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~person:"Bickel, J. Eric"
~person:"Leung, Tim"
~person:"Weng, Chengguo"
~subject:"Theorie"
~subject:"evolutionary biology"
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Bickel, J. Eric
Leung, Tim
Weng, Chengguo
Escobar, Marcos
4
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4
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3
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Horioka, Charles Yuji
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Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
2
Weighted scoring rules and convex risk measures
Smith, Zachary J.
;
Bickel, J. Eric
- In:
Operations research
70
(
2022
)
6
,
pp. 3371-3385
Persistent link: https://www.econbiz.de/10014307829
Saved in:
3
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
4
Index insurance design
Zhang, Jinggong
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 491-523
Persistent link: https://www.econbiz.de/10012056617
Saved in:
5
Optimal dynamic pairs trading of futures under a two-factor mean-reverting model
Leung, Tim
;
Yan, Raphael
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011923058
Saved in:
6
Optimal investment strategies for participating contracts
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011702060
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