Xu, Huifu
183  results:
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2

Optimal scenario-dependent multivariate shortfall risk meas..:

Wang, Wei ; Xu, Huifu ; Ma, Tiejun
European Journal of Operational Research.  306 (2023)  1 - p. 322-347 , 2023
 
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3

Data perturbations in stochastic generalized equations: sta..:

Guo, Shaoyan ; Xu, Huifu
Mathematical Programming.  202 (2023)  1-2 - p. 135-168 , 2023
 
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4

Preference robust state-dependent distortion risk measure o..:

Wang, Wei ; Xu, Huifu
Computational Management Science.  20 (2023)  1 - p. , 2023
 
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7

Preference Robust Modified Optimized Certainty Equivalent:

Wu, Qiong ; Xu, Huifu
SIAM Journal on Optimization.  32 (2022)  4 - p. 2662-2689 , 2022
 
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9

Insurance premium-based shortfall risk measure induced by c..:

Zhang, Sainan ; Xu, Huifu
Computational Management Science.  19 (2022)  4 - p. 703-738 , 2022
 
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10

Robust spectral risk optimization when the subjective risk ..:

Guo, Shaoyan ; Xu, Huifu
Mathematical Programming.  194 (2021)  1-2 - p. 305-340 , 2021
 
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11

Existence and Approximation of Continuous Bayesian Nash Equ..:

Guo, Shaoyan ; Xu, Huifu ; Zhang, Liwei
SIAM Journal on Optimization.  31 (2021)  4 - p. 2481-2507 , 2021
 
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12

Quantitative statistical robustness for tail-dependent law ..:

Wang, Wei ; Xu, Huifu ; Ma, Tiejun
Quantitative Finance.  21 (2021)  10 - p. 1669-1685 , 2021
 
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13

A distributionally robust optimization approach for two-sta..:

Gourtani, Arash ; Nguyen, Tri-Dung ; Xu, Huifu
EURO Journal on Computational Optimization.  8 (2020)  2 - p. 141-172 , 2020
 
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14

Robust Spectral Risk Optimization When Information on Risk ..:

Wang, Wei ; Xu, Huifu
SIAM Journal on Optimization.  30 (2020)  4 - p. 3198-3229 , 2020
 
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15

Preference robust models in multivariate utility-based shor..:

Zhang, Yuan ; Xu, Huifu ; Wang, Wei
Optimization Methods and Software.  37 (2020)  2 - p. 712-752 , 2020
 
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