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Optimal liquidity reserve with...
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1
Optimal liquidity reserve with funding liquidity risk
Zhang, Dewei
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1449-1452
Persistent link: https://www.econbiz.de/10010212382
Saved in:
2
Foreign exchange reserves management in the presence of jump risk
Zhang, Dewei
;
Zhou, Chunyang
- In:
Applied economics letters
20
(
2013
)
1/3
,
pp. 250-254
Persistent link: https://www.econbiz.de/10009702945
Saved in:
3
Time-varying risk aversion and dynamic portfolio allocation
Li, Haitao
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Operations research
70
(
2022
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012820635
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4
Optimal insurance in the presence of insurer's loss limit
Zhou, Chunyang
;
Wu, Wenfeng
;
Wu, Chongfeng
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 300-307
Persistent link: https://www.econbiz.de/10003966590
Saved in:
5
An exact algorithm for the type-constrained and variable sized bin packing problem
Zhou, Chunyang
;
Wu, Chongfeng
;
Feng, Yun
-
2009
Persistent link: https://www.econbiz.de/10003934277
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6
The informational role of stock and warrant trades : empirical evidence from China
Zhou, Chunyang
;
Wu, Chongfeng
;
Li, Yang
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
),
pp. 78-93
Persistent link: https://www.econbiz.de/10009299026
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7
Dynamic and asymmetric dependences between Chinese Yuan and other Asia-Pacific currencies
Lien, Da-hsiang Donald
;
Wu, Chongfeng
;
Li, Yang
;
Zhou, …
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 696-723
Persistent link: https://www.econbiz.de/10009779089
Saved in:
8
The role of heterogeneous expectations in foreward exchange market
Li, Xiaoping
;
Zhou, Chunyang
;
Wu, Chongfeng
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 471-475
Persistent link: https://www.econbiz.de/10009709370
Saved in:
9
Insurance stock returns and economic growth
Zhou, Chunyang
;
Wu, Chongfeng
;
Li, Donghui
;
Chen, Zhian
- In:
The Geneva papers on risk and insurance - issues and …
37
(
2012
)
3
,
pp. 405-428
Persistent link: https://www.econbiz.de/10009675312
Saved in:
10
Modeling the co-movements between crude oil and refined petroleum markets
Tong, Bin
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Energy economics
40
(
2013
),
pp. 882-898
Persistent link: https://www.econbiz.de/10010356014
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