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researcher

Ruiwei Jiang

18 papers hereh-index 263.3k citations53 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author9
  • last author8

Across the 18 of 18 papers where every author was matched, so the position is known.

fields
  • math.OC17
  • q-fin.PM1
same name
  • Ruiwei Jiang — 7 papers, h 3
  • Ruiwei Jiang — 2 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20162026
most citedAmbiguous Chance-Constrained Binary Programs under Mean-Covariance Information

85 citations · 144 across the 16 of their papers we have counts for

collaborators
Showing q-fin.PMShow all

1 paper · 1 filter

q-fin.PM2016

Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance

Byung-Geun Choi, Napat Rujeerapaiboon, Ruiwei Jiang

Growth-optimal portfolios are guaranteed to accumulate higher wealth than any other investment strategy in the long run. However, they tend to be risky in the short term. For seria…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.