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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

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

Is gold different for risk-averse and risk-seeking investors? : an empirical analysis of the Shanghai Gold Exchange

Hoang, Thi Hong Van; Wong, Wing Keung; Zhu, Zhenzhen - In: Economic modelling 50 (2015), pp. 200-211

Persistent link: https://www.econbiz.de/10011440507

Diversification versus optimality : is there really a diversification puzzle?

Ortobelli Lozza, Sergio; Wong, Wing Keung; Fabozzi, Frank J. - In: Applied economics 50 (2018) 43, pp. 4671-4693

Persistent link: https://www.econbiz.de/10012061607

Do REITs outperform stocks and fixed-income assets? : new evidence from mean-variance and stochastic dominance approaches

Chiang, Thomas C.; Hooi Hooi Lean; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 1 (2008) 1, pp. 1-40

This paper re-examines the performance of REITs, stocks, and fixed-income assets based on the preferences of risk-averse and risk-seeking investors using mean-variance and stochastic dominance approaches. Our findings indicate no first-order stochastic dominance and no arbitrage opportunity...

Persistent link: https://www.econbiz.de/10011556251