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Matrix representation of conflict resolution in multiple-decision-maker graph models with preference uncertainty
Xu, Haiyan; Kilgour, D. Marc; Hipel, Keith W. - In: Group decision and negotiation 20 (2011) 6, pp. 755-779
Persistent link: https://www.econbiz.de/10009381401
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Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei; Xu, Huifu; Ma, Tiejun - In: Quantitative finance 21 (2021) 10, pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
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GRC technology fundamentals
Recor, Jeff; Xu, Hong - In: Commercial banking risk management : regulation in the …, (pp. 333-392). 2017
Persistent link: https://www.econbiz.de/10011607103
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Insurance premium-based shortfall risk measure induced by cumulative prospect theory
Zhang, Sainan; Xu, Huifu - In: Computational management science 19 (2022) 4, pp. 703-738
Persistent link: https://www.econbiz.de/10013447511
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Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei; Xu, Huifu; Ma, Tiejun - In: European journal of operational research : EJOR 306 (2023) 1, pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
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Preference robust distortion risk measure and its application
Wang, Wei; Xu, Huifu - In: Mathematical finance : an international journal of … 33 (2023) 2, pp. 389-434
Persistent link: https://www.econbiz.de/10014278678
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Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
Wang, Wei; Xu, Huifu - In: Computational management science 20 (2023) 1, pp. 1-51
Persistent link: https://www.econbiz.de/10014393426
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Shortfall risk models when information on loss function is incomplete
Delage, Erick; Guo, Shaoyan; Xu, Huifu - In: Operations research 70 (2022) 6, pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925