Details about Hui Zheng, Sr.

Access statistics for papers by Hui Zheng, Sr..

Last updated 2008-07-23. Update your information in the RePEc Author Service.

Short-id: pzh223

Working Papers

2001

1. The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management
   Working Papers, University of Southampton - Department of Accounting and Management Science View citations (4)

Journal Articles

2006

1. Efficient hybrid methods for portfolio credit derivatives
   Quantitative Finance, 2006, 6, (4), 349-357 View citations (1)

2004

2. The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?
   Journal of Banking & Finance, 2004, 28, (2), 353-372 View citations (23)