<?xml version="1.0"?>
<dblpperson name="Pengyu Wei" pid="178/3619" n="8">
<person key="homepages/178/3619" mdate="2016-04-10">
<author pid="178/3619">Pengyu Wei</author>
</person>
<r><article key="journals/eor/WeiX25" mdate="2025-03-03">
<author orcid="0000-0002-9738-2177" pid="178/3619">Pengyu Wei</author>
<author orcid="0000-0001-6824-1634" pid="08/9645">Zuo Quan Xu</author>
<title>Dynamic growth-optimal portfolio choice under risk control.</title>
<pages>325-340</pages>
<year>2025</year>
<volume>322</volume>
<journal>Eur. J. Oper. Res.</journal>
<number>1</number>
<ee>https://doi.org/10.1016/j.ejor.2024.10.043</ee>
<url>db/journals/eor/eor322.html#WeiX25</url>
<stream>streams/journals/eor</stream>
</article>
</r>
<r><article key="journals/eor/WeiYZ23" mdate="2022-09-22">
<author orcid="0000-0002-9738-2177" pid="178/3619">Pengyu Wei</author>
<author orcid="0000-0003-0312-4423" pid="308/1895">Charles C. Yang</author>
<author pid="181/2745">Yi Zhuang</author>
<title>Robust consumption and portfolio choice with derivatives trading.</title>
<pages>832-850</pages>
<year>2023</year>
<volume>304</volume>
<journal>Eur. J. Oper. Res.</journal>
<number>2</number>
<ee>https://doi.org/10.1016/j.ejor.2022.04.021</ee>
<url>db/journals/eor/eor304.html#WeiYZ23</url>
</article>
</r>
<r><article key="journals/eor/FungWY23" mdate="2023-01-31">
<author orcid="0000-0002-7893-4909" pid="308/2084">Derrick W. H. Fung</author>
<author orcid="0000-0002-9738-2177" pid="178/3619">Pengyu Wei</author>
<author orcid="0000-0003-0312-4423" pid="308/1895">Charles C. Yang</author>
<title>State subsidized reinsurance programs: Impacts on efficiency, premiums, and expenses of the U.S. health insurance markets.</title>
<pages>941-954</pages>
<year>2023</year>
<volume>306</volume>
<journal>Eur. J. Oper. Res.</journal>
<number>2</number>
<ee>https://doi.org/10.1016/j.ejor.2022.08.005</ee>
<url>db/journals/eor/eor306.html#FungWY23</url>
</article>
</r>
<r><article key="journals/siamfm/PengWX23" mdate="2025-08-24">
<author orcid="0000-0001-8965-9108" pid="05/4333-2">Jing Peng 0002</author>
<author orcid="0000-0002-9738-2177" pid="178/3619">Pengyu Wei</author>
<author orcid="0000-0001-6824-1634" pid="08/9645">Zuo Quan Xu</author>
<title>Relative Growth Rate Optimization Under Behavioral Criterion.</title>
<pages>1140-1174</pages>
<year>2023</year>
<month>December</month>
<volume>14</volume>
<journal>SIAM J. Financial Math.</journal>
<number>4</number>
<ee>https://doi.org/10.1137/22m1496943</ee>
<url>db/journals/siamfm/siamfm14.html#PengWX23</url>
</article>
</r>
<r><article key="journals/siamfm/MengWZZ22" mdate="2023-05-17">
<author pid="51/3223">Hui Meng</author>
<author orcid="0000-0002-9738-2177" pid="178/3619">Pengyu Wei</author>
<author pid="220/4194">Wanlu Zhang</author>
<author orcid="0000-0002-4073-5920" pid="256/3178">Sheng Chao Zhuang</author>
<title>Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility.</title>
<pages>903-943</pages>
<year>2022</year>
<month>September</month>
<volume>13</volume>
<journal>SIAM J. Financial Math.</journal>
<number>3</number>
<ee>https://doi.org/10.1137/21m1411093</ee>
<url>db/journals/siamfm/siamfm13.html#MengWZZ22</url>
</article>
</r>
<r><article key="journals/eor/TanWWZ20" mdate="2025-09-11">
<author pid="45/2970">Ken Seng Tan</author>
<author orcid="0000-0002-9738-2177" pid="178/3619">Pengyu Wei</author>
<author orcid="0000-0003-2013-4914" pid="24/4105-57">Wei Wei 0057</author>
<author orcid="0000-0002-4073-5920" pid="256/3178">Sheng Chao Zhuang</author>
<title>Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle.</title>
<pages>345-362</pages>
<year>2020</year>
<volume>282</volume>
<journal>Eur. J. Oper. Res.</journal>
<number>1</number>
<ee>https://doi.org/10.1016/j.ejor.2019.08.053</ee>
<ee>https://www.wikidata.org/entity/Q127304246</ee>
<url>db/journals/eor/eor282.html#TanWWZ20</url>
</article>
</r>
<r><inproceedings key="conf/irps/WeiMP18" mdate="2024-08-04">
<author pid="178/3619">Pengyu Wei</author>
<author pid="145/8045">Javad Meiguni</author>
<author orcid="0000-0002-0649-8159" pid="69/9273">David J. Pommerenke</author>
<title>System-level design for ESD protection on multiple IO interfaces.</title>
<pages>2</pages>
<year>2018</year>
<booktitle>IRPS</booktitle>
<ee>https://doi.org/10.1109/IRPS.2018.8353547</ee>
<crossref>conf/irps/2018</crossref>
<url>db/conf/irps/irps2018.html#WeiMP18</url>
</inproceedings>
</r>
<r><inproceedings key="conf/www/WeiW16" mdate="2023-04-29">
<author orcid="0000-0002-9738-2177" pid="178/3619">Pengyu Wei</author>
<author pid="46/2005-13">Ning Wang 0013</author>
<title>Wikipedia and Stock Return: Wikipedia Usage Pattern Helps to Predict the Individual Stock Movement.</title>
<pages>591-594</pages>
<year>2016</year>
<booktitle>WWW (Companion Volume)</booktitle>
<ee>https://doi.org/10.1145/2872518.2890089</ee>
<ee>https://www.wikidata.org/entity/Q87818328</ee>
<crossref>conf/www/2016c</crossref>
<url>db/conf/www/www2016c.html#WeiW16</url>
</inproceedings>
</r>
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<co c="1"><na f="f/Fung:Derrick_W=_H=" pid="308/2084">Derrick W. H. Fung</na></co>
<co c="2"><na f="m/Meiguni:Javad" pid="145/8045">Javad Meiguni</na></co>
<co c="0"><na f="m/Meng:Hui" pid="51/3223">Hui Meng</na></co>
<co c="3"><na f="p/Peng_0002:Jing" pid="05/4333-2">Jing Peng 0002</na></co>
<co c="2" n="2"><na f="p/Pommerenke:David_Johannes" pid="69/9273">David Johannes Pommerenke</na><na>David J. Pommerenke</na></co>
<co c="0"><na f="t/Tan:Ken_Seng" pid="45/2970">Ken Seng Tan</na></co>
<co c="-1"><na f="w/Wang_0013:Ning" pid="46/2005-13">Ning Wang 0013</na></co>
<co c="0"><na f="w/Wei_0057:Wei" pid="24/4105-57">Wei Wei 0057</na></co>
<co c="3"><na f="x/Xu:Zuo_Quan" pid="08/9645">Zuo Quan Xu</na></co>
<co c="1"><na f="y/Yang:Charles_C=" pid="308/1895">Charles C. Yang</na></co>
<co c="0"><na f="z/Zhang:Wanlu" pid="220/4194">Wanlu Zhang</na></co>
<co c="0"><na f="z/Zhuang:Sheng_Chao" pid="256/3178">Sheng Chao Zhuang</na></co>
<co c="1"><na f="z/Zhuang:Yi" pid="181/2745">Yi Zhuang</na></co>
</coauthors>
</dblpperson>

