Wing Fung Chong

According to our database, Wing Fung Chong authored at least 6 papers between 2019 and 2026.

Collaborative distances:

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

2026

Portfolio selection based on the Herd Behavior Index.

Wing Fung Chong, Churui Li, Daniël Linders

J. Comput. Appl. Math., 2026

2025

Robust Forward Investment and Consumption under Drift and Volatility Uncertainties: A Randomization Approach.

Wing Fung Chong, Gechun Liang

SIAM J. Financial Math., 2025

2023

Holistic principle for risk aggregation and capital allocation.

Wing Fung Chong, Runhuan Feng, Longhao Jin

Ann. Oper. Res., November, 2023

2022

Cyber Risk Assessment for Capital Management.

Wing Fung Chong, Runhuan Feng, Hins Hu, Linfeng Zhang

CoRR, 2022

2021

Risk sharing with multiple indemnity environments.

Alexandru V. Asimit, Tim J. Boonen, Yichun Chi, Wing Fung Chong

Eur. J. Oper. Res., 2021

2019

An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior.

Wing Fung Chong, Ying Hu, Gechun Liang, Thaleia Zariphopoulou

Finance Stochastics, 2019