有资产监督管理委员会主任助理。主要研究领域为金融工程、风险管理、决策科学等。迄今为止,出版学术专着4部,在国内外重要学术期刊发表论文30余篇,其中一部英文专着在国际着名学术出版社Springer-Verlag出版,多篇论文发表在European Journal of Operational Research, IEEE Transaction on Fuzzy Systems等国际着名学术期刊上,是国家自然科学基金优秀创新群体项目的核心成员,主持和参与多项国家级项目。曾多次访问日本京都大学、香港城市大学商学院开展合作研究。
代表性专着:
1)Yong Fang, Kin Keung Lai and Shouyang Wang, Fuzzy Portfolio Optimization: Theory and Methods, Springer-Verlag, March 2008, ISBN: 978-3-540-77925-4.
2)房勇,汪寿阳,《模糊投资组合最佳化:理论与方法》,高等教育出版社,2005.
代表性论文:
1)Fang, Y., Chen, L.H., Fukushima, M., A Mixed R&D Projects and Securities Portfolio Selection Model, Vol. 185, pp.700-715, European Journal of Operational Research, 2008.
2)Fang, Y., Lai, K.K. and Wang, S.Y., Portfolio rebalancing models with transaction costs based on the fuzzy decision theory, European Journal of Operational Research, Vol. 175, Issue 2, pp.879-893, 2006.
3)Fang, Y., Lai, K.K. and Wang, S.Y., Portfolio rebalancing with transaction costs and a minimal purchase unit, Dynamics of Continuous, Discrete and Impulsive Systems, Series B (Algorithm and Applications), Vol. 12, No. 3, pp. 499-515, 2005.
4)Lai, K.K., Wang, S.Y., Xu, J.P., Zhu, S.S. and Fang Y., A class of linear interval programming problems and its application to portfolio selection, IEEE Transactions on Fuzzy Systems, Vol. 10, No. 6, pp. 698-704, 2002.