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Zhenzhen Huang
Zhenzhen Huang
Ph.D. Candidate in Actuarial Science, University of Waterloo
Verified email at uwaterloo.ca - Homepage
Title
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
32021
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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Articles 1–4