Linhai Wei

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity
Communications in Statistics: Theory and Methods
2023-07-28Paper
Capital allocation with multivariate convex risk measures
Journal of Industrial and Management Optimization
2023-04-24Paper


Research outcomes over time


This page was built for person: Linhai Wei