Search

نمایش تعداد 1-9 از 9

Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR

نوع: Journal Paper

نویسنده : Chenghu Ma; Wing-Keung Wong

ناشر: Elsevier Science

سال: 2010

Request PDF

ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ\'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY

نوع: Journal Paper

نویسنده : Zhidong Bai; Huixia Liu; Wing-Keung Wong

سال: 2009

Request PDF

A New Pseudo-Bayesian Model with Implications for Financial Anomalies and Investors’ Behavior

نوع: Journal Paper

نویسنده : Kin Lam; Taisheng Liu; Wing-Keung Wong

سال: 2012

Request PDF

Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets

نوع: Journal Paper

نویسنده : Zhuo Qiao; Ephraim Clark; Wing-Keung Wong

ناشر: John Wiley and Sons

سال: 2012

Request PDF

The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test

نوع: Journal Paper

نویسنده : Zhidong Bai; Keyan Wang; Wing-Keung Wong

سال: 2011

Request PDF

Elasticity of risk aversion and international trade

نوع: Journal Paper

نویسنده : Udo Broll; Jack E. Wahl; Wing-Keung Wong

سال: 2006

Stochastic Dominance and Applications to Finance, Risk and Economics

نوع: Ebook

نویسنده : Songsak Sriboonchita; Wing-Keung Wong; Sompong Dhompongsa; Hung T. Nguyen

ناشر: Chapman and Hall/CRC

سال: 2009

Request PDF

Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model

نوع: Journal Paper

نویسنده : Jiechen Tang; Songsak Sriboonchitta; Vicente Ramos; Wing-Keung Wong

سال: 2014

Request PDF

Profitability of intraday and interday momentum strategies

نوع: Journal Paper

نویسنده : Vincent Wing-Shing Lam; Terence Tai-Leung Chong; Wing-Keung Wong

سال: 2007

Request PDF

Search

Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR

ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ\'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY

A New Pseudo-Bayesian Model with Implications for Financial Anomalies and Investors’ Behavior

Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets

The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test

Elasticity of risk aversion and international trade

Stochastic Dominance and Applications to Finance, Risk and Economics

Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model

Profitability of intraday and interday momentum strategies

نویسنده

ناشر

سال

نوع

زبان

نوع محتوا

عنوان ناشر

Search

Filters

Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR

ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ\'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY

A New Pseudo-Bayesian Model with Implications for Financial Anomalies and Investors’ Behavior

Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets

The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test

Elasticity of risk aversion and international trade

Stochastic Dominance and Applications to Finance, Risk and Economics

Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model

Profitability of intraday and interday momentum strategies