Mei Choi Chiu
Author
Alternate names M. C. Chiu, Mei Choi Chiu
Institution Education University of Hong Kong
Past institutions Education University of Hong Kong, Hong Kong University of Science and Technology, University of Hong Kong, Chinese University of Hong Kong, Hong Kong Baptist University
ORCID: Yes
H-index: 16
I10-index: 21
Works count: 50
Citations count: 818
Asset and liability management under a continuous-time mean–variance optimization framework
2006 · Mei Choi Chiu, Duan Li · Insurance Mathematics and Economics
Mean–variance portfolio selection of cointegrated assets
2011 · Mei Choi Chiu, Hoi Ying Wong · Journal of Economic Dynamics and Control
Mean–variance asset–liability management: Cointegrated assets and insurance liability
2012 · Mei Choi Chiu, Hoi Ying Wong · European Journal of Operational Research