4 citations · 5 across the 2 of their papers we have counts for
2 papers
math.OC2024★ 1 cited
On Risk-Sensitive Decision Making Under Uncertainty
Chung-Han Hsieh, Yi-Shan Wong
This paper studies a risk-sensitive decision-making problem under uncertainty. It considers a decision-making process that unfolds over a fixed number of stages, in which a decisio…
q-fin.PM2023★ 4 cited
On Frequency-Based Optimal Portfolio with Transaction Costs
Chung-Han Hsieh, Yi-Shan Wong
The aim of this paper is to investigate the impact of rebalancing frequency and transaction costs on the log-optimal portfolio, which is a portfolio that maximizes the expected log…