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On the Markowitz meanvariance analysis of self-financing portfolios

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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

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Financial credit risk and core enterprise supply chains

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Financial credit risk evaluation based on core enterprise supply chains

Mou, WeiMing; Wong, Wing Keung; McAleer, Michael - 2018

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Multivariate stochastic dominance for risk averters and risk seekers

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

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Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - In: International review of economics & finance : IREF 40 (2015), pp. 204-216

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Almost stochastic dominance for risk averters and risk seeker

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New Development on the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Application in Risk Management

Chan, Raymond H. - 2020

This paper develops new financial theory to link the third order stochastic dominance for risk-averse and risk-seeking investors and provide illustration of application in risk management. We present some interesting new properties of third order stochastic dominance (TSD) for risk-averse and...

Persistent link: https://www.econbiz.de/10012850629

New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

Chan, Raymond H.; Clark, Ephraim; Guo, Xu; Wong, Wing Keung - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 2, pp. 108-132

Persistent link: https://www.econbiz.de/10012297611

New development on the third order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

Chan, Raymond H.; Guo, Xu; Clark, Ephraim; Wong, Wing Keung - 2020

Persistent link: https://www.econbiz.de/10012384554