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ECONIS (ZBW)
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1
Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
Zhang, Wei-guo
;
Zhang, Xili
;
Chen, Yunxia
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10009404709
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2
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:
3
Hedging the portfolio of raw materials and the commodity under the mark-to-market risk
Fu, Junhui
;
Zhang, Wei-guo
;
Yao, Zheng
;
Zhang, Xili
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1070-1075
Persistent link: https://www.econbiz.de/10009667441
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4
Risk concentration of aggregated dependent risks : the second-order properties
Tong, Bin
;
Wu, Chongfeng
;
Xu, Weidong
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 139-149
Persistent link: https://www.econbiz.de/10009501691
Saved in:
5
Liquidity management of foreign exchange reserves in continuous time
Zhang, Dewei
;
Wang, Yiqi
;
Wang, Jingjing
;
Xu, Weidong
- In:
Economic modelling
31
(
2013
),
pp. 138-142
Persistent link: https://www.econbiz.de/10009725686
Saved in:
6
A robust general equilibrium stochastic volatility model with recursive preference investors
Xu, Weidong
;
Li, Hongyi
;
Wu, Chongfeng
- In:
Annals of economics and finance
12
(
2011
)
2
,
pp. 217-231
Persistent link: https://www.econbiz.de/10009425023
Saved in:
7
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
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8
When to buy or sell in supply chains with the presence of mergers
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of production economics
163
(
2015
),
pp. 137-145
Persistent link: https://www.econbiz.de/10011286994
Saved in:
9
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:
10
Effects of higher order moments on the newsvendor problem
Sun, Qi
;
Dong, Yucheng
;
Xu, Weidong
- In:
International journal of production economics
146
(
2013
)
1
,
pp. 167-177
Persistent link: https://www.econbiz.de/10010221648
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