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A general optimal investment model in the presence of background risk
Alghalith, Moawia; Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Annals of financial economics 11 (2016) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10011503987
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Time diversification : perspectives from the economic index of riskness
Lu, Richard; Yang, Chen-Chen; Wong, Wing Keung - In: Annals of financial economics 13 (2018) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011958474
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Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - In: Annals of financial economics 8 (2013) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10010250276
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Editorial : statement for the special issue in honor of Michael McAleer
Allen, David; Alghalith, Moawia; Wong, Wing Keung - In: Annals of financial economics 18 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014442364
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The mean-variance rule for investors with reverse S-shaped utility
Wong, Wing Keung; Yeung, David W. K.; Lu, Richard - In: Annals of financial economics 18 (2023) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10014442384
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The asymmetric effect of the extreme changes in the economic policy uncertainty on the exchange rates : evidence from emerging seven countries
Maydybura, Alina; Gohar, Raheel; Salman, Asma; Wong, … - In: Annals of financial economics 18 (2023) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014442606
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Market capitalized scale and corporate capital structure : evidence from CSI300's listed firms
Manh Huu Nguyen; Wong, Wing Keung; Thi Huong Giang Vuong - In: Annals of financial economics 18 (2023) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10014442635
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Welfare gains from macro-hedging
Alghalith, Moawia; Wong, Wing Keung - In: Annals of financial economics 15 (2020) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10012642979
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Modeling of stock returns in continuous vis-à-vis discrete time is equivalent, respectively, to the conditioning of stock returns on a random walk process for trade imbalances vis-...
Obrimah, Oghenovo Adewale; Wong, Wing Keung - In: Annals of financial economics 17 (2022) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10013262988
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The nexus between cash conversion cycle, working capital finance, and firm performance : evidence from novel machine learning approaches
Mahmood, Faisal; Shahzad, Umeair; Nazakat, Ali; Ahmed, … - In: Annals of financial economics 17 (2022) 2, pp. 1-44
Persistent link: https://www.econbiz.de/10013263007