Wei Wang
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Person:2106745
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making Computational Management Science | 2023-11-03 | Paper |
| Preference robust distortion risk measure and its application Mathematical Finance | 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 European Journal of Operational Research | 2022-12-19 | Paper |
| Preference robust models in multivariate utility-based shortfall risk minimization Optimization Methods & Software | 2022-09-30 | Paper |
| Robust spectral risk optimization when information on risk spectrum is incomplete SIAM Journal on Optimization | 2020-12-11 | Paper |
| Quantitative Statistical Robustness for Tail-Dependent Law Invariant Risk Measures | 2020-06-27 | Paper |
Research outcomes over time
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