Concepedia

Guiyuan Ma

GM

9

Publications

179

Citations

9

H-Index

2017

Active since

Affiliations

University of Wollongong(Current)

Chinese University of Hong Kong

Hang Seng University of Hong Kong

University of Hong Kong

Xi'an Jiaotong University

Guiyuan Ma is an author at University of Wollongong specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingPortfolio OptimizationManagementQuantitative ManagementEconomic AnalysisFinancial EconomicsOperations Research

Publications per year

2017–2022

9

Publications

9

Dynamic portfolio choice with return predictability and transaction costs

Guiyuan Ma, Chi Chung Siu, Song‐Ping Zhu · European Journal of Operational Research · 2019 · 41 citations

Economics, Portfolio Optimization, Asset Pricing +8

Optimal investment and consumption under a continuous-time cointegration model with exponential utility

Guiyuan Ma, Song‐Ping Zhu · Quantitative Finance · 2019 · 32 citations

Dynamic Economics, Hedging Demand, Financial Mathematics +17

Optimal portfolio execution problem with stochastic price impact

Guiyuan Ma, Chi Chung Siu, Song‐Ping Zhu et al. · Automatica · 2019 · 23 citations

Mathematical Programming, Portfolio Optimization, Stochastic Price Impact +8

Relative performance evaluation for dynamic contracts in a large competitive market

Jinhui Han, Guiyuan Ma, Sheung Chi Phillip Yam · European Journal of Operational Research · 2022 · 21 citations

Performance Benchmarking, Economics, Relative Performance Evaluation +11

Optimal investment and consumption with return predictability and execution costs

Guiyuan Ma, Chi Chung Siu, Song‐Ping Zhu · Economic Modelling · 2019 · 16 citations

Economics, Portfolio Optimization, Financial Economics +10

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