| Climate change risk and agriculture-related stocks R Jiang, C Weng Available at SSRN 3506311, 2019 | 9 | 2019 |
| The reinforcement learning Kelly strategy R Jiang, D Saunders, C Weng Quantitative Finance 22 (8), 1445-1464, 2022 | 4 | 2022 |
| Two-phase selection of representative contracts for valuation of large variable annuity portfolios R Jiang, D Saunders, C Weng Insurance: Mathematics and Economics 113, 293-309, 2023 | 2 | 2023 |
| A note on portfolios of averages of lognormal variables P Boyle, R Jiang Insurance: Mathematics and Economics 112, 97-109, 2023 | 1 | 2023 |
| The Statistics of Capture Ratio R Jiang, D Saunders, C Weng Journal of Risk 25 (1), 75-110, 2022 | 1 | 2022 |
| Several Mathematical Problems in Investment Management R Jiang University of Waterloo, 2023 | | 2023 |
| Portfolios of Averages of Lognormal Variables PP Boyle, R Jiang Available at SSRN 4278777, 2022 | | 2022 |
| Analysis of Simple Investment Strategies Assuming Lognormal Returns PP Boyle, R Jiang Available at SSRN 4096157, 2021 | | 2021 |
| Limit of the sum of two groups of lognormal sums PP Boyle, R Jiang Available at SSRN 4096164, 2020 | | 2020 |
Chengguo WengUniversity of WaterlooVerified email at uwaterloo.ca
