Details about Weidong Lin
Access statistics for papers by Weidong Lin.
Last updated 2026-09-15. Update your information in the RePEc Author Service.
Short-id: pli1588
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Working Papers
2023
- Enhancing Portfolio Resilience to Systemic Risk: A Neural Network Approach
Working Papers, University of Liverpool, Department of Economics  View citations (4)
- Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach
Working Papers, University of Liverpool, Department of Economics
See also Journal Article Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach, International Journal of Forecasting, Elsevier (2024) View citations (3) (2024)
2022
- Portfolio Selection Under Systemic Risk
Working Papers, University of Liverpool, Department of Economics
See also Journal Article Portfolio Selection under Systemic Risk, Journal of Money, Credit and Banking, Blackwell Publishing (2025) View citations (2) (2025)
Journal Articles
2025
- Portfolio Selection under Systemic Risk
Journal of Money, Credit and Banking, 2025, 57, (4), 905-949 View citations (2)
See also Working Paper Portfolio Selection Under Systemic Risk, Working Papers (2022) (2022)
2024
- Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach
International Journal of Forecasting, 2024, 40, (3), 1179-1188 View citations (3)
See also Working Paper Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach, Working Papers (2023) (2023)
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