Qianhui Hu

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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
Performance ratio-based coherent risk measure and its application
Quantitative Finance
2021-07-16Paper
On coherent risk measures induced by convex risk measures
Methodology and Computing in Applied Probability
2018-08-14Paper
Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
OR Spectrum
2017-08-25Paper
Tail nonlinearly transformed risk measure and its application
OR Spectrum
2013-01-10Paper


Research outcomes over time


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