Fast gradient descent method for mean-CVaR optimization G Iyengar, AKC Ma Annals of Operations Research 205, 203-212, 2013 | 46 | 2013 |
Cash flow matching: a risk management approach G Iyengar, AKC Ma North American Actuarial Journal 13 (3), 370-378, 2009 | 19 | 2009 |
Robust least square semidefinite programming with applications G Li, AKC Ma, TK Pong Computational Optimization and Applications 58 (2), 347-379, 2014 | 17 | 2014 |
A robust optimization approach to pension fund management G Iyengar, AK Chun Ma Journal of Asset Management 11 (2), 163-177, 2010 | 17 | 2010 |
Order-based manipulation: evidence from Hong Kong stock market CH Chan, A Ka Chun Ma Journal of Financial Crime 21 (1), 111-118, 2013 | 13 | 2013 |
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 | 11 | 2006 |
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 | 9 | 2018 |
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 | 6 | 2010 |
EMD-CANDLESTICK: METHODOLOGY AND APPLICATIONS. RH Chan, AKC Ma, H Pan Journal of Technical Analysis, 2016 | 5 | 2016 |
A Framework for Stop-Loss Analysis on Trading Strategies O Chan, AKC Ma The Journal of Trading 10 (1), 87-95, 2014 | 5 | 2014 |
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 | 4 | 2016 |
Profitability of technical trading strategies under market manipulation A Ma Financial Innovation 8 (1), 5, 2022 | 3 | 2022 |
Subjective acceleration of time: a stochastic approach AKC Ma, JYK Cheung Appl. Math. Sci 8, 7865-7873, 2014 | 3 | 2014 |
Technical trading strategies with market impact AKC Ma, MWM Chan, JC Poon, Y Yan Investment management and financial innovations, 93-102, 2013 | 3 | 2013 |
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 | 2 | 2021 |
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 | 2 | 2017 |
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 | 2 | 2013 |
Enhanced Tilley’s bundling algorithm using memory reduction Monte Carlo method RH Chan, KC Ma, CY Wong Calcolo 42, 37-46, 2005 | 2 | 2005 |
D-Index: A Risk Measure in a New Dimension AK Ma, LL Yeung The Journal of Index Investing 9 (1), 84-91, 2018 | 1 | 2018 |
An uncertainty quantification framework for the achievability of backtesting results of trading strategies RHF Chan, AKC Ma, LLC Yeung Journal of Investment Strategies, 2017 | 1 | 2017 |