Fei Lung Yuen

Publication Activity (10 Years)

Years Active: 2010-2020
Publications (10 Years): 2

Top Topics

Asset Allocation

Top Venues

J. Optim. Theory Appl.

J. Comput. Appl. Math.

Math. Comput. Model.

Eur. J. Oper. Res.

Publications

Ka Chun Cheung, Fei Lung Yuen
On the uncertainty of VaR of individual risk. J. Comput. Appl. Math. 367 (2020)
Sheung Chi Phillip Yam, Hailiang Yang, Fei Lung Yuen
Optimal asset allocation: Risk and information uncertainty. Eur. J. Oper. Res. 251 (2) (2016)
Fei Lung Yuen, Tak Kuen Siu, Hailiang Yang
Option valuation by a self-exciting threshold binomial model. Math. Comput. Model. 58 (1-2) (2013)
Fei Lung Yuen, Hailiang Yang
Optimal Asset Allocation: A Worst Scenario Expectation Approach. J. Optim. Theory Appl. 153 (3) (2012)
Fei Lung Yuen, Hailiang Yang
Option pricing with regime switching by trinomial tree method. J. Comput. Appl. Math. 233 (8) (2010)