Concepedia

Hui Shao

HS

3

Publications

88

Citations

3

H-Index

2018

Active since

Affiliations

National University of Singapore(Current)

Hui Shao is an author at National University of Singapore specializing in statistics, engineering, and financial risk management.

Top concepts

CopulasFinanceManagementStatisticsEngineeringRisk ManagementFinancial Risk ManagementUncertainty Quantification

Publications per year

2018–2023

3

Publications

3

Worst-Case Range Value-at-Risk with Partial Information

Lujun Li, Hui Shao, Ruodu Wang et al. · SIAM Journal on Financial Mathematics · 2018 · 62 citations

Worst-case Range Value-at-risk, Aggregate Risk Models, Engineering +12

Closed-Form Solutions for Extreme-Case Distortion Risk Measures and Applications to Robust Portfolio Management

Wenhao Zhu, Hui Shao · SSRN Electronic Journal · 2018 · 14 citations · Full text

Distortion risk measure under parametric ambiguity

Hui Shao, Zhe George Zhang · European Journal of Operational Research · 2023 · 12 citations

Rows per page

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