Similar Search Results

Return and volatility transmission between world-leading and Latin American stock markets : portfolio implications

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 7/148, pp. 1-19

This study uses the BEKK-GARCH model to examine the return-and-volatility spillover between the world-leading markets (USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of the Chinese stock market of 2015. Regarding return...

Persistent link: https://www.econbiz.de/10012309325

Stochastic dominance and investors' behavior towards risk : the Hong Kong stocks and futures markets

Lam, Kin; Hooi Hooi Lean; Wong, Wing Keung - In: The international journal of finance 28 (2016) 2, pp. 113-135

Persistent link: https://www.econbiz.de/10011732720

Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange

Hoang, Thi Hong Van; Hooi Hooi Lean; Wong, Wing Keung - In: International review of financial analysis 42 (2015), pp. 98-108

Persistent link: https://www.econbiz.de/10011573308

A mental account-based portfolio selection model with an application for data with smaller dimensions

Li, Zongxin; Jiang, Hong; Chen, Zhiping; Wong, Wing Keung - In: Computers & operations research : and their … 144 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013264834

Investment based on size, value, momentum and income measures : a study in the Taiwan stock market

Lu, Richard; Wang, Jai-Jen; Wong, Wing Keung - In: Annals of financial economics 17 (2022) 4, pp. 1-33

Persistent link: https://www.econbiz.de/10014234486

What is an optimal allocation in Hong Kong stock, real estate, and money markets : an individual asset, efficient frontier portfolios, or a naïve portfolio? : is this a new financi...

Lv, Zhihui; Tsang, Chun Kei; Wagner, Niklas F.; Wong, … - In: Emerging markets, finance and trade : EMFT 59 (2023) 5, pp. 1554-1571

Persistent link: https://www.econbiz.de/10014289728