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Publications by Chi Seng Pun

Portfolio Optimization With Ambiguous Correlation and Stochastic Volatilities

SIAM Journal on Control and Optimization

Applied Mathematics

English

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Implied and Local Volatilities Under Stochastic Volatility

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A SimILS-Based Methodology for a Portfolio Optimization Problem With Stochastic Returns

Lecture Notes in Business Information Processing

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Ambiguous Information, Portfolio Inertia, and Excess Volatility

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Portfolio Optimization With Metaheuristics

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Cover's Universal Portfolio, Stochastic Portfolio Theory, and the Numéraire Portfolio

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An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints

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Stochastic Portfolio Selection Problem With Reliability Criteria

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