Researcher Details |

Assist. Prof

	Year	Publication
	2012	Bensoussan, A., Wong, K. C., and Yam, S. C. P. (2012) 'Mean-variance Precommitment Policies Revisited via a Mean-field Technique' In: Recent Advances in Financial Engineering 2012. 5 Toh Tuck Link, Singapore 596224 : World Scientific Publishing Co. Pte. Ltd. [Link] [DOI]

	Year	Publication
	2019	Wong, K.C.; Yam, S.C.P.; Zeng, J. (2019) 'Mean-risk portfolio management with bankruptcy prohibition'. Insurance: Mathematics and Economics, 85 . [Link] [DOI]
	2019	Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip (2019) 'A paradox in time-consistency in the mean-variance problem?'. Finance and Stochastics, 23 (1). [DOI]
	2017	Wong, K. C.; Yam, S. C. P.; Zheng, H. (2017) 'UTILITY-DEVIATION-RISK PORTFOLIO SELECTION'. SIAM Journal on Control and Optimization, 55 (3). [DOI]
	2014	Bensoussan, A; Wong, KC; Yam, SCP; Yung, SP (2014) 'Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting'. SIAM Journal on Financial Mathematics, 5 :153-190. [DOI]
	2013	Wei, J; Wong, KC; Yam, SCP; Yung, SP (2013) 'Markowitz's mean-variance asset-liability management with regime switching: A time-consistent approach'. Insurance: Mathematics and Economics, 53 :281-291. [DOI]

Mathematical Finance
Portfolio Management
Time Consistency (Dynamic Consistency)
Stochastic Control
Actuarial Science