Kwok Chuen Wong

According to our database, Kwok Chuen Wong authored at least 3 papers between 2014 and 2019.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2019

A paradox in time-consistency in the mean-variance problem?

Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam

Finance Stochastics, 2019

2017

Utility-Deviation-Risk Portfolio Selection.

Kwok Chuen Wong, Sheung Chi Phillip Yam, H. Zheng

SIAM J. Control. Optim., 2017

2014

Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting.

Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam, Siu-Pang Yung

SIAM J. Financial Math., 2014