Xiangyu Cui

The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management

Shatin, New Territories

Hong Kong

SCHOLARLY PAPERS

4

DOWNLOADS

881

SSRN CITATIONS
Rank 23,996

SSRN RANKINGS

Top 23,996

in Total Papers Citations

14

CROSSREF CITATIONS

25

Scholarly Papers (4)

1.

Market Timing Strategy in Dynamic Portfolio Selection: A Mean-Variance Formulation

Number of pages: 32 Posted: 06 Mar 2012
Jianjun Gao, Duan Li, Xiangyu Cui and Shouyang Wang
Shanghai University of Finance and Economics, Chinese University of Hong Kong, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Downloads 403 (85,153)
Citation 1

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Market timing, Multi-period portfolio selection, Multi-period mean-variance formulation, Time cardinality

2.

Classical Mean Variance Model Revisited: Pseudo Efficiency

Number of pages: 30 Posted: 18 Nov 2009
Jiaan Yan, Xiangyu Cui and Duan Li
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management and Chinese University of Hong Kong
Downloads 289 (123,326)
Citation 1

Abstract:

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Mean-variance portfolio selection, binding budget spending, pseudo efficiency, optimal wealth management

3.

Optimal Multiperiod Mean-Variance Policy Under No-Shorting Constraint

Number of pages: 29 Posted: 29 Jan 2012
Xiangyu Cui, Jianjun Gao, Xun Li and Duan Li
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Shanghai University of Finance and Economics, affiliation not provided to SSRN and Chinese University of Hong Kong
Downloads 187 (188,249)
Citation 11

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4.

Better than Dynamic Mean‐Variance: Time Inconsistency and Free Cash Flow Stream

Mathematical Finance, Vol. 22, Issue 2, pp. 346-378, 2012
Number of pages: 33 Posted: 11 Feb 2012
Xiangyu Cui, Duan Li, Shouyang Wang and Shushang Zhu
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Chinese University of Hong Kong, Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences and Sun Yat-Sen University (SYSU)
Downloads 2 (733,435)
Citation 7
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portfolio selection, mean‐variance, time consistency, free cash flow stream