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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
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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
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Dynamic asset allocation with jump risk
Xu, Weidong; Wu, Chongfeng; Xu, Weijun; Li, Hongyi - In: Journal of risk 12 (2009/10) 3, pp. 29-44
Persistent link: https://www.econbiz.de/10003970172
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Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong; Zhang, Zhengjun; Zhang, Weiguo; Xu, Weidong - In: Computational economics 45 (2015) 4, pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
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A strategic asset pricing model for relative performance concern
Yu, Jianfeng; Xu, Weidong - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1764-1778
Persistent link: https://www.econbiz.de/10011824756
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Multivariate regime switching model estimation and asset allocation
Zheng, Kai; Xu, Weidong; Zhang, Xili - In: Computational economics 61 (2023) 1, pp. 165-196
Persistent link: https://www.econbiz.de/10014228420