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researcher

Linxiao Wei

4 papers hereh-index 5117 citations16 works total

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

author position
  • last author4

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.RM2
  • econ.TH1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20222025
most citedElicitability and identifiability of tail risk measures

1 citations · 2 across the 4 of their papers we have counts for

collaborators
Showing econ.THShow all

1 paper · 1 filter

econ.TH2022★ 1 cited

On conditional distortion risk measures under uncertainty

Shuo Gong, Yijun Hu, Linxiao Wei

Model uncertainty has been one prominent issue both in the theory of risk measures and in practice such as financial risk management and regulation. Motivated by this observation,…

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