Pui Lam Leung

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Pui Lam Leung trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Andrew W. Lo
  2. Christoph Memmel
  3. Eric Jondeau
  4. Vikas Agarwal
  5. Wolfgang Karl Härdle
  6. Michael Rockinger
  7. Narayan Naik
  8. Léopold Simar
  9. John H. Cochrane
  10. S. Chen

Papers from Pui Lam Leung's perspective

Ordered by how strongly the researchers Pui Lam Leung trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Testing for Differences in the Tails of Stock-Market Returns
  2. The Statistics of Sharpe Ratios
  3. The Sharpe Ratio
  4. Nonparametric Inference of Value-at-Risk for Dependent Financial Returns
  5. Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets
  6. Performance Hypothesis Testing with the Sharpe Ratio
  7. Applied Multivariate Statistical Analysis: third edition
  8. Value-at-Risk Prediction: A Comparison of Alternative Strategies
  9. Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets (Journal of Political Economy)
  10. Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets

Their papers