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Guan, Yuanying

  1. A reverse ES (CVaR) optimization formula
    2022/03/04 by Yuanying Guan, Guan, Yuanying, Zhanyi Jiao +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #Health Systems, Economic Evaluations, Quality of Life #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization