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Joint mixability
Wang, Bin; Wang, Ruodu - In: Mathematics of operations research 41 (2016) 3, pp. 808-826
Persistent link: https://www.econbiz.de/10011520575
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Distributional transforms, probability distortions, and their applications
Liu, Peng; Schied, Alexander; Wang, Ruodu - In: Mathematics of operations research 46 (2021) 4, pp. 1490-1512
Persistent link: https://www.econbiz.de/10012796660
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A theory for measures of tail risk
Liu, Fangda; Wang, Ruodu - In: Mathematics of operations research 46 (2021) 3, pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
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Characterization, robustness, and aggregation of signed Choquet integrals
Wang, Ruodu; Wei, Yunran; Willmot, Gordon E. - In: Mathematics of operations research 45 (2020) 3, pp. 993-1015
Persistent link: https://www.econbiz.de/10012293365
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Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda; Mao, Tiantian; Wang, Ruodu; Wei, Linxiao - In: Mathematics of operations research 47 (2022) 3, pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081