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Limited participation under ambiguity of correlation
Huang, Hui; Zhang, Shunming; Zhu, Wei - In: Journal of financial markets 32 (2017), pp. 97-143
Persistent link: https://www.econbiz.de/10011814989
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Higher-order Omega : a performance index with a decision-theoretic foundation
Bi, Hongwei; Huang, Rachel J.; Tzeng, Larry Y.; Zhu, Wei - In: Journal of banking & finance 100 (2019), pp. 43-57
Persistent link: https://www.econbiz.de/10012162443
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Hedging crash risk in optimal portfolio selection
Zhu, Shushang; Zhu, Wei; Pei, Xi; Cui, Xueting - In: Journal of banking & finance 119 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
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Portfolio choice in personal equilibrium
Ai, Jing; Zhao, Lin; Zhu, Wei - In: Economics letters 170 (2018), pp. 163-167
Persistent link: https://www.econbiz.de/10012019679