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Thaisiri Watewai
Thaisiri Watewai
Associate Professor of Banking and Finance, Chulalongkorn University
Verified email at cbs.chula.ac.th - Homepage
Title
Cited by
Cited by
Year
Profile-guided microarchitectural floorplanning for deep submicron processor design
M Ekpanyapong, JR Minz, T Watewai, HHS Lee, SK Lim
Proceedings of the 41st annual Design Automation Conference, 634-639, 2004
802004
Robust asset allocation with benchmarked objectives
AEB Lim, JG Shanthikumar, T Watewai
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011
452011
Robust multi-product pricing
A Lim, JG Shanthikumar, T Watewai
Available at SSRN 1078012, 2008
292008
Automated three-wheel rice seeding robot operating in dry paddy fields
P Ruangurai, M Ekpanyapong, C Pruetong, T Watewai
Maejo International Journal of Science and Technology 9 (3), 403, 2015
192015
International correlation asymmetries: Frequent-but-small and infrequent-but-large equity returns
B Solnik, T Watewai
The Review of Asset Pricing Studies 6 (2), 221-260, 2016
132016
Robust multi-product pricing and a new class of risk-sensitive control problems
AEB Lim, JG Shanthikumar, T Watewai
Working paper, 2009
62009
Optimal investment and consumption when regime transitions cause price shocks
AEB Lim, T Watewai
Insurance: Mathematics and Economics 51 (3), 551-566, 2012
52012
Robust intensity control with multiple levels of model uncertainty and the dual risk-sensitive problem
AEB Lim, JG Shanthikumar, T Watewai
49th IEEE Conference on Decision and Control (CDC), 4305-4310, 2010
22010
Does Extreme Correlation Matter in Global Equity Asset Allocation?
B Solnik, T Watewai
Available at SSRN 3124858, 2018
12018
Fast bidirectional shortest path on GPU
L Tangjittaweechai, M Ekpanyapong, T Watewai, K Athikulwongse, ...
IEICE Electronics Express 13 (6), 20160036-20160036, 2016
12016
Technical Appendix: Robust asset allocation with benchmarked objectives
A Lim, JG Shanthikumar, T Watewai
Available at SSRN 1471704, 2009
12009
Relative performance measures of portfolio robustness
AEB Lim, JG Shanthikumar, T Watewai
Working paper, University of California at Berkeley, 2005
12005
Optimal liquidity control and systemic risk in an interbank network with liquidity shocks and regime-dependent interconnectedness
C Charoensom, T Watewai
PIER Discussion Papers, 2022
2022
Mapping Thailand’s Financial Landscape: A Perspective through Balance Sheet Linkages and Contagion
B Civilize, T Watewai, S Panyanukul, K Ruengsrichaiya
PIER Discussion Papers, 2019
2019
Financial contagion and optimal portfolio choice
T Watewai
Thailand Science Research and Innovation, 2018
2018
Potential Buyers and Fire Sales in Financial Networks
T Watewai
2017
Robustness without pessimism
AEB Lim, JG Shanthikumar, T Watewai
2006
Stochastic Optimization with Model Ambiguity and Applications
T Watewai
ProQuest, 2006
2006
Optimal investment and consumption with event risk
AEB Lim, T Watewai
2005
A Panel Partial Break Model for Forecasting Stock Returns in the Presence of Parameter Instability
N Bumrungrat, T Watewai
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