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~person:"Wong, Hoi Ying"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Strategic management"
~type_genre:"Article in journal"
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Portfolio selection
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22
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8
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8
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7
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Wong, Hoi Ying
Fabozzi, Frank J.
77
Wong, Wing Keung
51
Henry, Craig
45
Satchell, Stephen
39
Zaremba, Adam
36
Hammoudeh, Shawkat
35
Kang, Sang Hoon
33
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32
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31
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31
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30
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30
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30
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30
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29
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29
Xuan Vinh Vo
29
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28
Lo, Andrew W.
27
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27
Mensi, Walid
27
Zhou, Guofu
27
Kraus, Sascha
26
McAleer, Michael
26
Faff, Robert W.
25
Young, Virginia R.
25
Forsyth, Peter A.
24
Hens, Thorsten
24
Kraft, Holger
24
Post, Thierry
24
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24
Vanduffel, Steven
24
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23
Gollier, Christian
23
Jarrow, Robert A.
23
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23
Scherer, Bernd
23
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22
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3
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2
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2
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2
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2
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1
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1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
22
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1
Mean-variance asset-liability
management
with asset correlation risk and insurance liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 300-310
Persistent link: https://www.econbiz.de/10010469984
Saved in:
2
Mean-variance asset-liability
management
: cointegrated assets and insurance liability
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
223
(
2012
)
3
,
pp. 785-793
Persistent link: https://www.econbiz.de/10009656135
Saved in:
3
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 123-152
Persistent link: https://www.econbiz.de/10014325034
Saved in:
4
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
5
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
6
Lasso-based simulation for high-dimensional multi-period portfolio optimization
Li, Zhongyu
;
Tsang, Ka Ho
;
Wong, Hoi Ying
- In:
IMA journal of management mathematics
31
(
2020
)
3
,
pp. 257-280
Persistent link: https://www.econbiz.de/10012258670
Saved in:
7
Pairs trading under delayed cointegration
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1627-1648
Persistent link: https://www.econbiz.de/10013367938
Saved in:
8
Optimal retirement under partial information
Chen, Kexin
;
Jeon, Junkee
;
Wong, Hoi Ying
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 1802-1832
Persistent link: https://www.econbiz.de/10013374972
Saved in:
9
Optimal investment for insurers with correlation risk : risk aversion and investment horizon
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
IMA journal of management mathematics
29
(
2018
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10011888612
Saved in:
10
Merton's portfolio problem under Volterra Heston model
Han, Bingyan
;
Wong, Hoi Ying
- In:
Finance research letters
39
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012805194
Saved in:
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