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Portfolios resampling and international diversification : a non-parametric stochastic dominance approach

Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: Journal of business and finance 2 (2014) 1, pp. 1-20

This paper examines the impact of estimation errors on the financial portfolios optimization processes and investigates the controversy problem of the international and domestic optimal diversification strategies choice from an American investor’s point of view. We introduce the concept of...

Persistent link: https://www.econbiz.de/10010476364

Technical analysis and financial asset forecasting : from simple tools to advanced techniques

Chan, Raymond H.; Lee, Spike Tsz Ho; Wong, Wing Keung - 2014

Persistent link: https://www.econbiz.de/10010423682

Moment conditions for Almost Stochastic Dominance

Guo, Xu; Post, Thierry; Wong, Wing Keung; Zhu, Lixing - In: Economics letters 124 (2014) 2, pp. 163-167

Persistent link: https://www.econbiz.de/10010493177

Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach

Chan, Chia-ying; Peretti, Christian de; Qiao, Zhuo; … - In: Journal of empirical finance 19 (2012) 1, pp. 162-174

Persistent link: https://www.econbiz.de/10009615744

Should Americans invest internationally? : mean-variance portfolios optimization and stochastic dominance approaches

Abid, Fathi; Mroua, Mourad; Wong, Wing Keung - In: Risk and decision analysis 4 (2013) 2, pp. 89-102

Persistent link: https://www.econbiz.de/10009782552

Robust estimation and forecasting of the capital asset pricing model

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

Persistent link: https://www.econbiz.de/10008760514

Prospect performance evaluation : making a case for a non-asymptotic UMPU test

Bai, Zhidong; Hui, Yongchang; Wong, Wing Keung; … - In: Journal of financial econometrics : official journal of … 10 (2012) 4, pp. 703-732

Persistent link: https://www.econbiz.de/10009671870

The covariance sign of transformed random variables with applications to economics and finance

Egozcue, Martín; García, Luis Fuentes; Wong, Wing Keung; … - In: IMA journal of management mathematics 22 (2011) 3, pp. 291-300

Persistent link: https://www.econbiz.de/10009297123

Test statistics for prospect and Markowitz stochastic dominances with applications

Bai, Zhidong; Li, Hua; Liu, Huixia; Wong, Wing Keung - In: The econometrics journal 14 (2011) 2, pp. 278-303

Persistent link: https://www.econbiz.de/10009382631

Regime-dependent relationships among the stock markets of the US, Australia and New Zealand : a Markov-switching VAR approach

Qiao, Zhuo; Li, Yuming; Wong, Wing Keung - In: Applied financial economics 21 (2011) 22/24, pp. 1831-1841

Persistent link: https://www.econbiz.de/10009384755