Characterization of multivariate heavy-tailed distribution families via copula. - Chengguo Weng; Yi Zhang (J. Multivar. Anal., 2012)

Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions. - Huiling Wu; Chengguo Weng; Yan Zeng (OR Spectr., 2018)

BSDE approach to utility maximization with square-root factor processes. - Hongcan Lin; David Saunders; Chengguo Weng (Oper. Res. Lett., 2020)

A central bank strategy for defending a currency peg. - Eyal Neuman; Alexander Schied; Chengguo Weng; Xiaole Xue (Syst. Control. Lett., 2020)

Optimal dynamic longevity hedge with basis risk. - Ken Seng Tan; Chengguo Weng; Jinggong Zhang (Eur. J. Oper. Res., 2022)