Concepedia

Guangwu Liu

GL

21

Publications

958

Citations

16

H-Index

2004

Active since

Affiliations

City University of Hong Kong(Current)

Hong Kong University of Science and Technology

Tongji University

Wuhan University of Technology

Universitat Rovira i Virgili

Guangwu Liu is an author at City University of Hong Kong specializing in engineering, statistics, and finance.

Top concepts

EngineeringStatisticsFinanceBusinessSystems EngineeringStatistical InferenceAsset PricingFinancial RiskRisk ManagementMaterial Science

Publications per year

2004–2022

21

Publications

21

Preparation and characterization of monolithic alumina aerogels

Guoqing Zu, Jun Shen, Xiaoqing Wei et al. · Journal of Non-Crystalline Solids · 2011 · 176 citations

Materials Science, Monolithic Alumina Aerogels, Carbon Aerogels +1

Simulating Sensitivities of Conditional Value at Risk

L. Jeff Hong, Guangwu Liu · Management Science · 2008 · 145 citations

Conditional Value, Engineering, Data Science +15

Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk

L. Jeff Hong, Zhaolin Hu, Guangwu Liu · ACM Transactions on Modeling and Computer Simulation · 2014 · 92 citations

Engineering, Financial Risk Management, Risk Metric +19

Kernel Estimation of the Greeks for Options with Discontinuous Payoffs

Guangwu Liu, L. Jeff Hong · Operations Research · 2010 · 65 citations

Mathematical Programming, Option Pricing, Computational Finance +14

Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement

L. Jeff Hong, Sandeep Juneja, Guangwu Liu · Operations Research · 2017 · 57 citations · Full text

Portfolio Optimization, Engineering, Asset Pricing +15

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