Rohit N Arora - Google Scholar

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	All	Since 2020
Citations	25	15
h-index	3	3
i10-index	1	0

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201720182019202020212022202320243 4 3 3 1 2 9

Co-authors

Rui GaoAssistant Professor, University of Texas at AustinVerified email at mccombs.utexas.edu
Stathis TompaidisUniversity of Texas at AustinVerified email at mccombs.utexas.edu

Rohit N Arora

Rohit N Arora

University of Texas at Austin - McCombs School of Business

Verified email at utexas.edu


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
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	8	2022
Data-driven multistage distributionally robust linear optimization with nested distance R Gao, R Arora, Y Huang arXiv preprint arXiv:2407.16346, 2024	4*	2024
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

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Articles 1–5