hui wang : Citation Profile


Are you hui wang?

Tianjin University

6

H index

3

i10 index

137

Citations

RESEARCH PRODUCTION:

17

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (1997 - 2011). See details.
   Cites by year: 9
   Journals where hui wang has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 1 (0.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa497
   Updated: 2017-10-14    RAS profile: 2011-05-28    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with hui wang.

Is cited by:

Francq, Christian (4)

Zakoian, Jean-Michel (3)

Owari, Keita (3)

Mondello, Gerard (3)

Jouini, Elyès (3)

Horst, Ulrich (2)

Tebaldi, Claudio (2)

Zhu, Ke (2)

Munk, Claus (2)

Cvitanic, Jaksa (1)

Anthropelos, Michail (1)

Cites to:

Solan, Eilon (2)

Cox, Donald (2)

Laraki, Rida (2)

Jouini, Elyès (1)

Raut, Lakshmi (1)

Lundberg, Shelly (1)

Altonji, Joseph (1)

Кабанов, Юрий (1)

Qian, Nancy (1)

Bobonis, Gustavo (1)

Ling, Shiqing (1)

Main data


Where hui wang has published?


Journals with more than one article published# docs
Journal of the American Statistical Association3
Statistics & Probability Letters2
Chinese Economy2

Recent works citing hui wang (2017 and 2016)


YearTitle of citing document
2017Optimal Investment with Random Endowments and Transaction Costs: Duality Theory and Shadow Prices. (2017). Bayraktar, Erhan ; Yu, Xiang . In: Papers. RePEc:arx:papers:1504.00310.

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2016Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion. (2016). Czichowsky, Christoph ; Schachermayer, Walter . In: Papers. RePEc:arx:papers:1505.02416.

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2016A note on utility maximization with transaction costs and random endoment: num\eraire-based model and convex duality. (2016). Gu, Lingqi ; Yang, Junjian ; Lin, Yiqing . In: Papers. RePEc:arx:papers:1602.01070.

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2016Utility maximization problem with random endowment and transaction costs: when wealth may become negative. (2016). Lin, Yiqing ; Yang, Junjian . In: Papers. RePEc:arx:papers:1604.08224.

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2016Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. (2016). Czichowsky, Christoph ; Yang, Junjian ; Schachermayer, Walter ; Peyre, R'Emi . In: Papers. RePEc:arx:papers:1608.01415.

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2017On utility maximization without passing by the dual problem. (2017). Rasonyi, Miklos . In: Papers. RePEc:arx:papers:1702.00982.

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2017Conditional Davis Pricing. (2017). Larsen, Kasper ; Vzitkovi, Gordan ; Soner, Halil Mete . In: Papers. RePEc:arx:papers:1702.02087.

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2017Characterization of Fully Coupled FBSDE in Terms of Portfolio Optimization under Probability and Discounting Uncertainty. (2017). Xiong, Dewen ; Luo, Peng ; Drapeau, Samuel . In: Papers. RePEc:arx:papers:1703.02694.

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2017Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models. (2017). Yang, Yaxing ; Ling, Shiqing . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:368-381.

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2016On the dual problem of utility maximization in incomplete markets. (2016). Gu, Lingqi ; Yang, Junjian ; Lin, Yiqing . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:4:p:1019-1035.

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2016A weighted simulation-based estimator for incomplete longitudinal data models. (2016). Wang, Liqun ; Li, Daniel H. In: Statistics & Probability Letters. RePEc:eee:stapro:v:113:y:2016:i:c:p:16-22.

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2016Duality theory for portfolio optimisation under transaction costs. (2016). Czichowsky, Christoph ; Schachermayer, Walter . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:63362.

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2016Motivational antecedents of leader-member exchange differentiation: Evidence from South Korea. (2016). Lee, Kihyun ; Shin, Inyong ; Chae, Yeon Joo . In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:33:y:2016:i:1:d:10.1007_s10490-015-9454-8.

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2017Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach. (2017). Xia, Qiang ; Liang, Rubing ; Liu, Jinshan ; Wong, Heung . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:3:d:10.1007_s10614-016-9588-x.

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2016Semiparametric Efficient Adaptive Estimation of the PTTGARCH model. (2016). Ciccarelli, Nicola . In: MPRA Paper. RePEc:pra:mprapa:72021.

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2017Asymptotic properties of QMLE for periodic asymmetric strong and semi-strong GARCH models.. (2017). Bibi, Abdelouahab ; Ghezal, Ahmed . In: MPRA Paper. RePEc:pra:mprapa:81126.

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2016On the tail index inference for heavy-tailed GARCH-type innovations. (2016). Kim, Moosup ; Lee, Sangyeol . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:68:y:2016:i:2:d:10.1007_s10463-014-0495-4.

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2016Facelifting in utility maximization. (2016). Larsen, Kasper ; Itkovi, Gordan ; Soner, Halil Mete . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:1:d:10.1007_s00780-015-0274-y.

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2016Facelifting in utility maximization. (2016). Itkovi, Gordan ; Larsen, Kasper ; Soner, Halil . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:1:p:99-121.

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2016Stability of utility maximization in nonequivalent markets. (2016). Weston, Kim . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:2:d:10.1007_s00780-016-0289-z.

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2017Asymptotics of self-weighted M-estimators for autoregressive models. (2017). Hu, Shuhe ; Wang, Xinghui . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0592-x.

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2017Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models. (2017). Akashi, Fumiya . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:20:y:2017:i:3:d:10.1007_s11203-017-9159-3.

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2016PORTFOLIO OPTIMIZATION UNDER NONLINEAR UTILITY. (2016). Tangpi, Ludovic ; Kupper, Michael ; Heyne, Gregor . In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:19:y:2016:i:05:p:1650029-01-1650029-37.

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2016Predictors and portfolios over the life cycle. (2016). Munk, Claus ; Kraft, Holger ; Weiss, Farina . In: SAFE Working Paper Series. RePEc:zbw:safewp:139.

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Works by hui wang:


YearTitleTypeCited
2008BSDEs with two RCLL Reflecting Obstacles driven by a Brownian Motion and Poisson Measure and related Mixed Zero-Sum Games In: Papers.
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paper1
2001Generalized Least Squares, Taylor Series Linearization and Fishers Scoring in Multivariate Nonlinear Regression In: Journal of the American Statistical Association.
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article1
2002Sample Correlation Coefficients Based on Survey Data Under Regression Imputation In: Journal of the American Statistical Association.
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article2
2002Conditional Second-Order Generalized Estimating Equations for Generalized Linear and Nonlinear Mixed-Effects Models In: Journal of the American Statistical Association.
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article9
2009Trading Land Development Rights under a Planned Land Use System: The Zhejiang Model In: China & World Economy.
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article2
2007WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE In: Econometric Theory.
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article7
2008Estimation and tests for power-transformed and threshold GARCH models In: Journal of Econometrics.
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article17
2008Financial caps for oil pollution damage: A historical mistake? In: Marine Policy.
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article4
2001On optimal terminal wealth under transaction costs In: Journal of Mathematical Economics.
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article25
2009BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game In: Stochastic Processes and their Applications.
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article2
1997On the interval recurrence property of (N, d)-Ornstein-Uhlenbeck processes In: Statistics & Probability Letters.
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article0
2011Finding quantitative trait loci genes with collaborative targeted maximum likelihood learning In: Statistics & Probability Letters.
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article1
2009Substitution Effects in Parental Investments In: IZA Discussion Papers.
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paper0
2010Currencies of exchange and global LMX: How they affect employee task performance and extra-role performance In: Asia Pacific Journal of Management.
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article8
2003The Historical Origin of Chinese Neoliberalism : Another Discussion on the Ideological Situation in Contemporary Mainland China and the Issue of Modernity In: Chinese Economy.
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article0
2009Government Protection and Corporate Risk Management in China In: Chinese Economy.
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article0
2001Utility maximization in incomplete markets with random endowment In: Finance and Stochastics.
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article58
2001Iterative Approximation of Statistical Distributions and Relation to Information Geometry In: Statistical Inference for Stochastic Processes.
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article0
2006DEVELOPMENT OF HYDROXYAPATITE COATING PREPARED BY SOL–GEL TECHNIQUE In: Surface Review and Letters (SRL).
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article0

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