Wing-Keung Wong

Economics and Econometrics · 2000–2021

A researcher in the Science corpus: 18 papers; trusts 50 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 143 citations into it; #9,564 of 23,481 by trust here, #8,289 by citations
• Finance — 95 citations into it; #4,861 of 10,518 by trust here, #3,667 by citations
• Management Science and Operations Research — 53 citations into it; #8,485 of 11,946 by trust here, #3,705 by citations
• Renewable Energy, Sustainability and the Environment — 40 citations into it; #3,566 of 5,212 by trust here, #4,496 by citations
• General Decision Sciences — 23 citations into it
• Sociology and Political Science — 18 citations into it
• Accounting — 17 citations into it; #6,532 of 8,970 by trust here, #7,961 by citations
• Environmental Engineering — 15 citations into it

Whom Wing-Keung Wong trusts overall

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

1. Thierry Post
2. Haim Levy
3. Amos Tversky
4. Daniel Kahneman
5. W. Fong
6. Gordon Anderson
7. Gordon J. Alexander
8. R. Tyrrell Rockafellar
9. Robert Leonard
10. Christoph Memmel

Who trusts Wing-Keung Wong overall

1. Anthony Grace
2. Hooi Hooi Lean
3. Z. Bai
4. Noureddine El Karoui
5. K. Phoon
6. Raymond H. Chan
7. Yifei Cai
8. Hua Li
9. Michael Mcaleer

Papers from Wing-Keung Wong's perspective

Ordered by how strongly the researchers Wing-Keung Wong trusts endorse each paper. Same corpus, a different order for every researcher.

1. Portfolio Selection
2. The Dual Theory of Choice under Risk
3. Empirical Tests for Stochastic Dominance Efficiency
4. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
5. Prospect theory: An analysis of decision under risk Econometrica 47
6. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
7. Consistent Tests for Stochastic Dominance
8. Utility of Gains and Losses: Measurement-Theoretical and Experimental Approaches
9. Momentum, Business Cycle and Time Varying Expected Returns
10. Conditional Value-at-Risk for General Loss Distributions

Their papers

• International momentum strategies: a stochastic dominance approach (2005) — 191 citations
• Stochastic Dominance Analysis of iShares (2007) — 120 citations
• Point and density forecasts of oil returns: The role of geopolitical risks (2019) — 136 citations
• How rewarding is technical analysis? Evidence from Singapore stock market (2003) — 239 citations
• ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (2009) — 189 citations
• Sustainability of the Moderating Role of Financial Development in the Determinants of Environmental Degradation: Evidence from Turkey (2021) — 162 citations
• Risk and Financial Management of COVID-19 in Business, Economics and Finance (2020) — 95 citations
• Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk (2018) — 58 citations
• Stochastic Dominance and Applications to Finance, Risk and Economics (2017) — 117 citations
• Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications (2011) — 81 citations
• Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach (2010) — 112 citations
• Prospect Theory, Indifference Curves, and Hedging Risks (2010) — 64 citations
• On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares (2008) — 110 citations
• Preferences over location-scale family (2008) — 119 citations
• Stochastic dominance analysis of Asian hedge funds (2008) — 136 citations
• Prospect and Markowitz stochastic dominance (2007) — 67 citations
• Financial Integration for India Stock Market, a Fractional Cointegration Approach (2005) — 115 citations
• Time Series Models in Non‐Normal Situations: Symmetric Innovations (2000) — 124 citations