Concepedia

Grace Aw

GA

9

Publications

341

Citations

9

H-Index

2013

Active since

Affiliations

Curtin University(Current)

Nanjing University of Finance and Economics

Zhejiang University

Nanjing University of Science and Technology

Tianjin University of Finance and Economics

Grace Aw is an author at Curtin University specializing in management, portfolio optimization, and engineering.

Top concepts

ManagementPortfolio OptimizationFinanceEngineeringPortfolio ManagementMathematical ProgrammingPortfolio SelectionFinancial EngineeringBusinessAsset Pricing

Publications per year

2013–2019

9

Publications

9

A new approach to measuring the liveability of cities: the Global Liveable Cities Index

Tan Khee Giap, Woo Wing Thye, Grace Aw · World Review of Science Technology and Sustainable Development · 2014 · 82 citations

Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint

Bo Li, Yuanguo Zhu, Yufei Sun et al. · Applied Mathematical Modelling · 2017 · 82 citations

Mathematical Programming, Economics, Portfolio Optimization +11

Uncertain portfolio optimization problem under a minimax risk measure

Bo Li, Yufei Sun, Grace Aw et al. · Applied Mathematical Modelling · 2019 · 49 citations

Mathematical Programming, Portfolio Optimization, Minimax Risk Measure +6

Chance-constrained optimization for pension fund portfolios in the presence of default risk

Yufei Sun, Grace Aw, Ryan Loxton et al. · European Journal of Operational Research · 2016 · 34 citations · Full text

Pension Fund Portfolios, Portfolio Optimization, Engineering +10

Portfolio optimization using a new probabilistic risk measure

Yufei Sun, Grace Aw, Kok Lay Teo et al. · Journal of Industrial and Management Optimization · 2015 · 32 citations

Portfolio Optimization, Efficient Frontier, Asset Pricing +11

Rows per page

1–5 of 9