//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal Pairs Trading with Dyn...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
20
Theory
20
Portfolio selection
9
Portfolio-Management
9
Markov chain
8
Markov-Kette
8
Stochastic process
8
Stochastischer Prozess
8
Credit risk
6
Kreditrisiko
6
Inventory model
5
Lagerhaltungsmodell
5
Insolvency
4
Insolvenz
4
Lieferkette
4
Mathematical programming
4
Mathematische Optimierung
4
Supply chain
4
Betriebliche Kreislaufwirtschaft
3
Credit derivative
3
Game theory
3
Kreditderivat
3
Lagermanagement
3
Online portfolio selection
3
Reverse logistics
3
Spieltheorie
3
Transaction costs
3
Transaktionskosten
3
Warehouse management
3
Adaptive moving average method
2
Consumer behaviour
2
Correlation
2
Derivat
2
Derivative
2
Deteriorating items
2
Dynamic programming
2
Konsumentenverhalten
2
Korrelation
2
Outsourcing
2
Preismanagement
2
more ...
less ...
Online availability
All
Undetermined
23
Free
1
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
34
Aufsatz im Buch
2
Book section
2
Article
1
Language
All
English
34
Author
All
Ching, Wai Ki
30
Siu, Tak Kuen
14
Gu, Jia-Wen
11
Zhu, Dong-Mei
6
Gu, Jia-wen
5
Tai, Allen H.
5
Zheng, Harry
5
Guo, Sini
4
Xie, Yue
4
Yang, Qing-Qing
4
Huang, Ximin
3
Lu, Jiejun
3
Yu, Feng-Hui
3
Choi, Sin-man
2
He, Wanhua
2
Li, Li-min
2
Siu, Tak-kuen
2
Steffensen, Mogens
2
Zhang, Lianmin
2
Elliott, Robert J.
1
Fok, Christopher H.
1
Gu, Jiawen
1
Gud, Jia-Wen
1
Guo, Xianping
1
Huang, Min
1
Huang, Minxue
1
Ip, Wai-Hung
1
Jiang, Bo
1
Jiang, Hao
1
Jiang, Hui
1
Lee, Loo Hay
1
Leung, Janny M. Y.
1
Li, Tang
1
Li, Wai Keung
1
Li, Xiang
1
Li, Xiaoyue
1
Lin, Yizhong
1
Liu, Qiuli
1
Lyu, Benmeng
1
Siuf, Tak-Kuen
1
more ...
less ...
Published in...
All
International journal of production economics
6
Computational economics
5
European journal of operational research : EJOR
2
International journal of production research
2
Quantitative finance
2
Risk and decision analysis
2
Applied mathematical finance
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic modelling
1
Finance research letters
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
IMA journal of management mathematics
1
Journal of economic dynamics & control
1
Journal of the Operational Research Society : OR
1
Mathematical methods of operations research : ZOR
1
Mathematics of operations research
1
OR spectrum : quantitative approaches in management
1
Omega : the international journal of management science
1
The journal of credit risk : published quarterly by Incisive Media
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
1
Transportation research / E : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Modeling credit risk with hidden Markov default intensity
Yu, Feng-Hui
;
Lu, Jiejun
;
Gu, Jia-Wen
;
Ching, Wai Ki
- In:
Computational economics
54
(
2019
)
3
,
pp. 1213-1229
Persistent link: https://www.econbiz.de/10012134519
Saved in:
3
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:
4
Impact of secondary market on consumer return policies and supply chain coordination
Huang, Ximin
;
Gu, Jia-wen
;
Ching, Wai Ki
;
Siu, Tak-kuen
- In:
Omega : the international journal of management science
45
(
2014
),
pp. 57-70
Persistent link: https://www.econbiz.de/10010258686
Saved in:
5
On reduced-form intensity-based model with "trigger" events
Gu, Jia-wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
;
Zheng, Henry
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 331-339
Persistent link: https://www.econbiz.de/10010251709
Saved in:
6
On modeling credit defaults : a probabilistic Boolean network approach
Gu, Jia-wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
;
Zheng, Harry
- In:
Risk and decision analysis
4
(
2013
)
2
,
pp. 119-129
Persistent link: https://www.econbiz.de/10009782545
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 optimal pricing model for multiple dealers in a competitive market
Yang, Qing-Qing
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
1
,
pp. 397-431
Persistent link: https://www.econbiz.de/10012134689
Saved in:
9
Market-making strategy with asymmetric information and regime-switching
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jia-Wen
;
Siu, Tak Kuen
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 408-433
Persistent link: https://www.econbiz.de/10011974101
Saved in:
10
On modeling economic default time : a reduced-form model approach
Gu, Jia-Wen
;
Jiang, Bo
;
Ching, Wai Ki
;
Zheng, Harry
- In:
Computational economics
47
(
2016
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10011712314
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->