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Hui Zheng Sr.

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This is information that was supplied by Hui Zheng in registering through RePEc. If you are Hui Zheng Sr., you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Hui
Middle Name:
Last Name: Zheng
Suffix: Sr.

RePEc Short-ID: pzh223

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

School of Economics
Sichuan University
Location: Chengdu, China
Homepage: http://sesu.scu.edu.cn/
Email:
Phone: +86-28-85402443
Fax: +86-28-85403260
Postal: 24, South Section 1, Yihuan Road, Chengdu, Sichuan, 610065
Handle: RePEc:edi:emscucn (more details at EDIRC)

Works

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Working papers

  1. Zheng, H. & Thomas, L.C. & Allen, D.E., 2001. "The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management," Papers 01-176, University of Southampton - Department of Accounting and Management Science.

Articles

  1. H. Zheng, 2006. "Efficient hybrid methods for portfolio credit derivatives," Quantitative Finance, Taylor & Francis Journals, vol. 6(4), pages 349-357.
  2. Frino, Alex & Johnstone, David & Zheng, Hui, 2004. "The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?," Journal of Banking & Finance, Elsevier, vol. 28(2), pages 353-372, February.

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