Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete. - Wei Wang 324; Huifu Xu (SIAM J. Optim., 2020)

Preference robust models in multivariate utility-based shortfall risk minimization. - Yuan Zhang; Huifu Xu; Wei Wang 324 (Optim. Methods Softw., 2022)

Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. - Wei Wang 324; Huifu Xu; Tiejun Ma (Eur. J. Oper. Res., 2023)

Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making. - Wei Wang 324; Huifu Xu (Comput. Manag. Sci., 2023)

Bi-attribute utility preference robust optimization: A continuous piecewise linear approximation approach. - Qiong Wu; Wei Wang 324; Sainan Zhang; Huifu Xu (Eur. J. Oper. Res., 2025)