Hoi Ying Wong

Economics and Econometrics · 2011–2016

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 23 citations into it; #16,108 of 23,481 by trust here, #22,774 by citations
• Finance — 23 citations into it; #7,450 of 10,518 by trust here, #8,598 by citations
• Management Science and Operations Research — 16 citations into it
• Demography — 15 citations into it

Whom Hoi Ying Wong trusts overall

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

1. Pascal J. Maenhout
2. Xin Zhang
3. Evan W. Anderson
4. Tak Kuen Siu

Who trusts Hoi Ying Wong overall

1. P. Lintilhac
2. A. Tourin

Papers from Hoi Ying Wong's perspective

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

1. Optimal investment and reinsurance of an insurer with model uncertainty
2. On reinsurance and investment for large insurance portfolios
3. Robustness, Detection and the Price of Risk
4. Relative Wealth Concerns and Financial Bubbles
5. A Reexamination of the Corporate Demand for Reinsurance
6. The Equity Premium Puzzle
7. Brownian Motion and Stochastic Calculus
8. Controlled Markov processes and viscosity solutions
9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
10. An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks

Their papers

• Robust investment–reinsurance optimization with multiscale stochastic volatility (2015) — 66 citations
• Mean-variance portfolio selection of cointegrated assets (2011) — 91 citations
• Robust non-zero-sum stochastic differential reinsurance game (2016) — 51 citations