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Determinants and economic consequences of non-financial disclosure quality

Gao, Fang; Dong, Yi; Ni, Chenkai; Fu, Renhui - In: European accounting review 25 (2016) 2, pp. 287-317

Persistent link: https://www.econbiz.de/10011584534

Corporate governance and the profitability of insider trading

Dai, Lili; Fu, Renhui; Kang, Jun-koo; Lee, Inmoo - In: The journal of corporate finance : contracting, … 40 (2016), pp. 235-253

Persistent link: https://www.econbiz.de/10011595926

A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters

Peng, Yijie; Fu, Michael; Hu, Jian-Qiang; Heidergott, Bernd - In: Operations research 66 (2018) 2, pp. 487-499

Persistent link: https://www.econbiz.de/10011845997

Option pricing for a jump-diffusion model with general discrete jump-size distributions

Fu, Michael; Li, Bingqing; Li, Guozhen; Wu, Rongwen - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3961-3977

Persistent link: https://www.econbiz.de/10011772831

Performance volatility, information availability, and disclosure reforms

Fu, Renhui; Gao, Fang; Kim, Yong H.; Qiu, Buhui - In: Journal of banking & finance 75 (2017), pp. 35-52

Persistent link: https://www.econbiz.de/10011742150

Dynamic sample budget allocation in model-based optimization

Hu, Jiaqiao; Chang, Hyeong; Fu, Michael; Marcus, Steven - In: Journal of Global Optimization 50 (2011) 4, pp. 575-596

Persistent link: https://www.econbiz.de/10009324644

Memorable moments with Saul Gass - Family, friends and colleagues recall influential O.R. pioneer, researcher, educator and ambassador who left a long legacy.

Fu, Michael; Assad, Arjang; Horner, Peter - In: OR MS today : operations research - management science 40 (2013) 3, pp. 24-29

Persistent link: https://www.econbiz.de/10010143830

Efficient Simulation Budget Allocation for Selecting an Optimal Subset

Chen, Chun-Hung; He, Donghai; Fu, Michael; Lee, Loo Hay - In: INFORMS journal on computing : JOC 20 (2008) 4, pp. 579-595

Persistent link: https://www.econbiz.de/10008111456

Variance reduction for generalized likelihood ratio method by conditional Monte Carlo and randomized Quasi-Monte Carlo methods

Peng, Yijie; Fu, Michael; Hu, Jiaqiao; L'Ecuyer, Pierre; … - In: Journal of management science and engineering 7 (2022) 4, pp. 550-577

The generalized likelihood ratio (GLR) method is a recently introduced gradient estimation method for handling discontinuities in a wide range of sample performances. We put the GLR methods from previous work into a single framework, simplify regularity conditions to justify the unbiasedness of...

Persistent link: https://www.econbiz.de/10014315671

Copula sensitivity analysis for portfolio credit derivatives

Lei, Lei; Peng, Yijie; Fu, Michael; Hu, Jian-Qiang - In: European journal of operational research : EJOR 308 (2023) 1, pp. 455-466

Persistent link: https://www.econbiz.de/10014283065