Narrow search
Showing 1 - 10 of 910
Cover Image
Farinelli and Tibiletti ratio and stochastic dominance
Guo, Xu; Niu, Cuizhen; Wong, Wing Keung - In: Risk management : a journal of risk, crisis and disaster 21 (2019) 3, pp. 201-213
Persistent link: https://www.econbiz.de/10012063313
Cover Image
Theory and application of an economic performance measure of risk
Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - 2017
Persistent link: https://www.econbiz.de/10011668139
Cover Image
Theory and application of an economic performance measure of risk
Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - 2017
Homm and Pigorsch (2012a) use the Aumann and Serrano index to develop a new economic performance measure (EPM), which is well known to have advantages over other measures. In this paper, we extend the theory by constructing a one-sample confidence interval of EPM, and construct confidence...
Persistent link: https://www.econbiz.de/10011688326
Cover Image
Theory and application of an economic performance measure of risk
Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - In: International review of economics & finance : IREF 56 (2018), pp. 383-396
Persistent link: https://www.econbiz.de/10012033712
Cover Image
Kappa ratios and (higher-order) stochastic dominance
Niu, Cuizhen; Wong, Wing Keung; Xu, Qunfang - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 3, pp. 245-253
Persistent link: https://www.econbiz.de/10011801024
Cover Image
A general optimal investment model in the presence of background risk
Alghalith, Moawia; Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Annals of financial economics 11 (2016) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10011503987
Cover Image
Editorial statement in honor of Professor Michael McAleer
Alghalith, Moawia; Swanson, Norman R.; Vasnev, Andrey; … - In: Annals of financial economics 16 (2021) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10013185326
Cover Image
Welfare gains from macro-hedging
Alghalith, Moawia; Wong, Wing Keung - In: Annals of financial economics 15 (2020) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10012642979
Cover Image
Editorial : statement for the special issue in honor of Michael McAleer
Allen, David; Alghalith, Moawia; Wong, Wing Keung - In: Annals of financial economics 18 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014442364
Cover Image
Stochastic dominance and applications to finance, risk and economics
Sriboonchitta, Songsak; Wong, Wing Keung; Dhompongsa, … - 2010
Persistent link: https://www.econbiz.de/10003865426