Eddie C. M. Hui, Sheung-Chi Phillip Yam, Si-Wei Chen, “SHIRYAEV-ZHOU INDEX – A NOBLE APPROACH TO BENCHMARKING AND ANALYSIS OF REAL ESTATE STOCKS”, International Journal of Strategic Property Management, 16, no. 2, 2012, 158
Dai Min, Huang Heqing, Qian Shuaijie, “Variational inequality problems in finance”, Sci. Sin.-Math., 54, no. 3, 2024, 355
Eddie C.M. Hui, Ka Kwan Kevin Chan, “Can we still beat “buy-and-hold” for individual stocks?”, Physica A: Statistical Mechanics and its Applications, 410, 2014, 513
Eddie C. M. Hui, Ka Kwan Kevin Chan, “Testing Calendar Effects of International Equity and Real Estate Markets”, J Real Estate Finan Econ, 56, no. 1, 2018, 140
Min Dai, Zhou Yang, Qing Zhang, Qiji Jim Zhu, “Optimal Trend Following Trading Rules”, Mathematics of OR, 41, no. 2, 2016, 626
Erik Ekström, Carl Lindberg, “Optimal Closing of a Momentum Trade”, Journal of Applied Probability, 50, no. 2, 2013, 374
Craig Wilson and Zhenyu Wu, Xun Li, Hwee Huat Tan, Craig Wilson, Zhenyu Wu, “When should venture capitalists exit their investee companies?”, International Journal of Managerial Finance, 9, no. 4, 2013, 351
S. C. P. Yam, S. P. Yung, W. Zhou, “A Unified “Bang-Bang” Principle with Respect to ${\ccR}$-Invariant Performance Benchmarks”, Theory Probab. Appl., 57, no. 2, 2013, 357
C. D. Fuh, S. F. Luo, “Buy-and-hold mean-variance portfolios with a random exit strategy”, Quantitative Finance, 18, no. 8, 2018, 1365
Xian-Ping Wu, Seakweng Vong, Wen-Xin Zhou, “Optimal Stopping Time of a Portfolio Selection Problem with Multi-assets”, J. Oper. Res. Soc. China, 9, no. 1, 2021, 163