T. Guo

activity

20092022

most citedRecent progress in random metric theory and its applications to conditional risk measures

61 citations · 113 across the 19 of their papers we have counts for

collaborators

Showing 2019Show all

3 papers · 1 filter

math.OC2019★ 4 cited

Optimization of conditional convex risk measures

Tiexin Guo

Optimization of conditional convex risk measure is a central theme in dynamic portfolio selection theory, which has not yet systematically studied in the previous literature perhap…

math.FA2019★ 1 cited

On $d$ -- $σ$ --stability in random metric spaces and its applications

Tiexin Guo, Erxin Zhang, Yachao Wang +1

In 2010, the first author of this paper introduced the notion of $σ$ --stability for a nonempty subset of an $L^{0} (F, K)$ --module in [T.X. Guo, Relations between some basic…

math.FA2019★ 1 cited

$L^{0}$ --convex compactness and random normal structure in $L^{0} (F, B)$

Tiexin Guo, Erxin Zhang, Yachao Wang +1

Let $(B, ∥ \cdot ∥)$ be a Banach space, $(Ω, F, P)$ a probability space and $L^{0} (F, B)$ the set of equivalence classes of strong random elements (or strongly measur…

Optimization of conditional convex risk measures

On d--σ--stability in random metric spaces and its applications

L0--convex compactness and random normal structure in L0(F,B)

On $d$ -- $σ$ --stability in random metric spaces and its applications

$L^{0}$ --convex compactness and random normal structure in $L^{0} (F, B)$