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Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10010198257
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Risk-averse and risk-seeking investor preferences for oil spot and futures
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10010191274
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Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - In: International review of economics & finance : IREF 40 (2015), pp. 204-216
Persistent link: https://www.econbiz.de/10011573581
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The impacts of joint energy and output prices uncertainties in a mean-variance framework
Alghalith, Moawia; Niu, Cuizhen; Wong, Wing Keung - In: Theoretical economics letters 7 (2017) 5, pp. 1108-1120
Persistent link: https://www.econbiz.de/10011748647
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Stochastic dominance and applications to finance, risk and economics
Sriboonchitta, Songsak; Wong, Wing Keung; Dhompongsa, … - 2010
Persistent link: https://www.econbiz.de/10003865426
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Editorial note : review papers for Journal of Risk and Financial Management (JRFM)
McAleer, Michael - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-2
The Journal of Risk and Financial Management (JRFM) was inaugurated in 2008 and has continued publishing successfully with Volume 11 in 2018. Since the journal was established, JRFM has published in excess of 110 topical and interesting theoretical and empirical papers in financial economics,...
Persistent link: https://www.econbiz.de/10011855244
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Prospect theory and hedging risks
Broll, Udo; Egozcue, Martín; Wong, Wing Keung; … - 2010
The prospect theory is one of the most popular decision-making theories. It is based on the S-shaped utility function, unlike the von Neumann and Morgenstern (NM) theory, which is based on the concave utility function. The S-shape brings in mathematical challenges: simple extensions and...
Persistent link: https://www.econbiz.de/10003980000
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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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Preferences of risk averters and risk seekers on stock, housing and money market in Hong Kong
Li, Hua; Qiao, Zhuo; Tsang, Chun Kei; Wong, Wing Keung - In: The international journal of finance 26 (2014) 2, pp. 111-142
Persistent link: https://www.econbiz.de/10011378564
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A note on almost stochastic dominance
Guo, Xu; Zhu, Xuehu; Wong, Wing Keung; Zhu, Lixing - In: Economics letters 121 (2013) 2, pp. 252-256
Persistent link: https://www.econbiz.de/10010347133