Weiping Wu

Fuzhou University - School of Economics and Management

No. 2, Xueyuan Road, New District

No. 2, Xueyuan Road, New District

Fuzhou , Fujian 350108

China

SCHOLARLY PAPERS

2

DOWNLOADS

4

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Dynamic mean-variance portfolio optimization with Value-at-Risk constraint in continuous-time

Number of pages: 27
Dian Yu, Weiping Wu, Ke Zhou, Jianjun Gao and Junguo Lu
affiliation not provided to SSRN, Fuzhou University - School of Economics and Management, Hunan University - Business School, Shanghai University of Finance and Economics and Shanghai Jiao Tong University (SJTU) - Department of Automation
Downloads 3 (723,597)

Abstract:

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Dynamic mean-variance portfolio selection, Value-at-risk, Martingale approach, Dynamic portfolio optimization

2.

Dynamic Mean-Downside Risk Portfolio Selection Problem with Stochastic Interest Rate in Continuous-Time

Number of pages: 22
Weiping Wu, Jianjun Gao, Ke Zhou and zhenpeng tang
Fuzhou University - School of Economics and Management, Shanghai University of Finance and Economics, Hunan University - Business School and affiliation not provided to SSRN
Downloads 1

Abstract:

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Dynamic portfolio selection, stochastic interest rate, Vasicek model, lower-partial moments, value-at-risk, conditional value-at-risk