Shouyang Wang

Finance · with Li · 2001–2018

A researcher in the Science corpus: 5 papers; trusts 29 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Shouyang Wang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Haim Levy
  2. N. Klein
  3. Olivier Jeanne
  4. Amit K. Ghosh
  5. Vítor Castro
  6. Wlodzimierz Ogryczak
  7. Garud N. Iyengar
  8. Duan Li
  9. Donald Goldfarb
  10. Bjarni V. Halldórsson

Papers from Shouyang Wang's perspective

Ordered by how strongly the researchers Shouyang Wang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Robust Portfolio Selection Problems (Mathematics of Operations Research)
  2. Optimization of conditional value-at risk
  3. Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks
  4. Conditional Value-at-Risk for General Loss Distributions
  5. Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
  6. Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)
  7. Credit Cycles, Credit Risk, and Prudential Regulation
  8. An Interior-Point Method for a Class of Saddle-Point Problems
  9. Robust portfolio selection using linear-matrix inequalities
  10. Stochastic dominance and expected utility: survey and analysis

Their papers