Wei Wang

Orcid: 0000-0002-4213-7799

Affiliations:
  • University of Southampton, School of Business, UK


According to our database1, Wei Wang authored at least 4 papers between 2020 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2023
Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making.
Comput. Manag. Sci., December, 2023

Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation.
Eur. J. Oper. Res., 2023

2022
Preference robust models in multivariate utility-based shortfall risk minimization.
Optim. Methods Softw., 2022

2020
Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete.
SIAM J. Optim., 2020


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