Ching-Tang Wu

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it; #4,924 of 10,518 by trust here, #7,251 by citations
• Management Science and Operations Research — 6 citations into it; #5,102 of 11,946 by trust here, #7,638 by citations

Whom Ching-Tang Wu trusts overall

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

1. Marie Claire Quenez
2. Dmitry O. Kramkov
3. Alexander Schied
4. Walter Schachermayer

Who trusts Ching-Tang Wu overall

1. Alexander Schied
2. Hans Föllmer
3. Anne Gundel

Papers from Ching-Tang Wu's perspective

Ordered by how strongly the researchers Ching-Tang Wu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Stochastic Finance: An Introduction in Discrete Time
2. Conditioned stochastic differential equations: theory, examples and application to finance
3. The Dual Theory of Choice under Risk
4. On the Neyman–Pearson problem for law-invariant risk measures and robust utility functionals
5. MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
6. Optimal Portfolio in a Multiple-Priors Model
7. Necessary and sufficient conditions in the problem of optimal investment in incomplete markets
8. Optimal investment in incomplete markets when wealth may become negative
9. Utility maximization in incomplete markets
10. Optimal derivatives design under dynamic risk measures

Their papers

• Duality theory for optimal investments under model uncertainty (2005) — 89 citations