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Alfred Ma
Alfred Ma
Chinese University of Hong Kong
Verified email at columbia.edu
Title
Cited by
Cited by
Year
Fast gradient descent method for mean-CVaR optimization
G Iyengar, AKC Ma
Annals of Operations Research 205, 203-212, 2013
462013
Cash flow matching: a risk management approach
G Iyengar, AKC Ma
North American Actuarial Journal 13 (3), 370-378, 2009
192009
Robust least square semidefinite programming with applications
G Li, AKC Ma, TK Pong
Computational Optimization and Applications 58 (2), 347-379, 2014
172014
A robust optimization approach to pension fund management
G Iyengar, AK Chun Ma
Journal of Asset Management 11 (2), 163-177, 2010
172010
Order-based manipulation: evidence from Hong Kong stock market
CH Chan, A Ka Chun Ma
Journal of Financial Crime 21 (1), 111-118, 2013
132013
Boundary value methods for solving transient solutions of Markovian queueing networks
RH Chan, KC Ma, WK Ching
Applied mathematics and computation 172 (2), 690-700, 2006
112006
Stock market volatility and trading volume: A special case in Hong Kong with stock connect turnover
BSF Chan, ACH Cheng, AKC Ma
Journal of Risk and Financial Management 11 (4), 76, 2018
92018
A behavioral finance-based tick-by-tick model for price and volume
G Iyengar, AKC Ma
The Journal of Computational Finance 14 (1), 57, 2010
62010
EMD-CANDLESTICK: METHODOLOGY AND APPLICATIONS.
RH Chan, AKC Ma, H Pan
Journal of Technical Analysis, 2016
52016
A Framework for Stop-Loss Analysis on Trading Strategies
O Chan, AKC Ma
The Journal of Trading 10 (1), 87-95, 2014
52014
Stochastic cost flow system for stock markets with an application in behavioral finance
O Chan, AKC Ma
International Journal of Financial Engineering 3 (04), 1650026, 2016
42016
Profitability of technical trading strategies under market manipulation
A Ma
Financial Innovation 8 (1), 5, 2022
32022
Subjective acceleration of time: a stochastic approach
AKC Ma, JYK Cheung
Appl. Math. Sci 8, 7865-7873, 2014
32014
Technical trading strategies with market impact
AKC Ma, MWM Chan, JC Poon, Y Yan
Investment management and financial innovations, 93-102, 2013
32013
Technical analysis with empirical mode decomposition: a case in the Hong Kong stock market
A Ma, T Yu
The Journal of Wealth Management 24 (1), 41-48, 2021
22021
An upper bound for ex-post Sharpe ratio with application in performance measurement
RH Chan, KK Kan, AK Ma
The Journal of Performance Measurement 22 (1), 7-19, 2017
22017
Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models
A Ka Chun Ma, J Yuen Ki Cheung
The Journal of Risk Finance 14 (4), 344-352, 2013
22013
Enhanced Tilley’s bundling algorithm using memory reduction Monte Carlo method
RH Chan, KC Ma, CY Wong
Calcolo 42, 37-46, 2005
22005
D-Index: A Risk Measure in a New Dimension
AK Ma, LL Yeung
The Journal of Index Investing 9 (1), 84-91, 2018
12018
An uncertainty quantification framework for the achievability of backtesting results of trading strategies
RHF Chan, AKC Ma, LLC Yeung
Journal of Investment Strategies, 2017
12017
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