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Cointegrated variables with time-varying cointegration parameter : purchasing power parity revisited

Wong, Wing Keung; Manzur, Meher - 1993

Persistent link: https://www.econbiz.de/10000870666

Measuring international competitiveness : experience from East Asia

Manzur, Meher - 1998

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Does technical analysis do it better? : Evidence from Singapore stock market

Wong, Wing Keung; Manzur, Meher; Chew, Boon-kiat - 1999

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How rewarding is technical analysis? : Evidence from Singapore stock market

Wong, Wing Keung; Manzur, Meher; Chew, Boon-kiat - 2001

Persistent link: https://www.econbiz.de/10001584137

Elasticity of risk aversion and international trade

Broll, Udo; Wahl, Jack E.; Wong, Wing Keung - 2005

Persistent link: https://www.econbiz.de/10003068154

Prospect and Markowitz stochastic dominance

Wong, Wing Keung; Chan, Raymond H. - 2005

Persistent link: https://www.econbiz.de/10003068174

Robust estimation of multiple regression model with non-normal error : symmetric distribution

Wong, Wing Keung; Bian, Guorui - 2005

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Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach

Hooi Hooi Lean; Wong, Wing Keung; Smyth, Russell - 2005

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Robust estimation and forecasting of the capital asset pricing model

Bian, Guorui; McAleer, Michael; Wong, Wing Keung - 2010

Persistent link: https://www.econbiz.de/10008666909

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