The complete mixability and convex minimization problems with monotone marginal densities. - Bin Wang; Ruodu Wang (J. Multivar. Anal., 2011)

Advances in Complete Mixability. - Giovanni Puccetti 001; Bin Wang; Ruodu Wang (J. Appl. Probab., 2012)

Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities. - Ruodu Wang; Liang Peng; Jingping Yang (Finance Stochastics, 2013)

Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables. - Ruodu Wang (J. Appl. Probab., 2014)

Aggregation-robustness and model uncertainty of regulatory risk measures. - Paul Embrechts; Bin Wang; Ruodu Wang (Finance Stochastics, 2015)

Detecting complete and joint mixability. - Giovanni Puccetti 001; Ruodu Wang (J. Comput. Appl. Math., 2015)

On aggregation sets and lower-convex sets. - Tiantian Mao; Ruodu Wang (J. Multivar. Anal., 2015)

Extreme negative dependence and risk aggregation. - Bin Wang; Ruodu Wang (J. Multivar. Anal., 2015)

How Superadditive Can a Risk Measure Be? - Ruodu Wang; Valeria Bignozzi; Andreas Tsanakas (SIAM J. Financial Math., 2015)

Joint Mixability. - Bin Wang; Ruodu Wang (Math. Oper. Res., 2016)

Risk bounds for factor models. - Carole Bernard; Ludger Rüschendorf; Steven Vanduffel; Ruodu Wang (Finance Stochastics, 2017)

Quantile-Based Risk Sharing. - Paul Embrechts; Haiyan Liu; Ruodu Wang (Oper. Res., 2018)

Worst-Case Range Value-at-Risk with Partial Information. - Lujun Li; Hui Shao; Ruodu Wang; Jingping Yang (SIAM J. Financial Math., 2018)

Sums of standard uniform random variables. - Tiantian Mao; Bin Wang; Ruodu Wang (J. Appl. Probab., 2019)

Weak comonotonicity. - Ruodu Wang; Ricardas Zitikis (Eur. J. Oper. Res., 2020)

Characterization, Robustness, and Aggregation of Signed Choquet Integrals. - Ruodu Wang; Yunran Wei; Gordon E. Willmot (Math. Oper. Res., 2020)

Quantile-based risk sharing with heterogeneous beliefs. - Paul Embrechts; Haiyan Liu; Tiantian Mao; Ruodu Wang (Math. Program., 2020)

Risk Aversion in Regulatory Capital Principles. - Tiantian Mao; Ruodu Wang (SIAM J. Financial Math., 2020)

A unified framework for bandit multiple testing. - Ziyu Xu 001; Ruodu Wang; Aaditya Ramdas (NeurIPS, 2021)

Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant. - Jan-Frederik Mai; Ruodu Wang (J. Multivar. Anal., 2021)

An Axiomatic Foundation for the Expected Shortfall. - Ruodu Wang; Ricardas Zitikis (Manag. Sci., 2021)

Distributional Transforms, Probability Distortions, and Their Applications. - Peng Liu 043; Alexander Schied; Ruodu Wang (Math. Oper. Res., 2021)

A Theory for Measures of Tail Risk. - Fangda Liu; Ruodu Wang (Math. Oper. Res., 2021)

Choquet regularization for reinforcement learning. - Xia Han; Ruodu Wang; Xun Yu Zhou (CoRR, 2022)

Star-Shaped Risk Measures. - Erio Castagnoli; Giacomo Cattelan; Fabio Maccheroni; Claudio Tebaldi; Ruodu Wang (Oper. Res., 2022)

Robustness in the Optimization of Risk Measures. - Paul Embrechts; Alexander Schied; Ruodu Wang (Oper. Res., 2022)

Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures. - Fangda Liu; Tiantian Mao; Ruodu Wang; Linxiao Wei (Math. Oper. Res., 2022)

Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient. - Zhenyu Cui; Yanchu Liu; Ruodu Wang (Oper. Res. Lett., 2022)

When do exact and powerful p-values and e-values exist? - Zhenyuan Zhang; Aaditya Ramdas; Ruodu Wang (CoRR, 2023)

One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles. - Tolulope Fadina; Peng Liu 043; Ruodu Wang (SIAM J. Financial Math., 2023)

Choquet Regularization for Continuous-Time Reinforcement Learning. - Xia Han; Ruodu Wang; Xun Yu Zhou (SIAM J. Control. Optim., 2023)

Allocation Mechanisms in Decentralized Exchange Markets with Frictions. - Mario Ghossoub; Giulio Principi; Ruodu Wang (CoRR, 2024)

A theory of multivariate stress testing. - Pietro Millossovich; Andreas Tsanakas; Ruodu Wang (Eur. J. Oper. Res., 2024)

Invariant correlation under marginal transforms. - Takaaki Koike; Liyuan Lin; Ruodu Wang (J. Multivar. Anal., 2024)

Joint Mixability and Notions of Negative Dependence. - Takaaki Koike; Liyuan Lin; Ruodu Wang (Math. Oper. Res., 2024)

Diversification for infinite-mean Pareto models without risk aversion. - Yuyu Chen; Taizhong Hu; Ruodu Wang; Zhenfeng Zou (Eur. J. Oper. Res., 2025)

Technical Note - An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification. - Yuyu Chen; Paul Embrechts; Ruodu Wang (Oper. Res., 2025)

A Theory of Credit Rating Criteria. - Nan Guo; Steven Kou; Bin Wang; Ruodu Wang (Manag. Sci., 2025)

The Checkerboard Copula and Dependence Concepts. - Liyuan Lin; Ruodu Wang; Ruixun Zhang; Chaoyi Zhao (SIAM J. Financial Math., 2025)