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Add Asset allocation under regime-switching models

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Add Credit portfolio management using two-level particle swarm optimization

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Add A Distributed decision making model for risk management of virtual enterprise

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Add Extracting information from spot interest rates and credit ratings using double higher-order hidden markov models

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Add A Markovian network model for default risk management

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Add On a multivariate Markov chain model for credit risk measurement

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Add On infectious models for dependent default risk

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Add On supply chain coordination for false failure returns : a quantity discount contract approach

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Add Optimal submission problem in a limit order book with VaR constraints

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Add Pricing exotic options under a high-order Markovian regime switching model

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Add A Real option approach to optimal inventory management of retail products

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Add Risk measures and behaviors for bonds under stochastic interest rate models

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Author/Creator
  • Siu, Tak-Kuen (9)
  • Song, Na (4)
  • Fung, Eric S (3)
  • Huang, Min (3)
  • Siu, Tak Kuen (3)
  • Huang, Ximin (2)
  • Lu, Fu-Qiang (2)
  • Alavi Fard, Farzad (1)
  • Choi, Sin-Man (1)
Subject Keyword
  • VaR (2)
  • 010200 Applied Mathematics (1)
  • 140300 Econometrics (1)
  • 149900 Other Economics (1)
  • 150200 Banking, Finance and Investment (1)
  • Actuarial valuation (1)
  • Chain reaction of infectious defaults (1)
  • Closed-loop supply chains (1)
  • Common shock (1)
  • Consumer returns (1)
Resource Type
  • journal article (9)
  • conference paper (3)
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Ching, Wai-Ki

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