Qinyu Wu

Qinyu Wu

Postdoctoral fellow, Telfer School of Management, University of Ottawa

Publications and Accepted Papers (* represents corresponding author)

Wang, R. and Wu, Q.* (2024). The reference interval in higher-order stochastic dominance. Accepted by Economic Theory Bulletin. [arXiv].

Han, X., Wang, R. and Wu, Q.* (2025). Monotonic mean-deviation risk measures. Accepted by Finance and Stochastics. [arXiv].

Maccheroni, F., Marinacci, M., Wang, R. and Wu, Q. (2025). Risk aversion and insurance propensity. Accepted by American Economic Review. [arXiv].

Wang, R. and Wu, Q.* (2024). Probabilistic risk aversion for generalized rank-dependent functions. Economic Theory, forthcoming. [arXiv].

Wu, Q., Mao, T.* and Hu, T. (2024). Generalized optimized certainty equivalent with applications in the rank-dependent utility model. SIAM Journal on Financial Mathematics, 15(1), 255-294.

Han, X., Wang, B., Wang, R. and Wu, Q.* (2024). Risk concentration and the mean-Expected Shortfall criterion. Mathematical Finance, 34(3), 819-846.

Zou, Z., Wu, Q., Xia, Z. and Hu, T.* (2023). Adjusted Renyi entropic Value-at-Risk. European Journal of Operational Research, 306(1), 255-268.

Wu, Q. (2023). Second-order stochastic dominance with respect to rank-dependent utility model. Journal of University of Science and Technology of China, 52(2), 1-6.

Mao, T., Wu, Q. and Hu, T.* (2021). Further properties of fractional stochastic dominance. Journal of Applied Probability, 59(1), 202-223.

Li, L., Wu, Q. and Mao, T.* (2020). Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. Journal of Applied Probability, 57(3), 832-852.

Working Papers

Wang, R. and Wu, Q.* (2020). Dependence and risk attitudes: An equivalence. [SSRN].

Mao, T., Wang, R. and Wu, Q.* (2022). Model aggregation for risk evaluation and robust optimization. [arXiv].

Wu, Q., Yang, F. and Zhang, P. (2022). Conditional generalized quantiles based on expected utility model and equivalent characterization of properties. [arXiv].

Wu, Q., Li, Y. M. J. and Mao, T.* (2022). On generalization and regularization via Wasserstein distributionally robust optimization. [arXiv].

Champers, C., Miller, A., Wang, R. and Wu, Q.* (2024). Max- and min-stability under first-order stochastic dominance. [arXiv].

Bellini, F., Mao, T., Wang, R. and Wu, Q.* (2024). Disappointment concordance and duet expectiles. [arXiv].

Wang, R. and Wu, Q.* (2024). Prudence and higher-order risk attitudes in the rank-dependent utility model. [arXiv].