Youwei Li

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Momentum and the cross-section of stock volatility Journal of Economic Dynamics and Control	2022-12-12	Paper
Bayesian value-at-risk backtesting: the case of annuity pricing European Journal of Operational Research	2021-06-07	Paper
Investor overconfidence and the security market line: new evidence from China Journal of Economic Dynamics and Control	2021-04-07	Paper
A rising e-channel tide lifts all boats? The impact of manufacturer multichannel encroachment on traditional selling and leasing Discrete Dynamics in Nature and Society	2019-02-20	Paper
A well-balanced and fully coupled noncapacity model for dam-break flooding Mathematical Problems in Engineering	2018-08-27	Paper
Asset allocation with time series momentum and reversal Journal of Economic Dynamics and Control	2018-08-13	Paper
Explaining Young mortality Insurance Mathematics & Economics	2012-04-18	Paper
Econometric analysis of microscopic simulation models Quantitative Finance	2010-12-20	Paper
Power-law behaviour, heterogeneity, and trend chasing Journal of Economic Dynamics and Control	2009-07-01	Paper
Financial Bubbles: A Learning Effect Modelling Approach Natural Computing in Computational Finance	2009-05-14	Paper
Can Trend Followers Survive in the Long-Run% Insights from Agent-Based Modeling Natural Computing in Computational Finance	2008-08-26	Paper
Heterogeneity, convergence, and autocorrelations Quantitative Finance	2008-08-07	Paper
scientific article; zbMATH DE number 1829574 (Why is no real title available?)	2002-11-14	Paper
scientific article; zbMATH DE number 1559172 (Why is no real title available?)	2001-01-31	Paper
scientific article; zbMATH DE number 1215138 (Why is no real title available?)	1999-06-27	Paper
scientific article; zbMATH DE number 989183 (Why is no real title available?)	1997-07-24	Paper

Research outcomes over time

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