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A framework for stop-loss analysis on trading strategies

Chan, Oliver; Ma, Alfred Ka Chun - In: The journal of trading 10 (2015) 1, pp. 87-95

Persistent link: https://www.econbiz.de/10011290775

A robust optimization approach to pension fund management

Iyengar, Garud; Ma, Alfred Ka Chun - In: The journal of asset management 11 (2010/11) 2/3, pp. 163-177

Persistent link: https://www.econbiz.de/10008663608

A behavioural finance-based tick-by-tick model for price and volume

Iyengar, Garud; Ma, Alfred Ka Chun - In: The journal of computational finance 14 (2010/11) 1, pp. 57-80

Persistent link: https://www.econbiz.de/10008736747

Technical trading strategies with market impact

Ma, Alfred Ka Chun; Chan, Mandy Wai Man; Poon, Jonathan … - In: Investment management and financial innovations 10 (2013) 2, pp. 93-102

Persistent link: https://www.econbiz.de/10010201087

Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models

Ma, Alfred Ka Chun; Cheung, Justina Yuen Ki - In: Journal of risk finance : the convergence of financial … 14 (2013) 4, pp. 344-352

Persistent link: https://www.econbiz.de/10009788836

A random utility model for shareholders capturing the disposition effect

Ma, Alfred Ka Chun; Cheung, Justina Yuen Ki - In: International journal of applied behavioral economics : … 4 (2015) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10010484864

Fast gradient descent method for Mean-CVaR optimization

Iyengar, Garud; Ma, Alfred Ka Chun - In: Operations research models in banking management, (pp. 203-212). 2013

Persistent link: https://www.econbiz.de/10009739298

An uncertainty quantification framework for the achievability of backtesting results of trading strategies

Chan, Raymond H.; Ma, Alfred Ka Chun; Yeung, Lanston … - In: The journal of investment strategies 6 (2017) 4, pp. 21-46

Persistent link: https://www.econbiz.de/10011771278

Stock market volatility and trading volume : a special case in Hong Kong with stock connect turnover

Chan, Brian Sing Fan; Cheng, Andy Cheuk Hin; Ma, Alfred … - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-17

The cross-boundary Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connect provides a special data set to study the dynamic relationships among volatility, trading volume and turnover among three stock markets, namely Shanghai, Shenzhen, and Hong Kong. We employ the Granger Causality test with...

Persistent link: https://www.econbiz.de/10011960613

A behavioral finance-based tick-by-tick model for price and volume

Iyengar, Garud; Chun Ma, Alfred Ka - In: The journal of computational finance 14 (2010) 1, pp. 57-81

Persistent link: https://www.econbiz.de/10008713886