56 research outputs found
Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps
Idiosyncratic risk and spillover effect in reit returns
201901 bcrcVersion of RecordPublishe
Redevelopment strategies and building ages
202303 bcwwAccepted ManuscriptSelf-fundedPublishe
New test of contagion with application on the Brexit referendum
202303 bcwwAccepted ManuscriptOthersThe PolyU Internal Research; Hong Kong Grants (Project # G-YBJL and G-YBQ8)Publishe
Is there really any contagion among major equity and securitized real estate markets? Analysis from a new perspective
202210 bcwwAccepted ManuscriptRGCOthersThe PolyU Internal Research Grant (Project # G-YBJL and G-UA6V)Publishe
Housing market dynamics under a pegged exchange rate a study of Hong Kong
2017-2018 > Academic research: refereed > Publication in refereed journal201812 bcrcVersion of RecordPublishe
New tests of calendar effects on equity and securitized real estate markets
201906 bcmaVersion of RecordPublishe
Optimal trading strategy during bull and bear markets for Hong Kong-Listed Stocks
201901 bcrcVersion of RecordPublishe
A new time-dependent trading strategy for securitized real estate and equity indices
2017-2018 > Academic research: refereed > Publication in refereed journal201802 bcrcVersion of RecordPublishe
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