Zhanyi Jiao

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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
Testing mean and variance by e-processes
(available as arXiv preprint)
N/APaper
Worst-case values of target semi-variances with applications to robust portfolio selection
European Journal of Operational Research
2026-01-22Paper
Testing the mean and variance by e-processes
Biometrika
2025-10-15Paper
A Reverse ES (CVaR) Optimization Formula
North American Actuarial Journal
2024-11-18Paper


Research outcomes over time


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