Chengguo Weng

Publication Activity (10 Years)

Years Active: 2012-2022
Publications (10 Years): 4

Top Topics

Utility Maximization

Preference Elicitation

Prior Distribution

Top Venues

Oper. Res. Lett.

Syst. Control. Lett.

Eur. J. Oper. Res.

Publications

Ken Seng Tan, Chengguo Weng, Jinggong Zhang
Optimal dynamic longevity hedge with basis risk. Eur. J. Oper. Res. 297 (1) (2022)
Hongcan Lin, David Saunders, Chengguo Weng
BSDE approach to utility maximization with square-root factor processes. Oper. Res. Lett. 48 (2) (2020)
Eyal Neuman, Alexander Schied, Chengguo Weng, Xiaole Xue
A central bank strategy for defending a currency peg. Syst. Control. Lett. 144 (2020)
Huiling Wu, Chengguo Weng, Yan Zeng
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions. OR Spectr. 40 (2) (2018)
Chengguo Weng, Yi Zhang
Characterization of multivariate heavy-tailed distribution families via copula. J. Multivar. Anal. 106 (2012)