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Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 40.

24836

Liew, Venus Khim-Sen and Qiao, Zhuo and Wong, Wing-Keung (2008): Linearity and stationarity of G7 government bond returns.

41879

Bai, Zhidong and Hui, Yongchang and Wong, Wing-Keung (2012): New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion.

42535

Guo, Xu and Lam, Kin and Wong, Wing-Keung and Zhu, Lixing (2012): A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises.

42676

Chan, Raymond H. and Clark, Ephraim and Wong, Wing-Keung (2012): On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors.

43862

Bai, Zhidong and Li, Hua and Wong, Wing-Keung (2013): The best estimation for high-dimensional Markowitz mean-variance optimization.

43864

Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): Two-moment decision model for location-scale family with background asset.

44365

Guo, Xu and Zhu, Xuehu and Wong, Wing-Keung and Zhu, Lixing (2013): A Note on Almost Stochastic Dominance.

49205

Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): Almost Stochastic Dominance and Moments.

49274

Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): Almost Stochastic Dominance and Moments.

49745

Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): Make Almost Stochastic Dominance really Almost.

51331

Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): An analysis of portfolio selection with multiplicative background risk.

51687

Broll, Udo and Wong, Wing-Keung and Wu, Mojia (2013): Banking Firm and Two-Moment Decision Making.

51703

Broll, Udo and Ergozue, Martin and Welzel, Peter and Wong, Wing-Keung (2013): Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty.

51725

Guo, Xu and Post, Thierry and Wong, Wing-Keung and Zhu, Lixing (2013): Moment Conditions for Almost Stochastic Dominance.

52368

Alghalith, Moawia and Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): Input Demand under Joint Energy and Output Prices Uncertainties.

53347

Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2014): Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors.

66521

Vieito, João Paulo and Wong, Wing-Keung and Zhu, Zhenzhen (2015): Could the global financial crisis improve the performance of the G7 stocks markets?

66841

Guo, Xu and Lien, Donald and Wong, Wing-Keung (2015): Good Approximation of Exponential Utility Function for Optimal Futures Hedging.

68949

Vieito, João Paulo and Wong, Wing-Keung and Chow, Sheung Chi (2016): Stock Market Liberalizations and Efficiency: The Case of Latin America.

69175

Tsang, Chun-Kei and Wong, Wing-Keung and Horowitz, Ira (2016): A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong.

70637

Guo, Xu and Wong, Wing-Keung (2016): Multivariate Stochastic Dominance for Risk Averters and Risk Seekers.

70644

Alghalith, Moawia and Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2016): A General Optimal Investment Model in the Presence of Background Risk.

71107

Owyong, David and Wong, Wing-Keung and Horowitz, Ira (2015): Cointegration and Causality among the Onshore and Offshore Markets for China's Currency. Published in: Journal of Asian Economics , Vol. 41, (2015): pp. 20-38.

74344

Clark, Ephraim and Qiao, Zhuo and Wong, Wing-Keung (2016): Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets. Published in: Economic Inquiry , Vol. 54, No. 2. (17 April 2015): pp. 907-924.

74347

Tsang, Chun-Kei and Wong, Wing-Keung and Horowitz, Ira (2016): Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market. Forthcoming in: Studies in Economics and Finance , Vol. 33, (2016)

74386

Lam, Kin and Lean, Hooi Hooi and Wong, Wing-Keung (2016): Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets. Forthcoming in: International Journal of Finance

75002

Chan, Raymond H. and Clark, Ephraim and Wong, Wing-Keung (2016): On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks.

75027

Niu, Cuizhen and Wong, Wing-Keung and Zhu, Lixing (2016): First Stochastic Dominance and Risk Measurement.

75216

Hui, Yongchang and Wong, Wing-Keung and Bai, Zhidong and Zhu, Zhenzhen (2016): A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications.

75948

Niu, Cuizhen and Wong, Wing-Keung and Xu, Qunfang (2017): Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance.

76282

El khamlichi, Abdelbari and HOANG, Thi Hong Van and Wong, Wing-Keung (2017): Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis.

77625

Guo, Xu and Wagener, Andreas and Wong, Wing-Keung and Zhu, Lixing (2017): The Two-Moment Decision Model with Additive Risks.

79692

Hui, Yongchang and Wong, Wing-Keung and BAI, ZHIDONG and Zhu, Zhen-Zhen (2017): A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application. Forthcoming in: Journal of the Korean Statistical Society (2017)

79739

Alghalith, Moawia and Niu, Cuizhen and Wong, Wing-Keung (2017): The impacts of joint energy and output prices uncertainties in a mean-variance framework. Forthcoming in: Theoretical Economics Letters

82737

Niu, Cuizhen and Wong, Wing-Keung and Zhu, Lixing (2017): Farinelli and Tibiletti ratio and Stochastic Dominance.

82744

Chow, Sheung-Chi and Hon, Tai-Yuen and Wong, Wing-Keung and Woo, Kai-Yin (2017): Empirical Study on Conservative and Representative Heuristics of Hong Kong Small Investors Adopting Momentum and Contrarian Trading Strategies. Forthcoming in: International Journal of Revenue Management, forthcoming.

82888

Clark, Ephraim and Qiao, Zhuo and Wong, Wing-Keung (2017): Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets. Published in: Economic Inquiry , Vol. 54(2), No. Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets (28 October 2015): pp. 907-924.

87641

Chow, Sheung Chi and Vieito, João Paulo and Wong, Wing-Keung (2018): Do both demand-following and supply-leading theories hold true in developing countries? Forthcoming in: Physica A: Statistical Mechanics and its Applications

89167

Lu, Richard and Yang, Chen-Chen and Wong, Wing-Keung (2018): Time Diversification: Perspectives from the Economic Index of Riskiness. Forthcoming in: Annals of Financial Economics

99185

Chu, Amanda M.Y. and Lv, Zhihui and Wagner, Niklas F. and Wong, Wing-Keung (2020): Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China.

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