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Search: person:"Ching, Wai-Ki"
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Ching, Wai Ki
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Siu, Tak Kuen
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Ching, Wai-Ki
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Gu, Jia-Wen
11
Siu, Tak-Kuen
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Tai, Allen H.
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Huang, Ximin
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Zhu, Dong-Mei
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Ching, Wai-ki
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International journal of production economics
8
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7
Computers & industrial engineering : CAIE ; an internat. journal
5
International Journal of Production Economics
4
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2
European journal of operational research : EJOR
2
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2
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The journal of credit risk : published quarterly by Incisive Media
2
Business intelligence in economic forecasting : technologies and techniques
1
Decisions in economics and finance : a journal of applied mathematics
1
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Finance research letters
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
IMA journal of management mathematics
1
Innovative quick response programs in logistics and supply chain management
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International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
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Naval research logistics : an international journal
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OR spectrum : quantitative approaches in management
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Omega
1
Omega : the international journal of management science
1
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
1
Physica A: Statistical Mechanics and its Applications
1
Quantitative finance
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
33
OLC EcoSci
13
RePEc
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1
Viscosity solution for optimal liquidation problems with randomly-terminated horizon
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jia-wen
;
Wong, Tak Kwong
- In:
Finance research letters
61
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491014
Saved in:
2
Adaptive online mean-variance portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Lyu, Benmeng
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014551906
Saved in:
3
Optimal pairs trading with dynamic mean-variance objective
Zhu, Dong-Mei
;
Gu, Jia-Wen
;
Yu, Feng-Hui
;
Siu, Tak Kuen
; …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 145-168
Persistent link: https://www.econbiz.de/10012618990
Saved in:
4
Online portfolio selection with state-dependent price estimators and transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Fok, Christopher H.
;
Ching, Wai Ki
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 333-353
Persistent link: https://www.econbiz.de/10014336479
Saved in:
5
Zero-sum stochastic games with the average-value-at-risk criterion
Liu, Qiuli
;
Ching, Wai Ki
;
Guo, Xianping
- In:
Top : an official journal of the Spanish Society of …
31
(
2023
)
3
,
pp. 618-647
Persistent link: https://www.econbiz.de/10014384732
Saved in:
6
How correlation risk in basket credit derivatives might be priced and managed?
Zhu, Dong-Mei
;
Gu, Jia-wen
;
Yu, Feng-Hui
;
Ching, Wai Ki
; …
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10012434401
Saved in:
7
Adaptive online portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1074-1086
Persistent link: https://www.econbiz.de/10012622437
Saved in:
8
On product of positive L-R fuzzy numbers and its application to multi-period portfolio selection problems
Li, Xiang
;
Jiang, Hui
;
Guo, Sini
;
Ching, Wai Ki
- In:
Fuzzy optimization and decision making : a journal of …
19
(
2020
)
1
,
pp. 53-79
Persistent link: https://www.econbiz.de/10012225054
Saved in:
9
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:
10
Optimal advertising outsourcing strategy with different effort levels and uncertain demand
Xie, Yue
;
He, Wanhua
;
Ching, Wai Ki
;
Tai, Allen H.
;
Ip, …
- In:
International journal of production research
58
(
2020
)
7
,
pp. 2016-2035
Persistent link: https://www.econbiz.de/10012265184
Saved in:
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