‪Rohit N Arora‬ - ‪Google Scholar‬

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Medforfattere

Rui GaoAssistant Professor, University of Texas at AustinVerificeret mail på mccombs.utexas.edu
Stathis TompaidisUniversity of Texas at AustinVerificeret mail på mccombs.utexas.edu

Rohit N Arora

Rohit N Arora

University of Texas at Austin - McCombs School of Business

Verificeret mail på utexas.edu


Titel Sortér efter henvisninger Sortér efter årstal Sortér efter titel	Citeret af Citeret af	År
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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