Publications and Manuscripts

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.

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

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.

Han, X., Wang, B., Wang, R. and Wu, Q. (2023). Risk concentration and the mean-Expected Shortfall criterion. Mathematical Finance, 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, forthcoming. [SSRN].

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].

Wang, R. and Wu, Q. (2022). Probabilistic risk aversion for generalized rank-dependent functions. [arXiv].

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

Maccheroni, F., Marinacci, M., Wang, R. and Wu, Q. (2023). Risk aversion and insurance propensity. [arXiv].

Han, X., Wang, R. and Wu, Q. (2023). Monotonic mean-deviation risk measures. [arXiv].

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

Bellini, F., Mao, T., Wang, R. and Wu, Q. (2024). Duet expectile preferences. [arXiv].