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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
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A General Optimal Investment Model in the Presence of Background Risk
Alghalith, Moawia - 2012
In this paper we present two dynamic models of background risk. We first present a stochastic factor model with an additive background risk. Thereafter, we present a dynamic model of simultaneous (correlated) multiplicative background risk and additive background risk. In so doing, we use a...
Persistent link: https://www.econbiz.de/10013101800
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Welfare gains from macro-hedging
Alghalith, Moawia; Wong, Wing Keung - In: Annals of financial economics 15 (2020) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10012642979
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Stochastic dominance and applications to finance, risk and economics
Songsak Sriboonchitta; Wong, Wing Keung; Dhompongsa, Sompong - 2010
Persistent link: https://www.econbiz.de/10003865426
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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
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Measuring international competitiveness : experience from East Asia
Manzur, Meher; Wong, Wing Keung; Chee, Inn-chau - In: Applied economics 31 (1999) 11, pp. 1383-1391
Persistent link: https://www.econbiz.de/10001464162
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New time series applications in business and finance
Wong, Wing Keung - 1989
Persistent link: https://www.econbiz.de/10000803795
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Cointegrated variables with time-varying cointegration parameter : purchasing power parity revisited
Wong, Wing Keung; Manzur, Meher - 1993
Persistent link: https://www.econbiz.de/10000870666
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Measuring international competitiveness : experience from East Asia
Manzur, Meher - 1998
Persistent link: https://www.econbiz.de/10000991580
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On the unavoidability of "unscientific" judgment in estimating the cost of capital
Thompson, Howard Elliott - In: Managerial and decision economics : MDE ; the … 12 (1991) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10001133251