Items where Author is "Wang, R."
Wang, R., Cleland, C. L., Weir, R. 
ORCID: 0000-0002-5554-801X , McManus, S. ORCID: 0000-0003-2711-0819, Martire, A., Grekousis, G., Bryan, D. & Hunter, R. F. (2024).
Rethinking the association between green space and crime using spatial quantile regression modelling: Do vegetation type, crime type, and crime rates matter?.
Urban Forestry & Urban Greening, 101,
article number 128523.
doi: 10.1016/j.ufug.2024.128523
Millossovich, P. ORCID: 0000-0001-8269-7507, Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2024).
A theory of multivariate stress testing.
European Journal of Operational Research, 318(3),
pp. 851-866.
doi: 10.1016/j.ejor.2024.06.002
Wang, R., Asimit, V. ORCID: 0000-0002-7706-0066, Zhu, R. ORCID: 0000-0002-9944-0369 & Zhou, F. (2024).
Efficient PSD Matrix Approximation by Iterative Optimisations and Gradient Descent Method.
Millossovich, P. ORCID: 0000-0001-8269-7507, Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2022).
A theory of multivariate stress testing.
.
Guan, Y., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2022).
An impossibility theorem on capital allocation.
Scandinavian Actuarial Journal, 2023(3),
pp. 290-302.
doi: 10.1080/03461238.2022.2094718
Guan, Y., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2021).
An impossibility theorem on capital allocation.
.
Asimit, A.V. ORCID: 0000-0002-7706-0066, Peng, L., Wang, R. & Yu, A. (2019).
An efficient approach to quantile capital allocation and sensitivity analysis.
Mathematical Finance, 29(4),
pp. 1131-1156.
doi: 10.1111/mafi.12211
Wang, R., Bignozzi, V. & Tsanakas, A. (2015). How Superadditive Can a Risk Measure Be?. SIAM Journal on Financial Mathematics, 6(1), pp. 776-803. doi: 10.1137/140981046