K. Phoon
Finance · 2008
A researcher in the Science corpus: 1 paper; trusts 15 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 18 citations into it
- Economics and Econometrics — 16 citations into it
- Management Science and Operations Research — 11 citations into it
- Accounting — 5 citations into it
Whom K. Phoon trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Haim Levy
- R. Tyrrell Rockafellar
- Gordon J. Alexander
- Thierry Post
- Hrishikesh D. Vinod
- Stanislav Uryasev
- Alexandre M. Baptista
- Wing-Keung Wong
- W. Fong
- Stephen J. Brown
Papers from K. Phoon's perspective
Ordered by how strongly the researchers K. Phoon trusts endorse each paper. Same corpus, a different order for every researcher.
- Portfolio Selection
- Conditional Value-at-Risk for General Loss Distributions
- Risks and Portfolio Decisions Involving Hedge Funds
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Optimization of conditional value-at risk
- Consistent Tests for Stochastic Dominance
- Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
- Preferred by "All" and Preferred by "Most" Decision Makers: Almost Stochastic Dominance (Management Sciences)
Their papers
- Stochastic dominance analysis of Asian hedge funds (2008) — 136 citations