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Weiyi Liu · Study

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Weiyi Liu

4 works· latest 2019· 1 institutionscluster: provisionalORCID 0000-0002-9888-6481

h-index4

i104

Citations396

Works here4

18

19

Most cited in this library

Portfolio diversification across cryptocurrencies2018 · 205 citations
Common Risk Factors in the Returns on Cryptocurrencies2019 · 116 citations
Multi-period mean–semivariance portfolio optimization based on uncertain measure2018 · 40 citations
Pricing variance swaps under the Hawkes jump‐diffusion process2019 · 35 citations

Works

4 shown

Pricing variance swaps under the Hawkes jump‐diffusion process

Journal of Futures Markets·2019·2 authors

35citations

Common Risk Factors in the Returns on Cryptocurrencies

Economic Modelling·2019·3 authors·Open access

116citations

Portfolio diversification across cryptocurrencies

Finance research letters·2018·1 author

205citations

Multi-period mean–semivariance portfolio optimization based on uncertain measure

Soft Computing·2018·4 authors

40citations