Research output per year
Research output per year
Project Details
| Grant type | GRF |
|---|---|
| Status | Finished |
| Effective start/end date | 1/09/15 → 31/08/18 |
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Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.
Research output
- 4 RGC 21 - Publication in refereed journal
-
Central moments, stochastic dominance, moment rule, and diversification with an application
Chan, R. H., Chow, S.-C., Guo, X. & Wong, W.-K., Aug 2022, In: Chaos, Solitons and Fractals. 161, 112251.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
5 Citations (Scopus) -
Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk
Guo, X., Chan, R. H., Wong, W.-K. & Zhu, L., Jun 2019, In: Risk Management. 21, 2, p. 73–98Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
53 Citations (Scopus) -
An integer programming based strategy for Asian-style futures arbitrage over the settlement period
Chan, R. H., Kan, K. K. & Ma, A. K., 2018, In: Algorithmic Finance. 7, 1-2, p. 31-42Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review