Author

Zhen-Feng Zou

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Preprint Sep 2026

Extremal Mean-Variance Functionals over Wasserstein Balls: Applications to Risk Sharing

We characterize the worst- and best-case values of a mean-variance functional over a 2-Wasserstein ball. Using quantile representations and the geometry of attainable means and standard deviations, we reduce both infinite-dimensional problems to scalar equations and construct the extremal laws as location-scale transfo...

Wen-Jun Jiang, Yi-Ying Zhang, Zhen-Feng Zou · 0 citations

Preprint Sep 2026

Testing Equality of Distributions via Repeatedly Integrated Quantile Metrics Under Weak Moment Conditions

Testing whether two independent samples arise from the same underlying distribution is a fundamental statistical problem. We propose a new class of two-sample distribution tests based on a family of probability metrics $\Delta_{n,p}$, constructed from repeatedly integrated quantile functions. On their respective domain...

Zhen-Feng Zou, Meng Guan, Pan-Xu Yuan et al. · 0 citations