Rohit N Arora - Google 学术搜索

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引用次数

	总计	2019 年至今
引用	16	9
h 指数	2	2
i10 指数	1	0

0

4

2

201720182019202020212022202320243 4 3 3 2 1

合著作者

Rui GaoAssistant Professor, University of Texas at Austin在 mccombs.utexas.edu 的电子邮件经过验证
Stathis TompaidisUniversity of Texas at Austin在 mccombs.utexas.edu 的电子邮件经过验证

Rohit N Arora

Rohit N Arora

University of Texas at Austin - McCombs School of Business

在 utexas.edu 的电子邮件经过验证


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Inefficiency and bias of modified value-at-risk and expected shortfall RD Martin, R Arora Journal of Risk 19 (6), 59–84, 2017	13*	2017
Data-driven multistage distributionally robust optimization with nested distance: Time consistency and tractable dynamic reformulations R Arora, R Gao Available at Optimization Online, 2022	3	2022
Data-Driven Strategies for Effectively Using Scenarios in Single and Multistage Decision Problems R Arora The University of Texas at Austin, 2022		2022
Choosing Scenarios to Stress Test Financial Institutions R Arora, R Gao, S Tompaidis Available at SSRN 3803263, 2021		2021
Data-driven Multistage Distributionally Robust Optimization with Nested Distance R Arora, R Gao

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