Multiperiod Asset Allocation Considering Dynamic Loss Aversion Behavior of Investors. - Jia Wang 047; MengChu Zhou; Xiwang Guo 001; Liang Qi 001 (IEEE Trans. Comput. Soc. Syst., 2019)

Variance Minimization Hedging Analysis Based on a Time-Varying Markovian DCC-GARCH Model. - Jia Wang 047; MengChu Zhou; Xiu Jin; Xiwang Guo 001; Liang Qi 001; Xu Wang 024 (IEEE Trans Autom. Sci. Eng., 2020)

A Markov regime switching model for asset pricing and ambiguity measurement of stock market. - Jia Wang 047; MengChu Zhou; Xiwang Guo 001; Liang Qi 001; Xu Wang 024 (Neurocomputing, 2021)

Loss Aversion Robust Optimization Model Under Distribution and Mean Return Ambiguity. - Jia Wang 047; Mengchu Zhou; Xiwang Guo 001; Liang Qi 001; Xu Wang 024 (IEEE Trans. Comput. Soc. Syst., 2023)

Monetary Policy, Investor Sentiment, and the Asymmetric Jump Risk of Chinese Stock Market. - Jia Wang 047; Pu Chen; Jiacun Wang; Xiwang Guo 001; Xu Wang 024 (IEEE Trans. Comput. Soc. Syst., 2024)

Dynamic Dependence and Hedging of Stock Markets: Evidence From Time-Varying Copula With Asymmetric Markovian Models. - Jia Wang 047; MengChu Zhou; Xiwang Guo 001; Xu Wang 024; Yusuf Al-Turki 001 (IEEE Trans. Comput. Soc. Syst., 2024)