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Gains from diversification on convex combinations: a majorization and stochastic dominance approach
Egozcue, Martin; Wong, Wing Keung - In: European journal of operational research : EJOR 200 (2009/10) 3, pp. 893-900
Persistent link: https://www.econbiz.de/10003892398
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Stochastic dominance and risk measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu; Wong, Wing Keung - In: European journal of operational research : EJOR 207 (2010) 2, pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
Leung, Pui-lam; Ng, Hon-yip; Wong, Wing Keung - In: European journal of operational research : EJOR 222 (2012) 1, pp. 85-95
Persistent link: https://www.econbiz.de/10009569579
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Do investors like to diversify? : a study of Markowitz preferences
Egozcue, Martín; García, Luis Fuentes; Wong, Wing Keung; … - In: European journal of operational research : EJOR 215 (2011) 1, pp. 188-193
Persistent link: https://www.econbiz.de/10009313984
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Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
Ng, Pin T.; Wong, Wing Keung; Xiao, Zhijie - In: European journal of operational research : EJOR 261 (2017) 2, pp. 666-678
Persistent link: https://www.econbiz.de/10011738062
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Heuristics for the Stochastic Eulerian Tour Problem
Lam, Kin; Liu, Taisheng; Wong, Wing-Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 107-118
Persistent link: https://www.econbiz.de/10008349011
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Multiattribute utility analysis for policy selection and financing for the preservation of the forest
Egozcue, Martin; Wong, Wing-Keung - In: European journal of operational research : EJOR 200 (2010) 3, pp. 833-844
Persistent link: https://www.econbiz.de/10008349273
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Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu; Wong, Wing-Keung - In: European journal of operational research : EJOR 207 (2010) 2, pp. 927-936
Persistent link: https://www.econbiz.de/10008440032
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Stochastic dominance and mean–variance measures of profit and loss for business planning and investment
Wong, Wing-Keung - In: European journal of operational research : EJOR 182 (2007) 2, pp. 829-843
Persistent link: https://www.econbiz.de/10007732089