Concepedia

Wenbo Hu

WH

4

Publications

173

Citations

4

H-Index

2005

Active since

Affiliations

Florida State University(Current)

Wenbo Hu is an author at Florida State University specializing in portfolio optimization, statistics, and management.

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Publications per year

2005–2009

4

Publications

4

Portfolio optimization for student<i>t</i>and skewed<i>t</i>returns

Wenbo Hu, Alec N. Kercheval · Quantitative Finance · 2009 · 65 citations

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Calibration of multivariate generalized hyperbolic distributions using the em algorithm, with applications in risk management, portfolio optimization and portfolio credit risk

Alec N. Kercheval, Wenbo Hu · 2005 · 64 citations

, , +14

Risk management with generalized hyperbolic distributions

Wenbo Hu, Alec N. Kercheval · Indian Journal of Ophthalmology · 2007 · 33 citations · Full text

Portfolio optimization for t and skewed-t returns

Wenbo Hu · 2007 · 11 citations

, , +17

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