Feng-Hui Yu

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 2

Top Topics

Quadratic Programming

Investment Strategies

Top Venues

J. Optim. Theory Appl.

Math. Methods Oper. Res.

Publications

Feng-Hui Yu, Wai-Ki Ching, Chufang Wu, Jia-Wen Gu
Optimal Pairs Trading Strategies: A Stochastic Mean-Variance Approach. J. Optim. Theory Appl. 196 (1) (2023)
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)