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Leisure preferences, long-run risks, and human capital returns

Dittmar, Robert F.; Palomino, Francisco; Yang, Wei - In: Review of asset pricing studies 6 (2016) 1, pp. 88-134

Persistent link: https://www.econbiz.de/10011526445

Household production and asset prices

Da, Zhi; Yang, Wei; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409

Persistent link: https://www.econbiz.de/10011446201

Role of the Pension Protection Fund in financial risk management of UK defined benefit pension sector : a multi-period economic capital study

Yang, Wei; Tapadar, Pradip - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 1, pp. 134-166

Persistent link: https://www.econbiz.de/10011299147

Expanded models of the project portfolio selection problem with loss in divisibility

Tian, Ye; Sun, Miao; Ye, Zuoliang; Yang, Wei - In: Journal of the Operational Research Society : OR 67 (2016) 8, pp. 1097-1107

Persistent link: https://www.econbiz.de/10011575605

Options strategies

McKenzie, Andrew M.; Ellis, Billy; Smartt, James; Yang, Wei - In: The journal of economic education : JEE 52 (2021) 2, pp. 173-173

Persistent link: https://www.econbiz.de/10012515772

Prospect theory and mutual fund flows

Han, Bing; Su, Pengfei; Yang, Wenhao - 2021 - This draft: April, 2021

Using mutual fund flow, we empirically test whether choices made by investors are consistent with preferences implied by prospect theory. Our findings support this hypothesis. When allocating capital to mutual funds, investors evaluate funds based on the past performance distribution and choose...

Persistent link: https://www.econbiz.de/10012886145

Optimal investment for asset-liability management with delay and partial information under Ornstein-Uhlenbeck process

Chen, Dengsheng; Yang, Wensheng; Wang, Chengben - In: Pacific-Basin finance journal 86 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015095152