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Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some academics have questioned whether EMH is...

Persistent link: https://www.econbiz.de/10012237439

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

On the Markowitz meanvariance analysis of self-financing portfolios

Bai, Zhidong; Liu, Huixia; Wong, Wing Keung - In: Risk and decision analysis 1 (2009) 1, pp. 35-42

Persistent link: https://www.econbiz.de/10003935634

Enhancement of the applicability of Markowitz's portfolio optimization by utilizing random matrix theory

Bai, Zhidong; Liu, Huixia; Wong, Wing Keung - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 639-667

Persistent link: https://www.econbiz.de/10003937548

Impact of option strategies in financial portfolios performance : mean-variance and stochastic dominance approaches

Abid, Fathi; Mroua, Mourad; Wong, Wing Keung - In: Finance India : the quarterly journal of Indian … 23 (2009) 2, pp. 503-526

Persistent link: https://www.econbiz.de/10008840539

On testing the equality of multiple Sharpe ratios, with application on the evaluation of iShares

Leung, Pui-lam; Wong, Wing Keung - In: Journal of risk 10 (2007/08) 3, pp. 15-30

Persistent link: https://www.econbiz.de/10003698907

Do winners perform better than losers? : a stochastic dominance approach

Wong, Wing Keung; Thompson, Howard Elliott; Wei, Steven X. - In: Advances in quantitative analysis of finance and … 4 (2006), pp. 219-254

Persistent link: https://www.econbiz.de/10003430919

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

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

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