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The effect of housing wealth on household portfolio choice

Li, Qize; Brounen, Dirk; Li, Jianjun; Wei, Xu - In: Annals of economics and finance 23 (2022) 2, pp. 253-277

Persistent link: https://www.econbiz.de/10013533127

Optimal tranching with diverse beliefs

Guo, Guixia; Wang, Frank Yong; Wei, Xu - In: Economics letters 124 (2014) 2, pp. 222-226

Persistent link: https://www.econbiz.de/10010493719

Investors' heterogeneity and tranching

Wang, Frank Yong; Wei, Xu; Li, Li - In: Applied economics 48 (2016) 37/39, pp. 3679-3684

Persistent link: https://www.econbiz.de/10011621159

Heterogeneous beliefs and diversification discount

Tong, Zhuoyuan; Wei, Xu - In: Finance research letters 27 (2018), pp. 148-153

Persistent link: https://www.econbiz.de/10012006831

Financial literacy, household portfolio choice and investment return

Li, Jianjun; Li, Qize; Wei, Xu - In: Pacific-Basin finance journal 62 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012491153

Optimal market timing strategies for ARMA(1,1) return processes

Li, Wei; Lam, Kin - In: Advances in investment analysis and portfolio … 7 (2000), pp. 163-190

Persistent link: https://www.econbiz.de/10001542591

The loss given default of a low-default portfolio with weak contagion

Wei, Li; Yuan, Zhongyi - In: Insurance / Mathematics & economics 66 (2016), pp. 113-123

Persistent link: https://www.econbiz.de/10011442721

Lassen sich Ertragsrisiken in der Landwirtschaft Global diversifizieren?

Liu, Xiaoliang; Xu, Wei; Odening, Martin - In: Möglichkeiten und Grenzen der wissenschaftlichen …, (pp. 245-258). 2011

Persistent link: https://www.econbiz.de/10009510432

On the systemic nature of weather risk

Xu, Wei; Filler, Guenther; Odening, Martin; Okhrin, Ostap - In: Agricultural finance review 70 (2010) 2, pp. 267-284

Persistent link: https://www.econbiz.de/10008737453

Can crop yield risk be globally diversified?

Liu, Xiaoliang; Xu, Wei; Odening, Martin - 2011

In 2007 and 2008 world food markets observed a significant price boom. Crop failures simultaneously occurring in some of the world's major production regions have been quoted as one factor among others for the price boom. Against this background, we analyse the stochasticity of crop yields in...

Persistent link: https://www.econbiz.de/10008905982