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A note on convex stochastic dominance

Wong, Wing Keung; Li, Chi-kwong - In: Economics letters 62 (1999) 3, pp. 293-300

Persistent link: https://www.econbiz.de/10001398709

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

Is wine a good choice for investment?

Bouri, Elie; Gupta, Rangan; Wong, Wing Keung; Zhu, Zhenzhen - In: Pacific-Basin finance journal 51 (2018), pp. 171-183

Persistent link: https://www.econbiz.de/10012035143

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

Almost stochastic dominance for risk averters and risk seeker

Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Finance research letters 19 (2016), pp. 15-21

Persistent link: https://www.econbiz.de/10011657429

Multivariate stochastic dominance for risk averters and risk seekers

Guo, Xu; Wong, Wing Keung - In: RAIRO / Operations research 50 (2016) 3, pp. 575-586

Persistent link: https://www.econbiz.de/10011686219

Stochastic dominance and Omega ratio : measures to examine market efficiency, arbitrage opportunity, and anomaly

Guo, Xu; Jiang, Xuejun; Wong, Wing Keung - In: Economies : open access journal 5 (2017) 4, pp. 1-16

ratio of one asset is always greater than that of the other one. We extend the theory of risk measures by proving that the …. Nonetheless, first-order SD does imply Omega ratio dominance. Thereafter, we apply the theory developed in this paper to examine …

Persistent link: https://www.econbiz.de/10011772356

Optimal diversification, stochastic dominance, and sampling error

Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: American journal of business : applying research to … 32 (2017) 1, pp. 48-79

Persistent link: https://www.econbiz.de/10011799619

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

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