Concepedia

Jia-Wen Gu

JG

12

Publications

287

Citations

10

H-Index

2013

Active since

Affiliations

Southern University of Science and Technology(Current)

University of Hong Kong

Imperial College London

Macquarie University

University of Copenhagen

Jia-Wen Gu is an author at Southern University of Science and Technology specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsManagementEconomic AnalysisFinancial EngineeringEngineeringAsset PricingOperations ResearchPortfolio Optimization

Publications per year

2013–2023

12

Publications

12

Impact of secondary market on consumer return policies and supply chain coordination

Ximin Huang, Jia-Wen Gu, Wai-Ki Ching et al. · Omega · 2013 · 87 citations

Economics, Market Equilibrium, Secondary Market +10

Adaptive online portfolio selection with transaction costs

Sini Guo, Jia-Wen Gu, Wai‐Ki Ching · European Journal of Operational Research · 2021 · 54 citations

Mathematical Programming, Portfolio Optimization, Engineering +9

On modeling credit defaults: A probabilistic Boolean network approach

Jia-Wen Gu, Wai-Ki Ching, Tak Kuen Siu et al. · Risk and Decision Analysis · 2013 · 27 citations

Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model

Jia-Wen Gu, Mogens Steffensen, Harry Zheng · Mathematics of Operations Research · 2017 · 22 citations

Optimal Dividend Strategies, Diffusion Approximation Model, Operations Research +17

On pricing basket credit default swaps

Jia-Wen Gu, Wai-Ki Ching, Tak Kuen Siu et al. · Quantitative Finance · 2013 · 15 citations

Economics, Pricing Policy, Applied Physics +10

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