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ECONIS (ZBW)
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1
Multi-period portfolio optimization under possibility measures
Zhang, Xili
;
Zhang, Weiguo
;
Xiao, Weilin
- In:
Economic modelling
35
(
2013
),
pp. 401-408
Persistent link: https://www.econbiz.de/10010259788
Saved in:
2
Probability-free solutions to the non-stationary newsvendor problem
Zhang, Yong
;
Vovk, Vladimir
;
Zhang, Weiguo
-
2014
Persistent link: https://www.econbiz.de/10010471935
Saved in:
3
Stock market interactions driven by large declines
Ma, Yong
;
Zhang, Weiguo
;
Zhang, Zhengjun
;
Xu, Weidong
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 159-171
Persistent link: https://www.econbiz.de/10010485770
Saved in:
4
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
Saved in:
5
A new energy model to capture the behavior of energy price processes
Xu, Weijun
;
Sun, Qi
;
Xiao, Weilin
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
Saved in:
6
Public disclosure with information sharing in financial market
Xu, Weijun
;
Pan, Shiliang
;
Ji, Yucheng
;
Zhao, Qi
- In:
Finance research letters
53
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472467
Saved in:
7
Distributed mean reversion online portfolio strategy with stock network
Zhong, Yannan
;
Xu, Weijun
;
Li, Hongyi
;
Zhong, Weiwei
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
Saved in:
8
ESG disclosure and investor welfare under asymmetric information and imperfect competition
Ji, Yucheng
;
Xu, Weijun
;
Zhao, Qi
;
Jia, Zecheng
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463805
Saved in:
9
Intra-industry momentum and product market competition around the world
Li, Ting
- In:
Review of development finance
6
(
2016
)
1
,
pp. 16-25
Persistent link: https://www.econbiz.de/10011588071
Saved in:
10
A new scenario reduction method based on higher-order moments
Zhang, Weiguo
;
He, Xiaolei
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
4
,
pp. 1903-1918
Persistent link: https://www.econbiz.de/10013362483
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