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Citations per year
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Cited by
All
Since 2019
Citations
3
3
h-index
1
1
i10-index
0
0
0
2
1
2022
2023
2024
1
1
1
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Co-authors
Yue Kuen Kwok
Hong Kong University of Science and Technology
Verified email at ust.hk
Chengguo Weng
University of Waterloo
Verified email at uwaterloo.ca
Pengyu Wei
Nanyang Technological University
Verified email at ntu.edu.sg
Tony S. Wirjanto
Department of Statistics & Actuarial Science, University of Waterloo
Verified email at uwaterloo.ca
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Zhenzhen Huang
Ph.D. Candidate in Actuarial Science,
University of Waterloo
Verified email at uwaterloo.ca -
Homepage
Actuarial Science
Quantitative Finance
Risk Management
Machine Learning
Articles
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Cited by
Cited by
Year
EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED
MODELS
Z Huang, YK Kwok
International Journal of Theoretical and Applied Finance 24 (02), 2150012
, 2021
3
2021
Tail mean-variance portfolio selection with estimation risk
Z Huang, P Wei, C Weng
Insurance: Mathematics and Economics 116, 218-234
, 2024
2024
Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models
Z Huang, YK Kwok, Z Xu
Insurance: Mathematics and Economics 115, 132-150
, 2024
2024
Winning Probability Weighted Combined Portfolio
Z Huang, P Wei, C Weng, TS Wirjanto
Available at SSRN 4607278
, 2023
2023
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