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Chen, Wei
106
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12
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8
Dawande, Milind
5
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Tan Hun Tong
5
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3
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Kritzman, Mark
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The journal of risk model validation
7
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ECONIS (ZBW)
124
RePEc
4
OLC EcoSci
2
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11
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11
The performance of value-at-risk models during the crisis
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10003971967
Saved in:
12
Future population trends in China : 2005 - 2050
Wei, Chen
;
Liu, Jinju
-
2009
Persistent link: https://www.econbiz.de/10003924610
Saved in:
13
Cashflow replication with mismatch constraints
Chen, Wei
;
Skoglund, Jimmy
- In:
Journal of risk
14
(
2011/12
)
4
,
pp. 115-128
Persistent link: https://www.econbiz.de/10009571588
Saved in:
14
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
Saved in:
15
Optimal descending mechanisms for constrained procurement
Gupta, Shivam
;
Chen, Wei
;
Dawande, Milind
;
Janakiraman, …
- In:
Production and operations management : an international …
24
(
2015
)
12
,
pp. 1955-1965
Persistent link: https://www.econbiz.de/10011428212
Saved in:
16
Do attention-grabbing stocks attract all investors? : evidence from China
Li, Zhuwei
;
Shi, Yongdong
;
Chen, Wei
;
Kargbo, Mohamed
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 158-183
Persistent link: https://www.econbiz.de/10011339538
Saved in:
17
Investment strategies used as spectroscopy of financial markets reveal new stylized facts
Zhou, Wei-xing
;
Mu, Guo-hua
;
Chen, Wei
;
Sornette, Didier
- In:
Inventi impact: emerging economies
(
2011
)
4
,
pp. 216-224
Persistent link: https://www.econbiz.de/10009765302
Saved in:
18
Credit valuation adjustment tail risk and the impact of wrong way trades
Skoglund, Jimmy
;
Vestal, Doug
;
Chen, Wei
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
3
,
pp. 280-310
Persistent link: https://www.econbiz.de/10010197071
Saved in:
19
Is there a structural change in the persistence of WTI-Brent oil price spreads in the post-2010 period?
Chen, Wei
;
Huang, Zhuo
;
Yi, Yanping
- In:
Economic modelling
50
(
2015
),
pp. 64-71
Persistent link: https://www.econbiz.de/10011439618
Saved in:
20
CVA wrong way risk multiplier decomposition and efficient CVA curve
Pang, Tao
;
Chen, Wei
;
Li, Le
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 390-404
Persistent link: https://www.econbiz.de/10011531231
Saved in:
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