Chengguo Weng
University of Waterloo
H-index: 19
North America-Canada
Top articles of Chengguo Weng
Tail mean-variance portfolio selection with estimation risk
Insurance: Mathematics and Economics
2024/5/1
Pengyu Wei
H-Index: 4
Chengguo Weng
H-Index: 14
Would a Two-benchmark Regime Be Better?
Available at SSRN 4713695
2024/2/1
Chengguo Weng
H-Index: 14
Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Insurance: Mathematics and Economics
2023/11/1
Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble
North American Actuarial Journal
2023/10/2
Winning Probability Weighted Combined Portfolio
Available at SSRN 4607278
2023/8/18
Pengyu Wei
H-Index: 4
Chengguo Weng
H-Index: 14
The reinforcement learning Kelly strategy
Quantitative Finance
2022/8/3
The statistics of capture ratios
Journal of Risk
2022/6/16
Optimal dynamic longevity hedge with basis risk
European Journal of Operational Research
2022/2/16
A dsa algorithm for mortality forecasting
North American Actuarial Journal
2021/7/3
Mean-expectile portfolio selection
Applied Mathematics & Optimization
2021/6
David Saunders
H-Index: 11
Chengguo Weng
H-Index: 14
Taking Stock of Some Recent and Notable Contribution to Research in Portfolio Analysis
2021/5/5
Danqiao Guo
H-Index: 1
Chengguo Weng
H-Index: 14
A central bank strategy for defending a currency peg
Systems & Control Letters
2020/10/1
BSDE approach to utility maximization with square-root factor processes
Operations Research Letters
2020/3/1
David Saunders
H-Index: 11
Chengguo Weng
H-Index: 14
Discussion on the paper ‘Optimal reinsurance design based on risk measures: a review’by Yichun Chi and Jun Cai
2020/1/2
Chengguo Weng
H-Index: 14
Pricing bounds and bang-bang analysis of the Polaris variable annuities
Quantitative Finance
2020/1/2
Chengguo Weng
H-Index: 14
Co-Authors
