Wei Wang

Available identifiers

zbMath Open wang.wei.144MaRDI QIDQ2106745

List of research outcomes

Publication	Date of Publication	Type
Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making	2023-11-03	Paper
Preference robust distortion risk measure and its application	2023-09-28	Paper
Multi-Attribute Utility Preference Robust Optimization: A Continuous Piecewise Linear Approximation Approach	2023-03-28	Paper
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation	2022-12-19	Paper
Preference robust models in multivariate utility-based shortfall risk minimization	2022-09-30	Paper
Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete	2020-12-11	Paper
Quantitative Statistical Robustness for Tail-Dependent Law Invariant Risk Measures	2020-06-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Wei Wang