Prof. WU Qi (吳琦)

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Projects

  1. GRF: Generative Models of Multivariate Dependence for Asset Returns

    WU, Q. (Principal Investigator / Project Coordinator)

    1/01/21 → …

    Project: Research

  2. GRF: Risk-Potential Framework for Dynamic Portfolio Selection

    WU, Q. (Principal Investigator / Project Coordinator) & QIAO, X. (Co-Investigator)

    1/01/20 → 28/12/23

    Project: Research

  3. GRF: Studies on Margin Procyclicality - the Impact of Volatility Persistence and Nonlinear Payoffs

    WU, Q. (Principal Investigator / Project Coordinator)

    15/12/17 → 13/12/21

    Project: Research

  4. GRF: Asymptotic Analysis of Portfolio Tail Risk and the Diversification Effect under Multivariate Elliptical Distributions for Static Portfolios

    WU, Q. (Principal Investigator / Project Coordinator) & SUN, H. (Co-Investigator)

    1/01/17 → 30/12/20

    Project: Research

  5. ECS: Low-dimensional Modeling of Collateralized Term Structure with Non-Gaussian Dynamics for Centrally-cleared Interest Rate Swaptions

    WU, Q. (Principal Investigator / Project Coordinator)

    15/10/14 → 14/10/17

    Project: Research