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H

Hoi Ying Wong

The Chinese University of Hong Kong

27H指数
196论文数
2.2K被引数
收录论文 23
发表时间
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4/2 rough and smooth4/2 粗糙和光滑
errJournal of Banking & Finance
IF3.8
err2025-10-10
err0
PREAI
errTingjin Yan; Jie Yin; Ling Wang; Hoi Ying Wong
err分享
err收藏
Robust Time-Inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach鲁棒的时间不一致线性二次随机控制：一种随机微分博弈方法
errAPPLIED MATHEMATICS AND OPTIMIZATION
IF0
err2025-09-15
err0
PREAI
errHan, Bingyan; Pun, Chi Seng; Wong, Hoi Ying
err分享
err收藏
Adaptive robust online portfolio selection自适应鲁棒在线投资组合选择
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2025-02-01
err1
PREAI
errTsang, Man Yiu; Sit, Tony; Wong, Hoi Ying
err分享
err收藏
Portfolio liquidation with delayed information
errECONOMIC MODELLING
IF4.7
err2023-09-01
err0
PREAI
errYan, Tingjin; Chiu, Mei Choi; Wong, Hoi Ying
err分享
err收藏
Optimal expansion of business opportunity
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2023-08-01
err2
errOAAI
errWang, Ling; Chen, Kexin; Chiu, Mei Choi; Wong, Hoi Ying
err分享
err收藏
Deep LOB trading: Half a second please!
errEXPERT SYSTEMS WITH APPLICATIONS
IF7.5
err2023-03-01
err8
PREAI
errYin, Jie; Wong, Hoi Ying
err分享
err收藏
Equilibrium pairs trading under delayed cointegration延迟协整下的均衡对交易
errAUTOMATICA
IF5.9
err2022-10-01
err3
PREAI
errYan, Tingjin; Wong, Hoi Ying
err分享
err收藏
Merton's portfolio problem under Volterra Heston model
errFINANCE RESEARCH LETTERS
IF6.9
err2021-03-01
err8
errOAAI
errHan, Bingyan; Wong, Hoi Ying
err分享
err收藏
Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility随机波动率下均值-方差投资组合问题的开环均衡策略
errAUTOMATICA
IF5.9
err2019-09-01
err27
PREAI
errYan, Tingjin; Wong, Hoi Ying
err分享
err收藏
Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset
errFINANCE RESEARCH LETTERS
IF6.9
err2019-06-01
err6
PREAI
errChen, Kexin; Wong, Hoi Ying
err分享
err收藏
A linear programming model for selection of sparse high-dimensional multiperiod portfolios稀疏高维多期投资组合选择的线性规划模型
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2019-03-01
err33
errOAAI
errPun, Chi Seng; Wong, Hoi Ying
err分享
err收藏
Dynamic safety first expected utility model
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2018-11-01
err5
PREAI
errChiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing
err分享
err收藏
Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy高维连续时间均值-方差投资组合选择的大数据挑战及对策
errRISK ANALYSIS
IF3.3
err2017-03-30
err27
PREAI
errChiu, Mei Choi; Pun, Chi Seng; Wong, Hoi Ying
err分享
err收藏
Longevity bond pricing under the threshold CIR model
errFINANCE RESEARCH LETTERS
IF6.9
err2015-11-01
err4
PREAI
errDong, Fangyuan; Wong, Hoi Ying
err分享
err收藏
Commodity derivatives pricing with cointegration and stochastic covariances
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2015-10-01
err18
PREAI
errChiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing
err分享
err收藏
Variance swap with mean reversion, multifactor stochastic volatility and jumps均值回归、多因子随机波动率和跳跃的方差互换
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2015-09-01
err39
errOAAI
errPun, Chi Seng; Chung, Shing Fung; Wong, Hoi Ying
err分享
err收藏
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps具有均值回归和跳跃的离散算术亚式期权的解析定价
errJOURNAL OF BANKING & FINANCE
IF3.8
err2014-07-01
err20
PREAI
errChung, Shing Fung; Wong, Hoi Ying
err分享
err收藏
Valuation of stock loans using exponential phase-type Levy models
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2013-10-01
err12
PREAI
errWong, Tat Wing; Wong, Hoi Ying
err分享
err收藏
Mean-variance asset-liability management: Cointegrated assets and insurance liability
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2012-12-01
err55
PREAI
errChiu, Mei Choi; Wong, Hoi Ying
err分享
err收藏
Roy's Safety-First Portfolio Principle in Financial Risk Management of Disastrous Events罗伊的安全第一投资组合原则在灾难性事件金融风险管理中的应用
errRISK ANALYSIS
IF3.3
err2012-02-10
err31
PREAI
errChiu, Mei Choi; Wong, Hoi Ying; Li, Duan
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
K
Kexin Chen
H 指数: 74 · 论文数: 1.2K
D
Duan Li
H 指数: 49 · 论文数: 475
王玲 封面图
王玲 (Ling Wang)
H 指数: 21 · 论文数: 334
C
Chi Seng Pun
H 指数: 18 · 论文数: 105
王
王凌 (Ling Wang)
H 指数: 18 · 论文数: 187
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