| Fast gradient descent method for mean-CVaR optimization G Iyengar, AKC Ma Annals of Operations Research 205 (1), 203-212, 2013 | 33 | 2013 |
| Robust least square semidefinite programming with applications G Li, AKC Ma, TK Pong Computational Optimization and Applications 58 (2), 347-379, 2014 | 16 | 2014 |
| Cash flow matching: a risk management approach G Iyengar, AKC Ma North American Actuarial Journal 13 (3), 370-378, 2009 | 16 | 2009 |
| A robust optimization approach to pension fund management G Iyengar, AKC Ma Asset management, 339-363, 2016 | 14 | 2016 |
| Boundary value methods for solving transient solutions of Markovian queueing networks RH Chan, KC Ma, WK Ching Applied mathematics and computation 172 (2), 690-700, 2006 | 9 | 2006 |
| Order-based manipulation: evidence from Hong Kong stock market CH Chan, AKC Ma Journal of Financial Crime, 2014 | 8 | 2014 |
| A behavioral finance-based tick-by-tick model for price and volume G Iyengar, AKC Ma The Journal of Computational Finance 14 (1), 57, 2010 | 7 | 2010 |
| Stock Market Volatility and Trading Volume: A Special Case in Hong Kong With Stock Connect Turnover BSF Chan, ACH Cheng, AKC Ma Journal of Risk and Financial Management 11 (4), 76, 2018 | 3 | 2018 |
| EMD-CANDLESTICK: METHODOLOGY AND APPLICATIONS. RH Chan, AKC Ma, H Pan Journal of Technical Analysis, 2016 | 3 | 2016 |
| Stochastic cost flow system for stock markets with an application in behavioral finance O Chan, AKC Ma International Journal of Financial Engineering 3 (04), 1650026, 2016 | 2 | 2016 |
| Subjective acceleration of time: a stochastic approach AKC Ma, JYK Cheung Appl. Math. Sci 8, 7865-7873, 2014 | 2 | 2014 |
| Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models AKC Ma, JYK Cheung The Journal of Risk Finance, 2013 | 2 | 2013 |
| Enhanced Tilley’s bundling algorithm using memory reduction Monte Carlo method RH Chan, KC Ma, CY Wong Calcolo 42 (1), 37-46, 2005 | 2 | 2005 |
| An uncertainty quantification framework for the achievability of backtesting results of trading strategies RHF Chan, AKC Ma, LLC Yeung Journal of Investment Strategies 6 (4), 21-46, 2017 | 1 | 2017 |
| A Random Utility Model for Shareholders Capturing the Disposition Effect AKC Ma, JYK Cheung International Journal of Applied Behavioral Economics (IJABE) 4 (2), 1-15, 2015 | 1 | 2015 |
| A Framework for Stop-Loss Analysis on Trading Strategies O Chan, AKC Ma The Journal of Trading 10 (1), 87-95, 2014 | 1 | 2014 |
| Technical Analysis with Empirical Mode Decomposition: A Case in the Hong Kong Stock Market A Ma, T Yu The Journal of Wealth Management 24 (1), 41-48, 2021 | | 2021 |
| Computation of Implementation Shortfall for Algorithmic Trading by Sequence Alignment R Chan, K Kan, A Ma The Journal of Financial Data Science 1 (3), 88-97, 2019 | | 2019 |
| S2-3 [59] Curriculum for the future of financial trading A Ma | | 2019 |
| D-Index: A Risk Measure in a New Dimension AK Ma, LL Yeung The Journal of Index Investing 9 (1), 84-91, 2018 | | 2018 |
