| |
| 2006 | ||
|---|---|---|
| 2 | EE | Ping Li, Hou-Sheng Chen, Guang-Dong Huang, Xiao-Jun Shi: On Portfolio's Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas. WINE 2006: 214-224 |
| 2005 | ||
| 1 | EE | Ping Li, Peng Shi, Guang-Dong Huang: A New Algorithm Based on Copulas for Financial Risk Calculation with Applications to Chinese Stock Markets. WINE 2005: 481-490 |
| 1 | Hou-Sheng Chen | [2] |
| 2 | Ping Li | [1] [2] |
| 3 | Peng Shi | [1] |
| 4 | Xiao-Jun Shi | [2] |