On Frequency-Based Optimal Portfolio with Transaction Costs. - Chung-Han Hsieh; Yi-Shan Wong (CoRR, 2023)

On Frequency-Based Log-Optimal Portfolio With Transaction Costs. - Yi-Shan Wong; Chung-Han Hsieh (IEEE Control. Syst. Lett., 2023)

On Risk-Sensitive Decision Making Under Uncertainty. - Chung-Han Hsieh; Yi-Shan Wong (CoRR, 2024)