Wu Chongfeng

Chongfeng Wu

Information about the author Chongfeng Wu will soon be added to the site.
Found 5 papers in total
Time-Varying Parameter Realized Volatility Models
Time-Varying Parameter Realized Volatility Models
2017
In this paper, we introduce the functional coefficient to heterogeneous autoregressive...
Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?
Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?
2015
This paper investigates out‐of‐sample performance of the naïve...
An exact algorithm for the type-constrained and variable sized bin packing problem
An exact algorithm for the type-constrained and variable sized bin packing problem
2009
In this paper, we introduce an additional constraint to the one-dimensional variable...
The generalized Sharpe ratio used in optimal portfolio decision-making
The generalized Sharpe ratio used in optimal portfolio decision-making
2001
Based on the research of Dowd about the criteria for which assets should be added to...
Two-stage dynamic analyses approach for stock investment decisions
Two-stage dynamic analyses approach for stock investment decisions
2000
This paper studies the problem of stock investment decisions on the basis of the...
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