1. Preference robust distortion risk measure and its application. (26th February 2023) Authors: Wang, Wei; Xu, Huifu Journal: Mathematical finance Issue: Volume 33:Number 2(2023) Page Start: 389 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Preference robust models in multivariate utility-based shortfall risk minimization. (4th March 2022) Authors: Zhang, Yuan; Xu, Huifu; Wang, Wei Journal: Optimization methods and software Issue: Volume 37:Number 2(2022) Page Start: 712 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints. (4th July 2017) Authors: Guo, Shaoyan; Xu, Huifu; Zhang, Liwei Journal: Optimization methods and software Issue: Volume 32:Number 4(2017) Page Start: 770 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Quantitative statistical robustness for tail-dependent law invariant risk measures. Issue 10 (3rd October 2021) Authors: Wang, Wei; Xu, Huifu; Ma, Tiejun Journal: Quantitative finance Issue: Volume 21:Issue 10(2021) Page Start: 1669 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗