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Dynamic portfolio choice with return predictability and transaction costs
Ma, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping - In: European journal of operational research : EJOR 278 (2019) 3, pp. 976-988
Persistent link: https://www.econbiz.de/10012102528
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Strategic trading with information acquisition and long-memory stochastic liquidity
Han, Jinhui; Li, Xiaolong; Ma, Guiyuan; Kennedy, Adrian … - In: European journal of operational research : EJOR 308 (2023) 1, pp. 480-495
Persistent link: https://www.econbiz.de/10014283068
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Relative performance evaluation for dynamic contracts in a large competitive market
Han, Jinhui; Ma, Guiyuan; Yam, Sheung Chi Phillip - In: European journal of operational research : EJOR 302 (2022) 2, pp. 768-780
Persistent link: https://www.econbiz.de/10013270175