Concepedia

Mei Choi Chiu

MC

23

Publications

824

Citations

16

H-Index

2006

Active since

Affiliations

Chinese University of Hong Kong(Current)

Education University of Hong Kong

La Trobe University

Mei Choi Chiu is an author at Chinese University of Hong Kong specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsInsuranceFinancial EconomicsFinancial EngineeringManagementRisk ManagementEngineering

Publications per year

2006–2022

23

Publications

23

Asset and liability management under a continuous-time mean–variance optimization framework

Mei Choi Chiu, Duan Li · Insurance Mathematics and Economics · 2006 · 173 citations

Portfolio Optimization, Risk Management, Management +9

Mean–variance portfolio selection of cointegrated assets

Mei Choi Chiu, Hoi Ying Wong · Journal of Economic Dynamics and Control · 2011 · 92 citations

Economics, Portfolio Optimization, Financial Economics +8

Mean–variance asset–liability management: Cointegrated assets and insurance liability

Mei Choi Chiu, Hoi Ying Wong · European Journal of Operational Research · 2012 · 59 citations

Insurance Liability, Engineering, Asset Pricing +6

Big Data Challenges of High‐Dimensional Continuous‐Time Mean‐Variance Portfolio Selection and a Remedy

Mei Choi Chiu, Chi Seng Pun, Hoi Ying Wong · Risk Analysis · 2017 · 44 citations

Roy’s Safety‐First Portfolio Principle in Financial Risk Management of Disastrous Events

Mei Choi Chiu, Hoi Ying Wong, Duan Li · Risk Analysis · 2012 · 42 citations

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