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The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion
Penev, Spiridon; Shevchenko, Pavel V.; Wu, Wei - In: European journal of operational research : EJOR 273 (2019) 2, pp. 772-784
Persistent link: https://www.econbiz.de/10011987589
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Myopic robust index tracking with Bregman divergence
Penev, Spiridon; Shevchenko, Pavel V.; Wu, Wei - In: Quantitative finance 22 (2022) 2, pp. 289-302
Persistent link: https://www.econbiz.de/10013167742
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Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka; Lin, Yang; Penev, Spiridon - In: Operations research 71 (2023) 5, pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
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Comparing large-sample maximum Sharpe ratios and incremental variable testing
Hanke, Michael; Penev, Spiridon - In: European journal of operational research : EJOR 265 (2018) 2, pp. 571-579
Persistent link: https://www.econbiz.de/10011811449
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Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness
Hanke, Michael; Penev, Spiridon; Schief, Wolfgang; … - In: European journal of operational research : EJOR 263 (2017) 2, pp. 510-523
Persistent link: https://www.econbiz.de/10011793970
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Integrating nonmarket and market resources, strategy and performance in Chinese enterprises : a review of the field and a resource-based empirical study
Wei, Wu; Zhao, Xuan; Li, Mei; Warner, Malcolm - In: Asia Pacific business review 22 (2016) 2, pp. 220-237
Persistent link: https://www.econbiz.de/10011537677
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The mixed blessing of leader sense of humor : examining costs and benefits
Yam, Kai Chi; Christian, Michael S.; Wei, Wu; Liao, Zhenyu - In: Academy of Management journal : AMJ 61 (2018) 1, pp. 348-369
Persistent link: https://www.econbiz.de/10011918258
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Polluted work : a self-control perspective on air pollution appraisals, organizational citizenship, and counterproductive work behavior
Fehr, Ryan; Yam, Kai Chi; He, Wei; Chiang, Jack Ting-Ju; … - In: Organizational behavior and human decision processes : … 143 (2017), pp. 98-110
Persistent link: https://www.econbiz.de/10011791579
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The role of moral decoupling in the causes and consequences of unethical pro-organizational behavior
Fehr, Ryan; Welsh, David; Yam, Kai Chi; Baer, Michael; … - In: Organizational behavior and human decision processes : … 153 (2019), pp. 27-40
Persistent link: https://www.econbiz.de/10012103205
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Why and when employees like to speak up more under humble leaders? : the roles of personal sense of power and power distance
Lin, Xiaoshuang; Chen, Zhen Xiong; Tse, Herman H. M.; … - In: Journal of business ethics : JOBE 158 (2019) 4, pp. 937-950
Persistent link: https://www.econbiz.de/10012061386