Mei Choi Chiu - Concepedia

Author

Mei Choi Chiu

Also Known As

,Societe Generale Hong Kong, Three Pacific Place, 1 Queen's Road East, Hong Kong, Chiu, Mei Choi, Hoi Ying Wong, M. C. Chiu, MEI CHOI CHIU, Mei Choi Chiu

Publications

848

Citations

H-Index

Concepts

All Affiliations

Chinese University of Hong Kong Education University of Hong Kong La Trobe University

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	13	15	588
2	Management	6	6	354
3	Engineering	4	4	115
4	Medicine	2	2	63
5	Public Health	1	1	25

Mei Choi Chiu

Publications

824

Citations

H-Index

Page 1

	Year	Citations
Asset and liability management under a continuous-time mean–variance optimization framework Mei Choi Chiu, Duan Li Insurance Mathematics and Economics Portfolio OptimizationRisk ManagementManagementBusinessLiability Management	2006	173
Mean–variance portfolio selection of cointegrated assets Mei Choi Chiu, Hoi Ying Wong Journal of Economic Dynamics and Control EconomicsPortfolio OptimizationFinancial EconomicsAsset PricingPortfolio Selection	2011	92
Mean–variance asset–liability management: Cointegrated assets and insurance liability Mei Choi Chiu, Hoi Ying Wong European Journal of Operational Research Insurance LiabilityEngineeringAsset PricingRisk ManagementBusiness	2012	59
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
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
Dynamic cointegrated pairs trading: Mean–variance time-consistent strategies Mei Choi Chiu, Hoi Ying Wong Journal of Computational and Applied Mathematics EconomicsFinancial EconomicsAsset PricingAlgorithmic TradingBusiness	2015	42
Time-consistent mean–variance hedging of longevity risk: Effect of cointegration Tat Wing Wong, Mei Choi Chiu, Hoi Ying Wong Insurance Mathematics and Economics AgingAging ProcessLongevityLongevity RiskMedicine	2014	38
Mean–variance asset–liability management with asset correlation risk and insurance liabilities Mei Choi Chiu, Hoi Ying Wong Insurance Mathematics and Economics Asset PricingFinancial Risk ManagementInsurance LiabilitiesAccountingRisk Management	2014	37
Asset-Liability Management Under the Safety-First Principle Mei Choi Chiu, Duan Li Journal of Optimization Theory and Applications EngineeringRisk ManagementSafety ScienceLiability ManagementAsset-liability Management	2009	34
Optimal investment for an insurer with cointegrated assets: CRRA utility Mei Choi Chiu, Hoi Ying Wong Insurance Mathematics and Economics EconomicsFinancial EconomicsAsset PricingReal InvestmentBusiness	2012	32

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