Asset and liability management under a continuous-time mean–variance optimization framework MC Chiu, D Li Insurance: Mathematics and Economics 39 (3), 330-355, 2006 | 166 | 2006 |

Mean–variance portfolio selection of cointegrated assets MC Chiu, HY Wong Journal of Economic Dynamics and Control 35 (8), 1369-1385, 2011 | 86 | 2011 |

Mean–variance asset–liability management: Cointegrated assets and insurance liability MC Chiu, HY Wong European Journal of Operational Research 223 (3), 785-793, 2012 | 54 | 2012 |

Time-consistent mean–variance hedging of longevity risk: Effect of cointegration TW Wong, MC Chiu, HY Wong Insurance: Mathematics and Economics 56, 56-67, 2014 | 43 | 2014 |

Asset-liability management under the safety-first principle MC Chiu, D Li Journal of optimization theory and applications 143 (3), 455, 2009 | 43 | 2009 |

Dynamic cointegrated pairs trading: Mean–variance time-consistent strategies MC Chiu, HY Wong Journal of Computational and Applied Mathematics 290, 516-534, 2015 | 41* | 2015 |

Roy’s safety‐first portfolio principle in financial risk management of disastrous events MC Chiu, HY Wong, D Li Risk Analysis: An International Journal 32 (11), 1856-1872, 2012 | 34 | 2012 |

Mean-variance principle of managing cointegrated risky assets and random liabilities MC Chiu, HY Wong Operations Research Letters 41 (1), 98-106, 2013 | 32 | 2013 |

Mean–variance portfolio selection with correlation risk MC Chiu, HY Wong Journal of Computational and Applied Mathematics 263, 432-444, 2014 | 28 | 2014 |

Commodity derivatives pricing with cointegration and stochastic covariances MC Chiu, HY Wong, J Zhao European Journal of Operational Research 246 (2), 476-486, 2015 | 27 | 2015 |

Optimal investment for an insurer with cointegrated assets: CRRA utility MC Chiu, HY Wong Insurance: Mathematics and Economics 52 (1), 52-64, 2013 | 27 | 2013 |

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 | 26 | 2017 |

Mean–variance asset–liability management with asset correlation risk and insurance liabilities MC Chiu, HY Wong Insurance: Mathematics and Economics 59, 300-310, 2014 | 25 | 2014 |

Managing mortality risk with longevity bonds when mortality rates are cointegrated TW Wong, MC Chiu, HY Wong Journal of Risk and Insurance 84 (3), 987-1023, 2017 | 17 | 2017 |

Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility MC Chiu, YW Lo, HY Wong Operations Research Letters 39 (4), 289-295, 2011 | 15 | 2011 |

Time-consistent mean-variance pairs-trading under regime-switching cointegration K Chen, MC Chiu, HY Wong SIAM Journal on Financial Mathematics 10 (2), 632-665, 2019 | 7 | 2019 |

Demand for longevity securities under relative performance concerns: Stochastic differential games with cointegration KY Kwok, MC Chiu, HY Wong Insurance: Mathematics and Economics 71, 353-366, 2016 | 7 | 2016 |

Optimal investment for insurers with correlation risk: risk aversion and investment horizon MC Chiu, HY Wong IMA Journal of Management Mathematics 29 (2), 207-227, 2018 | 6 | 2018 |

Robust dynamic pairs trading with cointegration MC Chiu, HY Wong Operations Research Letters 46 (2), 225-232, 2018 | 6 | 2018 |

Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy K Chen, MC Chiu, YH Shin, HY Wong SIAM Journal on Financial Mathematics 10 (4), 977-1005, 2019 | 4 | 2019 |