Associate professor
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Pre One:Bignozzi, V., Mao, T.*, Wang, B. and Wang, R. (2016). Diversification limit of quantiles under dependence uncertainty. Extremes, 19(2), 142–170
Next One:Xu, M. and Mao, T. (2013). Optimal capital allocation based on the tail Mean-Variance model. Insurance: Mathematics and Economics, 53(3), 533-543