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Is gold different for risk-averse and risk-seeking investors? : an empirical analysis of the Shanghai Gold Exchange

Hoang, Thi Hong Van; Wong, Wing Keung; Zhu, Zhenzhen - In: Economic modelling 50 (2015), pp. 200-211

Persistent link: https://www.econbiz.de/10011440507

The banking firm and risk taking in a two-moment decision model

Broll, Udo; Guo, Xu; Welzel, Peter; Wong, Wing Keung - In: Economic modelling 50 (2015), pp. 275-280

Persistent link: https://www.econbiz.de/10011440571

Optimal output for the regret-averse competitive frim under price uncertainty

Egozcue, Martín; Guo, Xu; Wong, Wing Keung - In: Eurasian economic review : a journal in applied … 5 (2015) 2, pp. 279-295

Persistent link: https://www.econbiz.de/10011441080

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

Production and hedging decisions under regret aversion

Guo, Xu; Wong, Wing Keung; Xu, Qunfang; Zhu, Xuehu - In: Economic modelling 51 (2015), pp. 153-158

Persistent link: https://www.econbiz.de/10011475866

Diversification versus optimality : is there really a diversification puzzle?

Ortobelli Lozza, Sergio; Wong, Wing Keung; Fabozzi, Frank J. - In: Applied economics 50 (2018) 43, pp. 4671-4693

Persistent link: https://www.econbiz.de/10012061607

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

Do REITs outperform stocks and fixed-income assets? : new evidence from mean-variance and stochastic dominance approaches

Chiang, Thomas C.; Hooi Hooi Lean; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 1 (2008) 1, pp. 1-40

This paper re-examines the performance of REITs, stocks, and fixed-income assets based on the preferences of risk-averse and risk-seeking investors using mean-variance and stochastic dominance approaches. Our findings indicate no first-order stochastic dominance and no arbitrage opportunity...

Persistent link: https://www.econbiz.de/10011556251

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