Niushan Gao

Publication Activity (10 Years)

Years Active: 2018-2020
Publications (10 Years): 2

Top Topics

Portfolio Optimization

Top Venues

Finance Stochastics

Math. Oper. Res.

Publications

Niushan Gao, Cosimo Munari
Surplus-Invariant Risk Measures. Math. Oper. Res. 45 (4) (2020)
Niushan Gao, Denny Leung, Cosimo Munari, Foivos Xanthos
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces. Finance Stochastics 22 (2) (2018)