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Author ID: huang.chifu Recent zbMATH articles by "Huang, Chifu"
Published as: Huang, Chi-fu; Huang, Chi-Fu; Huang, Chifu
Documents Indexed: 41 Publications since 1980, including 1 Book
Co-Authors: 14 Co-Authors with 17 Joint Publications
222 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

34 Publications have been cited 882 times in 644 Documents Cited by Year
Optimal consumption and portfolio policies when asset prices follow a diffusion process. Zbl 0678.90011
Cox, John C.; Huang, Chi-fu
327
1989
Foundations for financial economics. Zbl 0677.90001
Huang, Chi-fu; Litzenberger, Robert H.
112
1988
Implementing Arrow-Debreu equilibria by continuous trading of few long- lived securities. Zbl 0576.90014
Duffie, Darrell; Huang, Chi-Fu
74
1985
A variational problem arising in financial economics. Zbl 0734.90009
Cox, John C.; Huang, Chi-fu
69
1991
An intertemporal general equilibrium asset pricing model: The case of diffusion information. Zbl 0611.90035
Huang, Chi-Fu
36
1987
Multiperiod security markets with differential information. Zbl 0608.90006
Duffie, Darrell; Huang, Chi-fu
35
1986
Optimal consumption and portfolio rules with durability and local substitution. Zbl 0772.90015
Hindy, Ayman; Huang, Chi-Fu
27
1993
On intertemporal preferences in continuous time. The case of certainty. Zbl 0765.90023
Hindy, Ayman; Huang, Chi-fu; Kreps, David
26
1992
Information structure and equilibrium asset prices. Zbl 0553.90027
Huang, Chi-Fu
20
1985
Intertemporal preferences for uncertain consumption: A continuous time approach. Zbl 0764.90010
Hindy, Ayman; Huang, Chifu
20
1992
Information structures and viable price systems. Zbl 0606.90012
Huang, Chi-fu
19
1986
Optimal consumption and portfolio policies with an infinite horizon: Existence and convergence. Zbl 0749.60039
Huang, Chi-Fu; Pagès, Henri
14
1992
A kernel gradient-free SPH method with iterative particle shifting technology for modeling low-Reynolds flows around airfoils. Zbl 1464.76139
Huang, C.; Long, T.; Li, S. M.; Liu, M. B.
14
2019
Turnpike behavior of long-term investments. Zbl 0924.90017
Huang, Chi-fu; Zarriphopoulou, Thaleia
12
1999
Numerical analysis of a free-boundary singular control problem in financial economics. Zbl 0879.90021
Hindy, Ayman; Huang, Chi-fu; Zhu, Steven H.
11
1997
Consumption-portfolio policies: an inverse optimal problem. Zbl 0803.90042
He, Hua; Huang, Chi-Fu
9
1994
A continuous-time portfolio turnpike theorem. Zbl 0760.90006
Cox, John C.; Huang, Chi-fu
9
1992
Optimal consumption and portfolio rules with durability and habit formation. Zbl 0879.90043
Hindy, Ayman; Huang, Chi-fu; Zhu, Steven H.
7
1997
QUICKPIC: a highly efficient particle-in-cell code for modeling wakefield acceleration in plasmas. Zbl 1178.76293
Huang, C.; Decyk, V. K.; Ren, C.; Zhou, M.; Lu, W.; Mori, W. B.; Cooley, J. H.; Antonsen, T. M. jun.; Katsouleas, T.
6
2006
Design of material transportation system for tandem automated guided vehicle systems. Zbl 0949.90619
Huang, C.
5
1997
Relativistic effects for near-Earth satellite orbit determination. Zbl 0704.70022
Huang, C.; Ries, J. C.; Tapley, B. D.; Watkins, M. M.
4
1990
Continuous time stopping games with monotone reward structures. Zbl 0726.90110
Huang, Chi-Fu; Li, Lode
4
1990
A hybrid discrete-continuum model for 3-D skeletogenesis of the vertebrate limb. Zbl 1116.92304
Chaturvedi, R.; Huang, C.; Izaguirre, J. A.; Newman, S. A.; Glazier, J. A.; Alber, M.
4
2004
Modeling hydrate-bearing sediment with a mixed smoothed particle hydrodynamics. Zbl 1462.76138
Huang, C.; Liu, M. B.
4
2020
An exact structural static reanalysis method. Zbl 0871.73066
Huang, C.; Verchery, G.
3
1997
On the optimization of composite laminated plates. Zbl 0835.73043
Huang, C.; Kröplin, B.
2
1995
Fast simulation of queues with long-range dependent traffic. Zbl 0930.60085
Huang, C.; Devetsikiotis, M.; Lambadaris, I.; Kaye, A. R.
2
1999
Remarks on regularity of non-constant vortex patches. Zbl 0933.35120
Huang, Ch.
1
1999
Decomposition of \(K_n\) into dragons. Zbl 0436.05052
Huang, C.; Schonheim, J.
1
1980
Variations of constrained domain functionals associated with boundary-value problems. Zbl 0979.49035
Huang, C.; Miller, D.
1
2001
Ignorability for general longitudinal data. Zbl 07072209
Farewell, D. M.; Huang, C.; Didelez, V.
1
2017
Location tracking in a wireless sensor network by mobile agents and its data fusion strategies. Zbl 1027.68962
Tseng, Yu-Chee; Kuo, Sheng-Po; Lee, Hung-Wei; Huang, Chi-Fu
1
2003
Coupled particle and mesh method in an Euler frame for unsteady flows around the pitching airfoil. Zbl 07511086
Huang, C.; Zhao, L.; Niu, J. P.; Di, J. J.; Yuan, J. J.; Zhao, Q. L.; Zhang, F. Q.; Zhang, Z. H.; Lei, J. M.; He, G. P.
1
2022
Enhancing parallel quasi-static particle-in-cell simulations with a pipelining algorithm. Zbl 1173.76036
Feng, B.; Huang, C.; Decyk, V.; Mori, W. B.; Muggli, P.; Katsouleas, T.
1
2009
Coupled particle and mesh method in an Euler frame for unsteady flows around the pitching airfoil. Zbl 07511086
Huang, C.; Zhao, L.; Niu, J. P.; Di, J. J.; Yuan, J. J.; Zhao, Q. L.; Zhang, F. Q.; Zhang, Z. H.; Lei, J. M.; He, G. P.
1
2022
Modeling hydrate-bearing sediment with a mixed smoothed particle hydrodynamics. Zbl 1462.76138
Huang, C.; Liu, M. B.
4
2020
A kernel gradient-free SPH method with iterative particle shifting technology for modeling low-Reynolds flows around airfoils. Zbl 1464.76139
Huang, C.; Long, T.; Li, S. M.; Liu, M. B.
14
2019
Ignorability for general longitudinal data. Zbl 07072209
Farewell, D. M.; Huang, C.; Didelez, V.
1
2017
Enhancing parallel quasi-static particle-in-cell simulations with a pipelining algorithm. Zbl 1173.76036
Feng, B.; Huang, C.; Decyk, V.; Mori, W. B.; Muggli, P.; Katsouleas, T.
1
2009
QUICKPIC: a highly efficient particle-in-cell code for modeling wakefield acceleration in plasmas. Zbl 1178.76293
Huang, C.; Decyk, V. K.; Ren, C.; Zhou, M.; Lu, W.; Mori, W. B.; Cooley, J. H.; Antonsen, T. M. jun.; Katsouleas, T.
6
2006
A hybrid discrete-continuum model for 3-D skeletogenesis of the vertebrate limb. Zbl 1116.92304
Chaturvedi, R.; Huang, C.; Izaguirre, J. A.; Newman, S. A.; Glazier, J. A.; Alber, M.
4
2004
Location tracking in a wireless sensor network by mobile agents and its data fusion strategies. Zbl 1027.68962
Tseng, Yu-Chee; Kuo, Sheng-Po; Lee, Hung-Wei; Huang, Chi-Fu
1
2003
Variations of constrained domain functionals associated with boundary-value problems. Zbl 0979.49035
Huang, C.; Miller, D.
1
2001
Turnpike behavior of long-term investments. Zbl 0924.90017
Huang, Chi-fu; Zarriphopoulou, Thaleia
12
1999
Fast simulation of queues with long-range dependent traffic. Zbl 0930.60085
Huang, C.; Devetsikiotis, M.; Lambadaris, I.; Kaye, A. R.
2
1999
Remarks on regularity of non-constant vortex patches. Zbl 0933.35120
Huang, Ch.
1
1999
Numerical analysis of a free-boundary singular control problem in financial economics. Zbl 0879.90021
Hindy, Ayman; Huang, Chi-fu; Zhu, Steven H.
11
1997
Optimal consumption and portfolio rules with durability and habit formation. Zbl 0879.90043
Hindy, Ayman; Huang, Chi-fu; Zhu, Steven H.
7
1997
Design of material transportation system for tandem automated guided vehicle systems. Zbl 0949.90619
Huang, C.
5
1997
An exact structural static reanalysis method. Zbl 0871.73066
Huang, C.; Verchery, G.
3
1997
On the optimization of composite laminated plates. Zbl 0835.73043
Huang, C.; Kröplin, B.
2
1995
Consumption-portfolio policies: an inverse optimal problem. Zbl 0803.90042
He, Hua; Huang, Chi-Fu
9
1994
Optimal consumption and portfolio rules with durability and local substitution. Zbl 0772.90015
Hindy, Ayman; Huang, Chi-Fu
27
1993
On intertemporal preferences in continuous time. The case of certainty. Zbl 0765.90023
Hindy, Ayman; Huang, Chi-fu; Kreps, David
26
1992
Intertemporal preferences for uncertain consumption: A continuous time approach. Zbl 0764.90010
Hindy, Ayman; Huang, Chifu
20
1992
Optimal consumption and portfolio policies with an infinite horizon: Existence and convergence. Zbl 0749.60039
Huang, Chi-Fu; Pagès, Henri
14
1992
A continuous-time portfolio turnpike theorem. Zbl 0760.90006
Cox, John C.; Huang, Chi-fu
9
1992
A variational problem arising in financial economics. Zbl 0734.90009
Cox, John C.; Huang, Chi-fu
69
1991
Relativistic effects for near-Earth satellite orbit determination. Zbl 0704.70022
Huang, C.; Ries, J. C.; Tapley, B. D.; Watkins, M. M.
4
1990
Continuous time stopping games with monotone reward structures. Zbl 0726.90110
Huang, Chi-Fu; Li, Lode
4
1990
Optimal consumption and portfolio policies when asset prices follow a diffusion process. Zbl 0678.90011
Cox, John C.; Huang, Chi-fu
327
1989
Foundations for financial economics. Zbl 0677.90001
Huang, Chi-fu; Litzenberger, Robert H.
112
1988
An intertemporal general equilibrium asset pricing model: The case of diffusion information. Zbl 0611.90035
Huang, Chi-Fu
36
1987
Multiperiod security markets with differential information. Zbl 0608.90006
Duffie, Darrell; Huang, Chi-fu
35
1986
Information structures and viable price systems. Zbl 0606.90012
Huang, Chi-fu
19
1986
Implementing Arrow-Debreu equilibria by continuous trading of few long- lived securities. Zbl 0576.90014
Duffie, Darrell; Huang, Chi-Fu
74
1985
Information structure and equilibrium asset prices. Zbl 0553.90027
Huang, Chi-Fu
20
1985
Decomposition of \(K_n\) into dragons. Zbl 0436.05052
Huang, C.; Schonheim, J.
1
1980
all top 5

Cited by 845 Authors

15 Shin, Yong Hyun
11 Jeon, Junkee
11 Jouini, Elyès
11 Riedel, Frank
10 Duffie, James Darrell
9 Huang, Chifu
9 Koo, Hyeng Keun
8 Detemple, Jerome B.
8 Lioui, Abraham
8 Napp, Clotilde
8 Schachermayer, Walter
8 Skiadas, Costis
8 Žitković, Gordan
7 Aase, Knut Kristian
7 Prigent, Jean-Luc
7 Schroder, Mark
7 Zheng, Harry H.
6 Chen, An
6 Gao, Jianwei
6 Park, Kyunghyun
6 Qi, Yue
6 Steffensen, Mogens
6 Zapatero, Fernando
5 Boyle, Phelim P.
5 Cvitanić, Jakša
5 Guasoni, Paolo
5 He, Hua
5 Hindy, Ayman
5 Korn, Ralf
5 Nicolosi, Marco
5 Touzi, Nizar
5 Yang, Hailiang
4 Basak, Suleyman
4 Choi, U Jin
4 Dong, Yinghui
4 El Karoui, Nicole
4 Herzel, Stefano
4 Karatzas, Ioannis
4 Kraft, Holger
4 Liang, Zongxia
4 Lim, Byung Hwa
4 Madan, Dilip B.
4 Malamud, Semyon
4 Menoncin, Francesco
4 Pham, Huyên
4 Poncet, Patrice
4 Robertson, Scott
4 Schweizer, Martin
4 Tian, Weidong
3 Aliprantis, Charalambos Dionisios
3 Back, Kerry E.
3 Bank, Peter
3 Baptista, Alexandre M.
3 Bo, Lijun
3 Cadenillas, Abel
3 Cox, John C.
3 Dana, Rose-Anne
3 Deelstra, Griselda
3 Delbaen, Freddy
3 Ewald, Christian-Oliver
3 Fei, Weiyin
3 Gabih, Abdelali
3 Grasselli, Martino
3 Imkeller, Peter
3 Jeanblanc, Monique
3 Jin, Xing
3 Johnstone, David J.
3 Källblad, Sigrid
3 Koehl, Pierre-François
3 Koo, Byung Lim
3 Koo, Jung Lim
3 Kramkov, Dmitriĭ Olegovich
3 Lakner, Peter
3 Li, Xun
3 Liu, Huihui
3 Londoño, Jaime A.
3 Ma, Chenghu
3 Martins-da-Rocha, V. Filipe
3 Munk, Claus
3 Obloj, Jan K.
3 Øksendal, Bernt Karsten
3 Pirvu, Traian A.
3 Platen, Eckhard
3 Rogers, L. C. G.
3 Seifried, Frank Thomas
3 Siu, Tak Kuen
3 Vellekoop, Michel H.
3 Willinger, Walter
3 Wong, Wing-Keung
3 Wu, Rangquan
3 Wunderlich, Ralf
3 Xing, Hao
3 Zagst, Rudi
3 Zariphopoulou, Thaleia
3 Zhang, Aihua
3 Ziemba, William T.
2 Ankirchner, Stefan
2 Araujo, Aloisio P.
2 Attard, Natalie
2 Bajeux-Besnainou, Isabelle
...and 745 more Authors
all top 5

Cited in 111 Serials

64 Journal of Economic Dynamics & Control
51 Journal of Mathematical Economics
50 Insurance Mathematics & Economics
39 Mathematical Finance
34 European Journal of Operational Research
28 Journal of Economic Theory
20 Finance and Stochastics
20 Mathematics and Financial Economics
19 Annals of Operations Research
19 Quantitative Finance
18 International Journal of Theoretical and Applied Finance
16 Economic Theory
14 Stochastic Processes and their Applications
13 The Annals of Applied Probability
10 Applied Mathematical Finance
9 SIAM Journal on Control and Optimization
8 Scandinavian Actuarial Journal
7 Applied Mathematics and Optimization
7 Journal of Econometrics
7 Mathematical Methods of Operations Research
7 Decisions in Economics and Finance
7 Annals of Finance
6 Journal of Mathematical Analysis and Applications
6 Journal of Applied Probability
6 ASTIN Bulletin
5 Journal of Optimization Theory and Applications
5 Stochastic Analysis and Applications
5 Economics Letters
5 Stochastics and Stochastics Reports
5 North American Actuarial Journal
5 Computational Management Science
5 SIAM Journal on Financial Mathematics
4 Applied Mathematics and Computation
4 Mathematical Social Sciences
3 Advances in Applied Probability
3 The Annals of Probability
3 Mathematics of Operations Research
3 Theory and Decision
3 Journal of Economics
3 Communications in Statistics. Theory and Methods
3 Computational Economics
3 Mathematical Problems in Engineering
3 Journal of Systems Science and Complexity
3 Journal of Applied Mathematics
3 Review of Derivatives Research
3 Journal of Industrial and Management Optimization
3 Stochastics
2 Automatica
2 Journal of Computational and Applied Mathematics
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Operations Research Letters
2 Acta Mathematicae Applicatae Sinica. English Series
2 Optimization
2 Japan Journal of Industrial and Applied Mathematics
2 Journal of Difference Equations and Applications
2 Symmetry
2 Statistics & Risk Modeling
1 The Canadian Journal of Statistics
1 Computers & Mathematics with Applications
1 Journal of Engineering Mathematics
1 Mathematical Biosciences
1 Mathematical Methods in the Applied Sciences
1 Annales Polonici Mathematici
1 Fuzzy Sets and Systems
1 Mathematische Annalen
1 Mathematics and Computers in Simulation
1 Numerische Mathematik
1 Operations Research
1 Optimal Control Applications & Methods
1 Applied Mathematics and Mechanics. (English Edition)
1 Applied Stochastic Models and Data Analysis
1 Statistical Science
1 Computers & Operations Research
1 Journal of Theoretical Probability
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Journal of Applied Mathematics and Stochastic Analysis
1 Applications of Mathematics
1 Games and Economic Behavior
1 Communications in Partial Differential Equations
1 International Journal of Computer Mathematics
1 Linear Algebra and its Applications
1 Computational Statistics and Data Analysis
1 Mathematical Programming. Series A. Series B
1 Computational Optimization and Applications
1 Applied Mathematics. Series B (English Edition)
1 Annals of Mathematics and Artificial Intelligence
1 Bernoulli
1 Abstract and Applied Analysis
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Discrete Dynamics in Nature and Society
1 Macroeconomic Dynamics
1 CEJOR. Central European Journal of Operations Research
1 Methodology and Computing in Applied Probability
1 Optimization and Engineering
1 Applied Stochastic Models in Business and Industry
1 Brazilian Journal of Probability and Statistics
1 The ANZIAM Journal
1 Mathematical Modelling and Analysis
1 Portugaliae Mathematica. Nova Série
...and 11 more Serials

Citations by Year