Alfred Ma
Alfred Ma
City University of Hong Kong
Adresse e-mail validée de columbia.edu
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Année
Fast gradient descent method for mean-CVaR optimization
G Iyengar, AKC Ma
Annals of Operations Research 205 (1), 203-212, 2013
342013
Cash flow matching: a risk management approach
G Iyengar, AKC Ma
North American Actuarial Journal 13 (3), 370-378, 2009
172009
Robust least square semidefinite programming with applications
G Li, AKC Ma, TK Pong
Computational Optimization and Applications 58 (2), 347-379, 2014
162014
A robust optimization approach to pension fund management
G Iyengar, AKC Ma
Asset management, 339-363, 2016
142016
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
102006
Order-based manipulation: evidence from Hong Kong stock market
CH Chan, AKC Ma
Journal of Financial Crime, 2014
82014
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
72010
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
32018
EMD-CANDLESTICK: METHODOLOGY AND APPLICATIONS.
RH Chan, AKC Ma, H Pan
Journal of Technical Analysis, 2016
32016
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
22016
Subjective acceleration of time: a stochastic approach
AKC Ma, JYK Cheung
Appl. Math. Sci 8, 7865-7873, 2014
22014
Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models
AKC Ma, JYK Cheung
The Journal of Risk Finance, 2013
22013
Enhanced Tilley’s bundling algorithm using memory reduction Monte Carlo method
RH Chan, KC Ma, CY Wong
Calcolo 42 (1), 37-46, 2005
22005
An uncertainty quantification framework for the achievability of backtesting results of trading strategies
RHF Chan, AKC Ma, LLC Yeung
Journal of Investment Strategies 6 (4), 21-46, 2017
12017
A Random Utility Model for Shareholders Capturing the Disposition Effect
AKC Ma, JYK Cheung
International Journal of Applied Behavioral Economics (IJABE) 4 (2), 1-15, 2015
12015
A Framework for Stop-Loss Analysis on Trading Strategies
O Chan, AKC Ma
The Journal of Trading 10 (1), 87-95, 2014
12014
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
2021
Computation of Implementation Shortfall for Algorithmic Trading by Sequence Alignment
R Chan, K Kan, A Ma
The Journal of Financial Data Science 1 (3), 88-97, 2019
2019
S2-3 [59] Curriculum for the future of financial trading
A Ma
2019
D-Index: A Risk Measure in a New Dimension
AK Ma, LL Yeung
The Journal of Index Investing 9 (1), 84-91, 2018
2018
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