The following pages link to Wing-Keung Wong (Q421639):
Displaying 50 items.
- Do investors like to diversify? A study of Markowitz preferences (Q421640) (← links)
- Moment conditions for almost stochastic dominance (Q485560) (← links)
- Multivariate causality tests with simulation and application (Q553011) (← links)
- The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013) (← links)
- The relationship between stock markets of major developed countries and Asian emerging markets (Q556510) (← links)
- Multivariate linear and nonlinear causality tests (Q609070) (← links)
- A trinomial test for paired data when there are many ties (Q632735) (← links)
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- Grüss-type bounds for covariances and the notion of quadrant dependence in expectation (Q651280) (← links)
- Asymptotic properties of eigenmatrices of a large sample covariance matrix (Q655590) (← links)
- Prospect and Markowitz stochastic dominance (Q665805) (← links)
- Convex combinations of quadrant dependent copulas (Q691749) (← links)
- New variance ratio tests to identify random walk from the general mean reversion model (Q868405) (← links)
- Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544) (← links)
- Preferences over location-scale family (Q943343) (← links)
- The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions (Q947918) (← links)
- Stochastic dominance theory for location-scale family (Q955475) (← links)
- Grüss-type bounds for the covariance of transformed random variables (Q962508) (← links)
- Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696) (← links)
- A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction (Q1043346) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- A note on convex stochastic dominance (Q1285738) (← links)
- Robust estimation in capital asset pricing model (Q1568375) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Segregation and integration: a study of the behaviors of investors with extended value functions (Q1958417) (← links)
- Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
- A mental account-based portfolio selection model with an application for data with smaller dimensions (Q2147082) (← links)
- Do both demand-following and supply-leading theories hold true in developing countries? (Q2155077) (← links)
- Mapping the presidential election cycle in US stock markets (Q2271596) (← links)
- A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
- A note on almost stochastic dominance (Q2451412) (← links)
- Three-factor profile analysis with GARCH innovations (Q2479433) (← links)
- Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models (Q2691757) (← links)
- Time series models in non-normal situation: symmetric innovations (Q2742781) (← links)
- Multivariate stochastic dominance for risk averters and risk seekers (Q2826666) (← links)
- Should Americans invest internationally? Mean-variance portfolios optimization and stochastic dominance approaches (Q2877541) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
- The covariance sign of transformed random variables with applications to economics and finance (Q3019519) (← links)
- New evidence on the relation between return volatility and trading volume (Q3065535) (← links)
- Stochastic Dominance and Applications to Finance, Risk and Economics (Q3638977) (← links)
- On some covariance inequalities for monotonic and non-monotonic functions (Q3647568) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- Estimating parameters in autoregressive models in non-normal situations: symmetric innovations (Q4237865) (← links)
- Time series models with asymmetric innovations (Q4266711) (← links)
- (Q4381970) (← links)
- Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions (Q4386440) (← links)
- Extension of stochastic dominance theory to random variables (Q4497872) (← links)
- On the estimation of cost of capital and its reliability (Q4610243) (← links)
- (Q4651414) (← links)
