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Impact of option strategies in financial portfolios performance : mean-variance and stochastic dominance approaches
Abid, Fathi; Mroua, Mourad; Wong, Wing Keung - In: Finance India : the quarterly journal of Indian … 23 (2009) 2, pp. 503-526
Persistent link: https://www.econbiz.de/10008840539
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Prospect and Markowitz stochastic dominance
Wong, Wing Keung; Chan, R. H. - In: Annals of finance 4 (2008) 1, pp. 105-129
Persistent link: https://www.econbiz.de/10003589421
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Profitability of intraday and interday momentum strategies
Lam, Vincent Wing-shing; Chong, Terence Tai-Leung; … - In: Applied economics letters 14 (2007) 13/15, pp. 1103-1108
Persistent link: https://www.econbiz.de/10003606867
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On testing the equality of multiple Sharpe ratios, with application on the evaluation of iShares
Leung, Pui-lam; Wong, Wing Keung - In: Journal of risk 10 (2007/08) 3, pp. 15-30
Persistent link: https://www.econbiz.de/10003698907
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Do winners perform better than losers? : a stochastic dominance approach
Wong, Wing Keung; Thompson, Howard Elliott; Wei, Steven X. - In: Advances in quantitative analysis of finance and … 4 (2006), pp. 219-254
Persistent link: https://www.econbiz.de/10003430919
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Policy change and lead-lag relations among China's segmented stock markets
Qiao, Zhuo; Li, Yuming; Wong, Wing Keung - In: Journal of multinational financial management 18 (2008) 3, pp. 276-289
Persistent link: https://www.econbiz.de/10003710638
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Market efficiency of oil spot and futures : a stochastic dominance approach
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10003987327
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Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10003987669
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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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Study of investors' preference on spot and future markets
Hooi Hooi Lean; Lam, Kin; Wong, Wing Keung - In: Stock returns : cyclicity, prediction and economic …, (pp. 189-200). 2009
Persistent link: https://www.econbiz.de/10003945024