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type_genre:"Article in book"
type_genre:"Rezension"
~person:"Siu, Tak Kuen"
~subject:"Economic growth"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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Economic growth
Stochastic process
Theorie
41
Theory
41
Markov chain
14
Markov-Kette
14
Portfolio selection
13
Portfolio-Management
13
Stochastischer Prozess
13
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11
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Siu, Tak Kuen
Escudero, Laureano F.
35
Turnovsky, Stephen J.
24
Phillips, Peter C. B.
23
Gendreau, Michel
22
Afonso, Oscar
21
Chu, Angus C.
17
Aghion, Philippe
16
Bucci, Alberto
16
Batabyal, Amitrajeet A.
15
Lai, Ching-chong
15
McAleer, Michael
15
Prettner, Klaus
15
Shapiro, Alexander
15
Yu, Jun
15
Zhang, Jie
15
Bretschger, Lucas
14
Ono, Tetsuo
14
Chan, Joshua
13
Escobar, Marcos
13
Levine, Ross
13
Maggioni, Francesca
13
Wallace, Stein W.
13
Wong, Wing Keung
13
Gupta, Rangan
12
Kumbhakar, Subal
12
Lima, Gilberto Tadeu
12
Rossi, Roberto
12
Stengos, Thanasēs
12
Tarim, S. Armagan
12
Tsionas, Efthymios G.
12
Varvarigos, Dimitrios
12
Asai, Manabu
11
Chu, Feng
11
Dutt, Amitava Krishna
11
Garín, María Araceli
11
Liu, Ming
11
Peretto, Pietro F.
11
Rei, Walter
11
Strulik, Holger
11
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Insurance / Mathematics & economics
3
Annals of finance
2
Economic modelling
2
Asia-Pacific financial markets
1
Decisions in economics and finance : a journal of applied mathematics
1
IMA journal of management mathematics
1
Mathematical methods of operations research
1
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ECONIS (ZBW)
13
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13
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1
Optimal risk exposure and dividend payout policies under model uncertainty
Feng, Yang
;
Zhu, Jinxia
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012622379
Saved in:
2
Trading strategy with stochastic volatility in a limit order book market
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jiawen
;
Siu, Tak Kuen
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 277-301
Persistent link: https://www.econbiz.de/10012285400
Saved in:
3
Pricing dynamic fund protection under hidden Markov models
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10011858973
Saved in:
4
A higher-order interactive hidden Markov model and its applications
Zhu, Dong-Mei
;
Ching, Wai Ki
;
Elliott, Robert J.
;
Siu, …
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
4
,
pp. 1055-1069
Persistent link: https://www.econbiz.de/10011777086
Saved in:
5
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
6
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
7
Mean-variance portfolio selection under a constant elasticity of variance model
Shen, Yang
;
Zhang, Xin
;
Siu, Tak Kuen
- In:
Operations research letters
42
(
2014
)
5
,
pp. 337-342
Persistent link: https://www.econbiz.de/10010404397
Saved in:
8
Pricing participating products with Markov-modulated jump-diffusion process : an efficient numerical PIDE approach
Fard, Farzad Alavi
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 712-721
Persistent link: https://www.econbiz.de/10010227894
Saved in:
9
Longevity bond pricing under stochastic interest rate and mortality with regime-switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 114-123
Persistent link: https://www.econbiz.de/10009718990
Saved in:
10
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang
;
Zhang, Chunhong
;
Siu, Tak Kuen
- In:
Mathematical methods of operations research
75
(
2012
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10009490707
Saved in:
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