Guiyuan Ma

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 7

Top Topics

Optimal Portfolio

Conditional Independence

Information Acquisition

Top Venues

Eur. J. Oper. Res.

J. Optim. Theory Appl.

Appl. Math. Comput.

Publications

Guiyuan Ma, Chi Chung Siu, Sheung Chi Phillip Yam, Zeyu Zhou
Dynamic trading with Markov liquidity switching. Autom. 155 (2023)
Jinhui Han, Xiaolong Li, Guiyuan Ma, Adrian Patrick Kennedy
Strategic trading with information acquisition and long-memory stochastic liquidity. Eur. J. Oper. Res. 308 (1) (2023)
Jinhui Han, Guiyuan Ma, Sheung Chi Phillip Yam
Relative performance evaluation for dynamic contracts in a large competitive market. Eur. J. Oper. Res. 302 (2) (2022)
Ben-Zhang Yang, Xiaoping Lu, Guiyuan Ma, Song-Ping Zhu
Robust Portfolio Optimization with Multi-Factor Stochastic Volatility. J. Optim. Theory Appl. 186 (1) (2020)
Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu, Robert J. Elliott
Optimal portfolio execution problem with stochastic price impact. Autom. 112 (2020)
Guiyuan Ma, Song-Ping Zhu, Wenting Chen
Pricing European call options under a hard-to-borrow stock model. Appl. Math. Comput. 357 (2019)
Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu
Dynamic portfolio choice with return predictability and transaction costs. Eur. J. Oper. Res. 278 (3) (2019)