City Research Online

Items where Author is "Peng, L."

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Number of items: 4.

Article

Asimit, A.V. ORCID: 0000-0002-7706-0066, Peng, L., Wang, R. & Yu, A. (2019). An efficient approach to quantile capital allocation and sensitivity analysis. Mathematical Finance,

Asimit, A.V., Gerrard, R. J. G., Yanxi, H. & Peng, L. (2016). Tail Dependence Measure for Examining Financial Extreme Co-movements. Journal of Econometrics, 194(2), pp. 330-348. doi: 10.1016/j.jeconom.2016.05.011

Asimit, A.V., Li, D. & Peng, L. (2010). Pitfalls in using Weibull tailed distributions. Journal of Statistical Planning and Inference, 140(7), pp. 2018-2024. doi: 10.1016/j.jspi.2010.01.039

Other

Asimit, V. ORCID: 0000-0002-7706-0066, Peng, L., Tunaru, R. & Zhou, F. (2023). Constructing Optimal Portfolios under Risk Budgeting. ..

This list was generated on Thu Jun 1 04:00:21 2023 UTC.