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~person:"Siu, Tak Kuen"
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1
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
2
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
Saved in:
3
Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling
;
Zeng, Yan
;
Yao, Haixiang
- In:
Economic modelling
36
(
2014
),
pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
Saved in:
4
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
5
On optimal reinsurance, dividend and reinvestment strategies
Meng, Hui
;
Siu, Tak Kuen
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 211-218
Persistent link: https://www.econbiz.de/10009269977
Saved in:
6
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
7
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
Saved in:
8
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:
9
Heterogeneous expectation, beliefs evolution and house
price
volatility
Zhang, Hao
;
Huang, Yuyuan
;
Yao, Haixiang
- In:
Economic modelling
53
(
2016
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011641077
Saved in:
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