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Publications by Chenxiao Shi

Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach

English

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The Experienced Utility of Expected Utility Approaches

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Research on Investment Decision of Scientific and Technology Insurance Based on the Expected Utility Model

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Efficient VAR and Expected Shortfall Computations for Non-Linear Portfolios Within the Delta-Gamma Approach

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Conditionally Fitted Sharpe Performance With an Application to Hedge Fund Rating

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A Software Vulnerability Rating Approach Based on the Vulnerability Database

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Entropy-Based Mesh Refinement, I: The Entropy Adjoint Approach

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Some Notes on Maximum Entropy Utility

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Expected Multi-Utility Representations

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Nonparametric Test of the Expected Utility Hypothesis

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