Yi Wang

Management Science and Operations Research · with Chen · 2008

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 10 citations into it
• Finance — 9 citations into it
• Economics and Econometrics — 6 citations into it

Whom Yi Wang trusts overall

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

1. C. Acerbi
2. Freddy Delbaen

Papers from Yi Wang's perspective

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

1. Coherent Risk Measures on General Probability Spaces
2. Conditional Value-at-Risk for General Loss Distributions
3. Expected shortfall and beyond
4. Portfolio Selection
5. Spectral measures of risk: A coherent representation of subjective risk aversion
6. Portfolio Optimization Under a Minimax Rule
7. Portfolio Optimization Under a Minimax Rule
8. Expected Shortfall: a natural coherent alternative to Value at Risk
9. Optimization of conditional value-at risk
10. Convex measures of risk and trading constraints (Finance and Stochastics)

Their papers

• Two-sided coherent risk measures and their application in realistic portfolio optimization (2008) — 67 citations