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Siu, Chi Chung
2224  Ergebnisse:
Personensuche X
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1

Technical Note—Production Management with General Demands a..:

Han, Jinhui ; Li, Xiaolong ; Sethi, Suresh P...
Operations Research.  , 2024
Link: https://doi.org/10.1287/..
 
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2

Technical Note—The Generalized Sethi Advertising Model:

Kennedy, Adrian P. ; Sethi, Suresh P. ; Siu, Chi Chung.
Operations Research.  72 (2024)  4 - p. 1526-1535 , 2024
Link: https://doi.org/10.1287/..
 
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3

Dynamic trading with Markov liquidity switching:

Ma, Guiyuan ; Siu, Chi Chung ; Yam, Sheung Chi Phillip.
Automatica.  155 (2023)  - p. 111156 , 2023
Link: https://doi.org/10.1016/..
 
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4

Co‐op advertising in randomly fluctuating markets:

Han, Jinhui ; Sethi, Suresh P. ; Siu, Chi Chung.
Production and Operations Management.  32 (2023)  6 - p. 1617-1635 , 2023
Link: https://doi.org/10.1111/..
 
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5

Dynamic asset-liability management with frictions:

Yan, Tingjin ; Han, Jinhui ; Ma, Guiyuan.
Insurance: Mathematics and Economics.  111 (2023)  - p. 57-83 , 2023
Link: https://doi.org/10.1016/..
 
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6

Portfolio choice with return predictability and small tradi..:

Ma, Guiyuan ; Siu, Chi Chung ; Zhu, Song-Ping
Economic Modelling.  111 (2022)  - p. 105823 , 2022
Link: https://doi.org/10.1016/..
 
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7

Dynamic mean–variance problem with frictions:

Bensoussan, Alain ; Ma, Guiyuan ; Siu, Chi Chung.
Finance and Stochastics.  26 (2022)  2 - p. 267-300 , 2022
Link: https://doi.org/10.1007/..
 
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8

Cooperative Advertising in a Dynamic Three‐Echelon Supply C..:

Kennedy, Adrian Patrick ; Sethi, Suresh P. ; Siu, Chi Chung.
Production and Operations Management.  30 (2021)  11 - p. 3881-3905 , 2021
Link: https://doi.org/10.1111/..
 
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9

Optimal investment and consumption with return predictabili..:

Ma, Guiyuan ; Siu, Chi Chung ; Zhu, Song-Ping
Economic Modelling.  88 (2020)  - p. 408-419 , 2020
Link: https://doi.org/10.1016/..
 
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10

Optimal portfolio execution problem with stochastic price i..:

Ma, Guiyuan ; Siu, Chi Chung ; Zhu, Song-Ping.
Automatica.  112 (2020)  - p. 108739 , 2020
Link: https://doi.org/10.1016/..
 
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11

Dynamic portfolio choice with return predictability and tra..:

Ma, Guiyuan ; Siu, Chi Chung ; Zhu, Song-Ping
European Journal of Operational Research.  278 (2019)  3 - p. 976-988 , 2019
Link: https://doi.org/10.1016/..
 
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12

Optimal execution with regime-switching market resilience:

Siu, Chi Chung ; Guo, Ivan ; Zhu, Song-Ping.
Journal of Economic Dynamics and Control.  101 (2019)  - p. 17-40 , 2019
Link: https://doi.org/10.1016/..
 
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13

Feedback Stackelberg--Nash Equilibria in Mixed Leadership G..:

Bensoussan, Alain ; Chen, Shaokuan ; Chutani, Anshuman...
SIAM Journal on Control and Optimization.  57 (2019)  5 - p. 3413-3444 , 2019
Link: https://doi.org/10.1137/..
 
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14

Feedback Stackelberg-Nash Equilibria in Mixed Leadership Ga..:

Bensoussan, Alain ; Chen, Shaokuan ; Chutani, Anshuman...
SIAM Journal on Control and Optimization.  57 (2019)  - p. , 2019
Link: https://ssrn.com/abstrac..
 
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15

A class of nonzero-sum investment and reinsurance games sub..:

Siu, Chi Chung ; Yam, Sheung Chi Phillip ; Yang, Hailiang.
Scandinavian Actuarial Journal.  2017 (2016)  8 - p. 670-707 , 2016
Link: https://doi.org/10.1080/..
 
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