Dong-Mei Zhu

Publication Activity (10 Years)

Years Active: 2011-2022
Publications (10 Years): 5

Top Topics

Convertible Bonds

Top Venues

J. Optim. Theory Appl.

Fuzzy Sets Syst.

Publications

Dong-Mei Zhu, Harry Zheng
Effective Approximation Methods for Constrained Utility Maximization with Drift Uncertainty. J. Optim. Theory Appl. 194 (1) (2022)
Dong-Mei Zhu, Jia-Wen Gu, Feng-Hui Yu, Tak Kuen Siu, Wai-Ki Ching
Optimal pairs trading with dynamic mean-variance objective. Math. Methods Oper. Res. 94 (1) (2021)
Dong-Mei Zhu, Wai-Ki Ching, Robert J. Elliott, Tak Kuen Siu, Lianmin Zhang
A Higher-order interactive hidden Markov model and its applications. OR Spectr. 39 (4) (2017)
Dong-Mei Zhu, Yue Xie, Wai-Ki Ching, Tak Kuen Siu
Optimal portfolios with maximum Value-at-Risk constraint under a hidden Markovian regime-switching model. Autom. 74 (2016)
Dong-Mei Zhu, Wai-Ki Ching, Sy-Ming Guu
Sufficient conditions for the ergodicity of fuzzy Markov chains. Fuzzy Sets Syst. 304 (2016)
Dong-Mei Zhu, Yue Xie, Wai-Ki Ching, Harry Zheng
On pricing and hedging basket credit derivatives with dependent structure. CIFEr (2014)
Na Song, Wai-Ki Ching, Dong-Mei Zhu, Tak Kuen Siu
Asset Allocation under Regime-Switching Models. BIFE (2012)
Dong-Mei Zhu, Wai-Ki Ching
Multivariate Markov chain models for production planning. Int. J. Intell. Eng. Informatics 1 (2) (2011)