Ka Fai Cedric Yiu
2004
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Ka Fai Cedric Yiu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Ka Fai Cedric Yiu overall
Papers from Ka Fai Cedric Yiu's perspective
Ordered by how strongly the researchers Ka Fai Cedric Yiu trusts endorse each paper. Same corpus, a different order for every researcher.
- Arbitrage Theory in Continuous Time
- Being serious about non-commitment: subgame perfect equilibrium in continuous time
- Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
- The stochastic behaviour of commodity prices
- Investment and consumption without commitment
- MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
- Portfolio Selection
- CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
- Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
- Towards a General Theory of Good Deal Bounds
Their papers
- Optimal portfolios under a value-at-risk constraint (2004) — 69 citations