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Author

Weiguo Zhang

Observed name: Wei-Guo Zhang
Institution: Shenzhen University
ORCID: 0000-0001-7616-2987
Observed ORCID: 0000-0001-7616-2987
OpenAlex ID: A5004425403
European quanto option pricing in presence of liquidity risk
2018 · Zhe Li, Wei-Guo Zhang, et al. · The North American Journal of Economics and Finance · 37
A fuzzy portfolio selection model with background risk
2015 · Ting Li, Weiguo Zhang, et al. · Applied Mathematics and Computation · 35
Robust international portfolio optimization with worst‐case mean‐CVaR
2022 · Fei Luan, Weiguo Zhang, et al. · European Journal of Operational Research · 31
Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
2013 · Wei-Guo Zhang, Yong-Jun Liu · OR Spectrum · 29
COVID-19, various government interventions and stock market performance
2023 · Helong Li, Huiqiong Chen, et al. · China Finance Review International · 23
An optimization model of the portfolio adjusting problem with fuzzy return and a SMO algorithm
2010 · Xili Zhang, Wei-Guo Zhang, et al. · Expert Systems with Applications · 22
Portfolio Selection: Possibilistic Mean-Variance Model and Possibilistic Efficient Frontier
2005 · Wei-Guo Zhang, Ying-Luo Wang · Lecture notes in computer science · 20
A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization
2024 · Yong-Jun Liu, Guo-Sen Yang, et al. · Omega · 19
Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment
2012 · Ting Li, Weiguo Zhang, et al. · Economic Modelling · 18
500 Common Chinese Idioms: An Annotated Frequency Dictionary
2011 · Liwei Jiao, Cornelius C. Kubler, et al. · Medical Entomology and Zoology · 17
Textual sentiment of comments and collapse of P2P platforms: Evidence from China's P2P market
2021 · Chao Wang, Yue Zhang, et al. · Research in International Business and Finance · 16
Volatility Spillovers and Risk Contagion Paths with Capital Flows across Multiple Financial Markets in China
2018 · Xuejin Zhao, Wei-Guo Zhang, et al. · Emerging Markets Finance and Trade · 16
News, search and stock co-movement: Investigating information diffusion in the financial market
2018 · Kun Chen, Peng Luo, et al. · Electronic Commerce Research and Applications · 16
Multi-dimensional minimum cost consensus model and its application in the location problem of industrial agglomeration zone
2024 · Weiwei Guo, Wei-Guo Zhang, et al. · Expert Systems with Applications · 13
Value-at-risk forecasts by dynamic spatial panel GJR-GARCH model for international stock indices portfolio
2017 · Wei-Guo Zhang, Guo-Li Mo, et al. · Soft Computing · 13
Coordination Mechanism for Contract Farming Supply Chain with Government Option Premium Subsidies
2019 · Xing Yu, Wei-Guo Zhang, et al. · Asia Pacific Journal of Operational Research · 7
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
2021 · Guoli Mo, Weiguo Zhang, et al. · The North American Journal of Economics and Finance · 6
A two-product, multi-period nonstationary newsvendor problem with budget constraint
2018 · Yong Zhang, Weiguo Zhang, et al. · Soft Computing · 5
Hedging Salmon Price Risk Based on Fuzzy Copula-GMM Model
2023 · Xing Yu, Chenya Liu, et al. · International Journal of Information Technology & Decision Making · 4
Robust International Portfolio Optimization with Worst-Case Mean-LPM
2022 · Fei Luan, Weiguo Zhang, et al. · Mathematical Problems in Engineering · 4
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Multifractal Analysis of Realized Volatilities in Chinese Stock Market
2019 · Yufang Liu, Weiguo Zhang, et al. · Computational Economics · 4
COVID-19 Impact on Stock Markets: A Multiscale Event Analysis Perspective
2023 · Helong Li, Guanglong Xu, et al. · Computational Economics · 3
The impact of issuing warrant and debt on behavior of the firm's stock
2013 · Wei-Lin Xiao, Wei-Guo Zhang, et al. · Economic Modelling · 2
Competitive strategy design of one-way online trading with American put option
2011 · XU Wei-jun, Maolin Hu, et al. · Systems Engineering - Theory & Practice · 2
Pricing Currency Options in a Fuzzy Environment
2008 · Weilin Xiao, Weiguo Zhang, et al. · 2
Works count: 31
Citation count: 367
H-index: 13
I10-index: 15
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