Mei Choi Chiu

Finance · 2006–2011

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Mei Choi Chiu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Duan Li
  2. Xun Yu Zhou

Who trusts Mei Choi Chiu overall

  1. P. Lintilhac
  2. Danping Li
  3. Yang Shen
  4. A. Tourin
  5. Elena Vigna
  6. Jiaqin Wei
  7. Shu-yi Xie
  8. Yan Zeng
  9. Haixiang Yao

Papers from Mei Choi Chiu's perspective

Ordered by how strongly the researchers Mei Choi Chiu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Controlled Markov processes and viscosity solutions
  2. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
  3. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
  4. Continuous-time mean-variance efficiency: the 80% rule
  5. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (SIAM Journal of Control and Optimization)
  6. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  7. Conditional Value-at-Risk for General Loss Distributions
  8. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  9. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers