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    HKU ResearcherPage: Yung, SP
     
    sara.JPG picture
    Dr Yung, Siu Pang
    Title
    • Associate Professor
    Dept:
    Faculty:
    Publication list (Articles)
    Results 1-20 of 44
    Result pages: 1
    TypeTitleAuthor(s)YearViews
    A test for the equality of multiple Sharpe ratios
    Journal:
    Journal of Risk
    Wright, J; Yam, S; Yung, SP20145
     
    Game Call Options Revisited
    Journal:
    Mathematical Finance
    Yam, S; Yung, SP; Zhou, W201415
     
    Optimal Reinsurance Under General Law-Invariant Risk Measures
    Journal:
    Scandinavian Actuarial Journal
    Cheung, KC; Sung, KCJ; Yam, SCP; Yung, SP2014105
     
    A Mean-Variance Portfolio Selection Problem Subject To A Benchmark Constraint: An Existence Result
    Journal:
    Risk and Decision Analysis
    Yam, SC; Yung, SP; Zhou, J201365
     
    Markowitz's Mean-Variance Asset-Liability Management With Regime Switching: A Time-Consistent Approach
    Journal:
    Insurance: Mathematics and Economics
    Yam, SC; Wei, JQ; WONG, KC; Yung, SP201357
     
    Optimal selling time in stock market over a finite time horizon
    Journal:
    Acta Mathematicae Applicatae Sinica
    Publisher:
    Springer Verlag. The Journal's web site is located at http://link.springer.de/link/service/journals/10255/
    Yam, SCP; Yung, SP; Zhou, W2012139
     
    A unified 'bang-bang' principle with respect to R-invariant performance benchmarks
    Journal:
    Theory of Probability and Its Applications
    Publisher:
    Society for Industrial and Applied Mathematics. The Journal's web site is located at http://epubs.siam.org/sam-bin/dbq/toclist/TVP
    Yam, SCP; Yung, SP; Zhou, W201269
     
    Behavioral optimal insurance
    Journal:
    Insurance: Mathematics and Economics
    Publisher:
    Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ime
    Sung, KCJ; Yam, SCP; Yung, SP; Zhou, JH2011173
     
    Two rationales behind the 'buy-and-hold or sell-at-once' strategy
    Journal:
    Journal of Applied Probability
    Publisher:
    Applied Probability Trust. The Journal's web site is located at http://www.shef.ac.uk/uni/companies/apt/ap.html
    Yam, SCP; Yung, SP; Zhou, W2009129
     
    Using nonlinear diffusion and mean shift to detect and connect cross-sections of axons in 3D optical microscopy images
    Journal:
    Medical Image Analysis
    Publisher:
    Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/media
    Cai, H; Xu, X; Lu, J; Lichtman, J; Yung, SP; Wong, STC2008169
     
    Stability and riesz basis property of a star-shaped network of Euler-Bernoulli beams with joint damping
    Journal:
    Networks and Heterogeneous Media
    Xu, GQ; Yung, SP2008226
     
    Necessary conditions for the exact observability of systems on Hilbert spaces
    Journal:
    Systems and Control Letters
    Publisher:
    Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/sysconle
    Xu, GQ; Liu, C; Yung, SP2008163
     
    Riesz basis property of serially connected Timoshenko beams
    Journal:
    International Journal of Control
    Publisher:
    Taylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/00207179.asp
    Xu, GQ; Han, ZJ; Yung, SP2007197
     
    Properties of a class of C0 semigroups on Banach spaces and their applications
    Journal:
    Journal of Mathematical Analysis and Applications
    Publisher:
    Academic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmaa
    Xu, GQ; Yung, SP2007362
     
    Repulsive force based snake model to segment and track neuronal axons in 3D microscopy image stacks
    Journal:
    NeuroImage
    Publisher:
    Academic Press. The Journal's web site is located at http://www.elsevier.com/locate/ynimg
    Cai, H; Xu, X; Lu, J; Lichtman, JW; Yung, SP; Wong, STC2006336
     
    Stabilization of wave systems with input delay in the boundary control
    Journal:
    ESAIM - Control, Optimisation and Calculus of Variations
    Publisher:
    E D P Sciences. The Journal's web site is located at http://www.edpsciences.org
    Xu, GQ; Yung, SP; Li, LK2006171
     
    Exponential stabilization of laminated beams with structural damping and boundary feedback controls
    Journal:
    SIAM Journal on Control and Optimization
    Publisher:
    Society for Industrial and Applied Mathematics. The Journal's web site is located at http://epubs.siam.org/sam-bin/dbq/toclist/SICON
    Wang, JM; Xu, GQ; Yung, SP2006353
     
    A Lyapunov-type condition for robust feedback stability of delay control systems
    Journal:
    IMA Journal of Mathematical Control and Information
    Publisher:
    Oxford University Press. The Journal's web site is located at http://imamci.oxfordjournals.org/
    Lee, RCH; Wong, CW; Xu, CZ; Yim, LH; Yung, SP2006129
     
    Stability of a nonuniform Rayleigh beam with indefinite damping
    Journal:
    Systems and Control Letters
    Publisher:
    Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/sysconle
    Wang, JM; Yung, SP2006160
     
    Boundary stabilization of a flexible manipulator with rotational inertia
    Journal:
    Differential and Integral Equations
    Publisher:
    Khayyam Publishing Company, Inc.. The Journal's web site is located at http://www.aftabi.com/DIE.html
    Guo, BZ; Wang, JM; Yung, SP2005182
     
    Result pages: 1

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