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Chi Chung Siu · Study
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Author
Chi Chung Siu
9 works
· latest 2022
· 2 institutions
cluster: provisional
ORCID 0000-0001-5405-6745
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Citations
437
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Most cited in this library
A class of non-zero-sum stochastic differential investment and reinsurance games
2014 · 156 citations
Dynamic portfolio choice with return predictability and transaction costs
2019 · 50 citations
Cooperative Advertising in a Dynamic Three‐Echelon Supply Chain
2021 · 45 citations
VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
2015 · 41 citations
A class of nonzero-sum investment and reinsurance games subject to systematic risks
2016 · 38 citations
Works
9 shown
Co‐op advertising in randomly fluctuating markets
Production and Operations Management
·
2022
·
4 authors
·
Open access
31
citations
Cooperative Advertising in a Dynamic Three‐Echelon Supply Chain
Production and Operations Management
·
2021
·
4 authors
45
citations
Optimal portfolio execution problem with stochastic price impact
Automatica
·
2019
·
4 authors
·
Open access
23
citations
Dynamic portfolio choice with return predictability and transaction costs
European Journal of Operational Research
·
2019
·
3 authors
·
Open access
50
citations
Feedback Stackelberg--Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising
SIAM Journal on Control and Optimization
·
2019
·
6 authors
·
Open access
33
citations
Optimal Investment and Consumption with Return Predictability and Execution Costs
Economic Modelling
·
2018
·
3 authors
·
Open access
20
citations
A class of nonzero-sum investment and reinsurance games subject to systematic risks
Scandinavian Actuarial Journal
·
2016
·
4 authors
·
Open access
38
citations
VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
Astin Bulletin
·
2015
·
3 authors
·
Open access
41
citations
A class of non-zero-sum stochastic differential investment and reinsurance games
Automatica
·
2014
·
4 authors
·
Open access
156
citations