| Dynamic portfolio choice with return predictability and transaction costs G Ma, CC Siu, SP Zhu European Journal of Operational Research 278 (3), 976－988, 2019 | 34 | 2019 |
| Optimal investment and consumption under a continuous-time cointegration model with exponential utility G Ma, SP Zhu Quantitative Finance 19 (7), 1135-1149, 2019 | 26 | 2019 |
| Optimal portfolio execution problem with stochastic price impact G Ma, CC Siu, SP Zhu, RJ Elliott Automatica 112, 108739, 2020 | 17 | 2020 |
| Robust portfolio optimization with multi-factor stochastic volatility BZ Yang, X Lu, G Ma, SP Zhu Journal of Optimization Theory and Applications 186, 264–298, 2019 | 16 | 2019 |
| Optimal investment and consumption with return predictability and execution costs G Ma, CC Siu, SP Zhu Economic Modelling 88, 408-419, 2020 | 14 | 2020 |
| An analytical solution for the HJB equation arising from the Merton problem SP Zhu, G Ma International Journal of Financial Engineering 5 (01), 1850008, 2018 | 14 | 2018 |
| Pricing European call options under a hard-to-borrow stock model G Ma, SP Zhu, W Chen Applied Mathematics and Computation 357, 243-257, 2018 | 13 | 2018 |
| Relative performance evaluation for dynamic contracts in a large competitive market J Han, G Ma, SCP Yam European Journal of Operational Research 302 (2), 768-780, 2022 | 12 | 2022 |
| Pricing American call options under a hard-to-borrow stock model G Ma, SP Zhu European Journal of Applied Mathematics 29 (03), 494-514, 2017 | 11 | 2017 |
| Dynamic mean–variance problem with frictions A Bensoussan, G Ma, CC Siu, SCP Yam Finance and Stochastics 26, 267-300, 2022 | 9 | 2022 |
| A numerical solution of optimal portfolio selection problem with general utility functions G Ma, SP Zhu, B Kang Computational Economics 55, 957-981, 2020 | 9 | 2020 |
| Portfolio choice with return predictability and small trading frictions G Ma, CC Siu, SP Zhu Economic Modelling 111, 105823, 2022 | 6 | 2022 |
| Dynamic asset-liability management with frictions T Yan, J Han, G Ma, CC Siu Insurance: Mathematics and Economics 111, 57-83, 2023 | 5 | 2023 |
| Valuation of general contingent claims with short selling bans: An equal-risk pricing approach G Ma, SP Zhu, I Guo International Journal of Theoretical and Applied Finance 25 (04n05), 2250022, 2022 | 4* | 2022 |
| Strategic trading with information acquisition and long-memory stochastic liquidity J Han, X Li, G Ma, AP Kennedy European Journal of Operational Research 308 (1), 480-495, 2022 | 3 | 2022 |
| Revisiting the Merton Problem: from HARA to CARA Utility G Ma, SP Zhu Computational Economics 59, 651-686, 2021 | 3 | 2021 |
| Long memory in retail trading activity J Han, X Li, G Ma, A Kennedy Available at SSRN 4242634, 2022 | 2 | 2022 |
| Dynamic trading with Markov liquidity switching G Ma, CC Siu, SCP Yam, Z Zhou Automatica 155, 111156, 2023 | 1 | 2023 |
| A robust portfolio choice model with price impacts CC Siu, G Ma, D CHU Available at SSRN 4541885, 2023 | | 2023 |
| Robust portfolio choice with frictions D CHU, G Ma, CC Siu, SCP Yam Available at SSRN 4159192, 2022 | | 2022 |
Song-Ping ZhuProfessor of Mathematics, University of Wollongong, Australia在 uow.edu.au 的电子邮件经过验证
