Wing-Keung Wong

According to our database1, Wing-Keung Wong authored at least 25 papers between 1999 and 2017.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency.
Eur. J. Oper. Res., 2017

Input Demand Under Joint Energy and Output Prices Uncertainties.
Asia Pac. J. Oper. Res., 2017

2016
Multivariate stochastic dominance for risk averters and risk seekers.
RAIRO Oper. Res., 2016

2013
Should Americans invest internationally? Mean-variance portfolios optimization and stochastic dominance approaches.
Risk Decis. Anal., 2013

Convex combinations of quadrant dependent copulas.
Appl. Math. Lett., 2013

2012
An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment.
Eur. J. Oper. Res., 2012

2011
A trinomial test for paired data when there are many ties.
Math. Comput. Simul., 2011

Do investors like to diversify? A study of Markowitz preferences.
Eur. J. Oper. Res., 2011

2010
Multivariate linear and nonlinear causality tests.
Math. Comput. Simul., 2010

Segregation and Integration: A Study of the Behaviors of Investors with Extended Value Functions.
Adv. Decis. Sci., 2010

Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR.
Eur. J. Oper. Res., 2010

A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction.
Eur. J. Oper. Res., 2010

Gains from diversification on convex combinations: A majorization and stochastic dominance approach.
Eur. J. Oper. Res., 2010

2009
On the Markowitz mean-variance analysis of self-financing portfolios.
Risk Decis. Anal., 2009

Mapping the Presidential Election Cycle in US stock markets.
Math. Comput. Simul., 2009

2008
Three-factor profile analysis with GARCH innovations.
Math. Comput. Simul., 2008

The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions.
Math. Comput. Simul., 2008

2007
Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration.
Int. J. Serv. Technol. Manag., 2007

Stochastic dominance and mean-variance measures of profit and loss for business planning and investment.
Eur. J. Oper. Res., 2007

2006
Stochastic dominance theory for location-scale family.
Adv. Decis. Sci., 2006

New variance ratio tests to identify random walk from the general mean reversion model.
Adv. Decis. Sci., 2006

2004
The relationship between stock markets of major developed countries and Asian emerging markets.
Adv. Decis. Sci., 2004

An Empirical Assessment of Internet Banking Systems.
Proceedings of the Pacific Asia Conference on Information Systems, 2004

2000
Robust estimation in Capital Asset Pricing Model.
Adv. Decis. Sci., 2000

1999
Extension of stochastic dominance theory to random variables.
RAIRO Oper. Res., 1999


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