Chengguo Weng

According to our database, Chengguo Weng authored at least 5 papers between 2012 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Optimal dynamic longevity hedge with basis risk.

Ken Seng Tan, Chengguo Weng, Jinggong Zhang

Eur. J. Oper. Res., 2022

2020

A central bank strategy for defending a currency peg.

Eyal Neuman, Alexander Schied, Chengguo Weng, Xiaole Xue

Syst. Control. Lett., 2020

BSDE approach to utility maximization with square-root factor processes.

Hongcan Lin, David Saunders, Chengguo Weng

Oper. Res. Lett., 2020

2018

Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions.

Huiling Wu, Chengguo Weng, Yan Zeng

OR Spectr., 2018

2012

Characterization of multivariate heavy-tailed distribution families via copula.

Chengguo Weng, Yi Zhang

J. Multivar. Anal., 2012