Author/Creator: Siu, Tak Kuen - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Siu, Tak Kuen

1. A martingale approach for asset allocation with derivative security and hidden economic risk. (September 2019)

Authors:: Siu, Tak Kuen; Zhu, Jinxia; Yang, Hailiang
Journal:: Journal of applied probability
Issue:: Volume 56:Number 3(2019)
Page Start:: 723
Record Type:: Journal Article
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2. A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula‐Based TAR Approach. (15th August 2016)

Authors:: Wong, Shiu Fung; Tong, Howell; Siu, Tak Kuen; Lu, Zudi
Other Names:: Subba Rao Tata guestEditor.; Tunnicliffe Wilson Granville guestEditor.
Journal:: Journal of time series analysis
Issue:: Volume 38:Number 2(2017:Mar.)
Page Start:: 243
Record Type:: Journal Article
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3. A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment. (27th January 2015)

Authors:: Siu, Tak Kuen
Other Names:: Pham Huyên Academic Editor.
Journal:: International journal of stochastic analysis
Issue:: Volume 2015(2015)
Page Start:
Record Type:: Journal Article
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4. An FFT approach for option pricing under a regime-switching stochastic interest rate model. Issue 11 (3rd June 2017)

Authors:: Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
Journal:: Communications in statistics
Issue:: Volume 46:Issue 11(2017)
Page Start:: 5292
Record Type:: Journal Article
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5. Backward stochastic difference equations for dynamic convex risk measures on a binomial tree. (September 2015)

Authors:: Elliott, Robert J.; Siu, Tak Kuen; Cohen, Samuel N.
Journal:: Journal of applied probability
Issue:: Volume 52:Number 3(2015)
Page Start:: 771
Record Type:: Journal Article
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6. Bitcoin option pricing with a SETAR-GARCH model. Issue 6 (13th April 2021)

Authors:: Siu, Tak Kuen; Elliott, Robert J.
Journal:: European journal of finance
Issue:: Volume 27:Issue 6(2021)
Page Start:: 564
Record Type:: Journal Article
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7. Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model. Issue 24 (16th December 2020)

Authors:: Zhao, Qian; Siu, Tak Kuen
Journal:: Communications in statistics
Issue:: Volume 49:Issue 24(2020)
Page Start:: 6057
Record Type:: Journal Article
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8. Dynamic Fund Protection for Property Markets. Issue 3 (26th August 2022)

Authors:: Siu, Tak Kuen; Nguyen, Ha; Wang, Ning
Journal:: North American actuarial journal
Issue:: Volume 26:Issue 3(2022)
Page Start:: 383
Record Type:: Journal Article
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9. Household consumption-investment-insurance decisions with uncertain income and market ambiguity. Issue 10 (26th November 2021)

Authors:: Wang, Ning; Jin, Zhuo; Siu, Tak Kuen; Qiu, Ming
Journal:: Scandinavian actuarial journal
Issue:: Volume 2021:Issue 10(2021)
Page Start:: 832
Record Type:: Journal Article
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10. Integration by Parts and Martingale Representation for a Markov Chain. (2nd June 2014)

Authors:: Siu, Tak Kuen
Other Names:: He Shuping Academic Editor.
Journal:: Abstract and applied analysis
Issue:: Volume 2014(2014)
Page Start:
Record Type:: Journal Article
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