| Persistent-homology-based machine learning: a survey and a comparative study CS Pun, SX Lee, K Xia Artificial Intelligence Review 55, 5169–5213, 2022 | 136* | 2022 |
| Portfolio optimization with ambiguous correlation and stochastic volatilities JP Fouque, CS Pun, HY Wong SIAM Journal on Control and Optimization 54 (5), 2309-2338, 2016 | 101 | 2016 |
| Robust investment–reinsurance optimization with multiscale stochastic volatility CS Pun, HY Wong Insurance: Mathematics and Economics 62, 245-256, 2015 | 70 | 2015 |
| Robust non-zero-sum stochastic differential reinsurance game CS Pun, HY Wong Insurance: Mathematics and Economics 68, 169-177, 2016 | 46 | 2016 |
| Variance swap with mean reversion, multifactor stochastic volatility and jumps CS Pun, SF Chung, HY Wong European Journal of Operational Research 245 (2), 571-580, 2015 | 44 | 2015 |
| Robust Time-Inconsistent Stochastic Control Problems CS Pun Automatica 94, 249-257, 2018 | 43 | 2018 |
| Efficient social distancing during the COVID-19 pandemic: Integrating economic and public health considerations K Chen, CS Pun, HY Wong European Journal of Operational Research 304 (1), 84-98, 2023 | 41 | 2023 |
| A linear programming model for selection of sparse high-dimensional multiperiod portfolios CS Pun, HY Wong European Journal of Operational Research 273 (2), 754-771, 2019 | 39* | 2019 |
| Big Data Challenges of High‐Dimensional Continuous‐Time Mean‐Variance Portfolio Selection and a Remedy MC Chiu, CS Pun, HY Wong Risk Analysis 37 (8), 1532-1549, 2017 | 36 | 2017 |
| Time-consistent mean-variance portfolio selection with only risky assets CS Pun Economic Modelling 75, 281-292, 2018 | 28 | 2018 |
| Non-zero-sum reinsurance games subject to ambiguous correlations CS Pun, CC Siu, HY Wong Operations Research Letters 44 (5), 578-586, 2016 | 22 | 2016 |
| G-expected utility maximization with ambiguous equicorrelation CS Pun Quantitative Finance 21 (3), 403-419, 2021 | 21 | 2021 |
| Resolution of degeneracy in Merton's portfolio problem CS Pun, HY Wong SIAM Journal on Financial Mathematics 7 (1), 786-811, 2016 | 21 | 2016 |
| CEV asymptotics of American options CS Pun, HY Wong Journal of Mathematical Analysis and Applications 403 (2), 451-463, 2013 | 20 | 2013 |
| Robust time-consistent mean–variance portfolio selection problem with multivariate stochastic volatility T Yan, B Han, CS Pun, HY Wong Mathematics and Financial Economics 14, 699--724, 2020 | 16 | 2020 |
| Machine-Learning-enhanced systemic risk measure: A Two-Step supervised learning approach R Liu, CS Pun Journal of Banking & Finance 136, 106416, 2022 | 13 | 2022 |
| Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems Q Lei, CS Pun Journal of Differential Equations, 2023 | 12 | 2023 |
| Robust State-dependent Mean–Variance Portfolio Selection: a Closed-loop Approach B Han, CS Pun, HY Wong Finance and Stochastics 25 (3), 529-561, 2021 | 12 | 2021 |
| Financial thought experiment: A GAN-based approach to vast robust portfolio selection CS Pun, L Wang, HY Wong Proceedings of the 29th International Joint Conference on Artificial …, 2020 | 11 | 2020 |
| A bootstrap-based KPSS test for functional time series Y Chen, CS Pun Journal of Multivariate Analysis 174, 104535, 2019 | 11 | 2019 |
Hoi Ying WongChinese University of Hong KongVerified email at cuhk.edu.hk
