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Hui Shao
Observed name:
Shao, Hui
Institutions:
Zhejiang University of Technology,
Zhejiang University
Observed institutions:
National University of Singapore,
Peking University,
Risk Management Institute,
Zhejiang University of Technology,
Zhejiang University
ORCID:
0000-0002-9835-0337
Observed ORCID:
0000-0002-9835-0337
OpenAlex ID:
A5055716172
Worst-Case Range Value-at-Risk with Partial Information
2017
·
Lujun Li
, Hui Shao
, et al.
·
SIAM Journal on Financial Mathematics
·
59
Distortion risk measure under parametric ambiguity
2023
·
Hui Shao
, Zhe George Zhang
·
European Journal of Operational Research
·
14
Closed-Form Solutions for Extreme-Case Distortion Risk Measures and Applications to Robust Portfolio Management
2018
·
Wenhao Zhu
, Hui Shao
·
SSRN Electronic Journal
·
14
Extreme-Case Distortion Risk Measures: A Unification and Generalization of Closed-Form Solutions
2023
·
Hui Shao
, Zhe George Zhang
·
Mathematics of Operations Research
·
6
The influence of government regulations on online public opinion and retailer channel strategies
2025
·
Qi Sun
, Hui Shao
, et al.
·
Journal of the Operational Research Society
·
2
A class of distorted Gaussian copulas: theories and applications
2024
·
Hui Shao
, Zhe George Zhang
·
Journal of the Operational Research Society
·
2
Extreme-Case Distorted Utility under Moment Ambiguity
2026
·
Li, Zehao
, Peng, Yijie
, et al.
·
arXiv (Cornell University)
·
1
PDF
Conditional Age-at-Risk for Task Assignment across Heterogeneous Servers
2026
·
Haoyang Huang
, Hui Shao
, et al.
·
IEEE Conference on Computer Communications (INFOCOM)
·
1
Decomposing aggregate risk into marginal risks under partial information: A top-down method
2017
·
Hui Shao
·
Statistics & Probability Letters
·
1
The peer effect on mortgage refinancing
2026
·
Jiajun Lu
, Hui Shao
, et al.
·
Pacific-Basin Finance Journal
The Design of a Garbage Classification APP based on the KJ-KANO Model and Gamification Collaborative Mechanism
2026
·
Wei Pan
, Hui Shao
·
Advances in economics, business and management research/Advances in Economics, Business and Management Research
PDF
Refining the Newsvendor Model: How Heterogeneous Probability Distortion Affects Risk-Taking and Rationality
2025
·
Hui Shao
, Zhe George Zhang
·
SSRN Electronic Journal
An Axiomatization of Medians on the Domain of Distribution Functions
2018
·
Hui Shao
, Qiyu Wang
·
SSRN Electronic Journal
A Class of Multivariate Copula Which Can Be Determined by Its Marginal Copulas
2017
·
Hui Shao
, Jingping Yang
·
SSRN Electronic Journal
Sparse Markowitz Portfolio Selection by Penalty Methods
2017
·
Qiyu Wang
, Hui Shao
·
SSRN Electronic Journal
Gini Curve and Top Incomes
2017
·
Min Dai
, Steven Kou
, et al.
·
SSRN Electronic Journal
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Works count:
16
Citation count:
100
H-index:
4
I10-index:
3
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