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The impacts of joint energy and output prices uncertainties in a mean-variance framework

Alghalith, Moawia; Niu, Cuizhen; Wong, Wing Keung - In: Theoretical economics letters 7 (2017) 5, pp. 1108-1120

Persistent link: https://www.econbiz.de/10011748647

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

A note on almost stochastic dominance

Guo, Xu; Zhu, Xuehu; Wong, Wing Keung; Zhu, Lixing - In: Economics letters 121 (2013) 2, pp. 252-256

Persistent link: https://www.econbiz.de/10010347133

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

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

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

Both stochastic dominance and Omegaratio can be used to examine whether the market is efficient, whether there is any arbitrage opportunity in the market and whether there is any anomaly in the market. In this paper, we first study the relationship between stochastic dominance and the Omega...

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

Regret aversion, regret neutrality, and risk aversion in production

Guo, Xu; Wong, Wing Keung - 2017

Persistent link: https://www.econbiz.de/10011809552

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

The two-moment decision model with additive risks

Guo, Xu; Wagener, Andreas; Wong, Wing Keung; Zhu, Lixing - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 1, pp. 77-94

Persistent link: https://www.econbiz.de/10011859016