Biography

Prof. Wing-Keung Wong

Department of Finance, Asia University, Taiwan


Email: alanwkwong@gmail.com, wong@asia.edu.tw


Qualifications

1989 Ph.D., University of Wisconsin-Madison, USA

1989 M.Sc., University of Wisconsin-Madison, USA

1980 B.Sc., The Chinese University of Hong Kong, Hong Kong, China


Publications (Selected)

  1. Songsak Sriboonchitta, Wing-Keung Wong, Sompong Dhompongsa, Hung T. Nguyen, (2009), Stochastic Dominance and Applications to Finance, Risk and Economics, Chapman and Hall/CRC, Taylor and Francis Group, Boca Raton, Florida, USA.
  2. Raymond Hon Fu CHAN, Spike Tsz Ho LEE, Wing-Keung WONG, 2014, Technical Analysis and Financial Asset Forecasting: From Simple Tools to Advanced Techniques, World Scientific Publishing Company.
  3. Zhidong BAI, Xu Guo, Pui-Lam LEUNG, Hua LI, Wing-Keung WONG, Portfolio Choice and Stochastic Dominance, World Scientific Publishing (forthcoming).
  4. Wong, W.K. and R.B. Miller, (1990), REPEATED TIME-SERIES ANALYSIS OF ARIMA NOISE MODELS, Journal of Business and Economic Statistics 8(2), 243-250.
  5. Matsumura, E.M., K.W. Tsui and W.K. Wong, (1990), An Extended Multinomial-Dirichlet Model for Error Bounds for Dollar-Unit Sampling, Contemporary Accounting Research, 6(2-I), 485-500.
  6. Phang, S Y and W K Wong, (1997), Government policies and private housing prices in Singapore, Urban Studies 34(11), 1819-1829.
  7. Chang, W.C., W.K. Wong, G. Teo and A. Fam, (1997), The motivation to achieve in Singapore: In search of a core construct, Personality and Individual Differences 23(5), 885-895.
  8. Wong W.K. and C.K. Li, (1999), A note on convex stochastic dominance, Economics Letters, 62, 293-300.
  9. Tiku, M.L., W.K. Wong, D.C. Vaughan and G. Bian (2000), Time series models in non-normal situations: Symmetric innovations, Journal of Time Series Analysis 21(5), 571-596.
  10. Wong, W.K. and R. Chan, (2004), On the estimation of cost of capital and its reliability, Quantitative Finance 4(3), 365-372.
  11. Wai Mun Fong, Wing-Keung Wong, Hooi-Hooi Lean (2005), International momentum strategies: a stochastic dominance, Journal of Financial Markets 8, 89-109.
  12. Wong, Wing Keung, (2007), Stochastic dominance and mean-variance measures of profit and loss for business planning and investment, European Journal of Operational Research, 182(2), 829-843.
  13. Gasbarro, Dominic, Wing-Keung Wong and J. Kenton Zumwalt, (2007), Stochastic Dominance Analysis of iShares, European Journal of Finance 13, 89-101.
  14. Z. Liao, W.K. Wong, (2008), The determinants of customer interactions with internet-enabled e-banking services, Journal of the Operational Research Society, 59(9), 1201-1210.
  15. Wong, Wing-Keung and Chenghu Ma, (2008), Preferences over Location-Scale Family, Economic Theory 37(1), 119-146.
  16. Zhuo Qiao, Thomas C. Chiang, Wing-Keung Wong, (2008), Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets, Journal of International Financial Markets, Institutions & Money 18, 425-437.
  17. Fong, Wai Mun, Hooi Hooi Lean and Wing Keung Wong, (2008), Stochastic Dominance and Behavior towards Risk: The Market for Internet Stocks, Journal of Economic Behavior and Organization, 68(1), 194-208.
  18. Bai, Zhidong, Huixia Liu and Wing-Keung Wong, (2009), Enhancement of the Applicability of Markowitz's Portfolio Optimization by Utilizing Random Matrix Theory, Mathematical Finance, 19(4), 639-667.
  19. Martín Egozcue, Wing-Keung Wong, (2010), Gains from Diversification on Convex Combinations: A Majorization and Stochastic Dominance Approach, European Journal of Operational Research 200(3), 893-900.
  20. Lam, Kin, Taisheng Liu and Wing-Keung Wong, (2010), A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction, European Journal of Operational Reserach 203 (1), 166-175.
  21. Ma, Chenghu and Wing-Keung Wong, (2010), Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR, European Journal of Operational Research 207(2), 927-935.
  22. Ma, Chenghu and Wing-Keung Wong, (2010), Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR, European Journal of Operational Research 207(2), 927-935.
  23. Bai, Zhidong, Hua Li, Huixia Liu and Wing-Keung Wong, 2011, Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications, Econometrics Journal 14(2), 278-303.
  24. Martín Egozcue, Luis Fuentes García, Wing-Keung Wong, and Ričardas Zitikis, 2011, Do Investors Like to Diversify? A Study of Markowitz Preferences, European Journal of Operational Research 215(1), 188-193.
  25. Bai, Zhidong, Huixia Liu and Wing-Keung Wong, 2011, Asymptotic Properties of Eigenmatrices of A Large Sample Covariance Matrix, Annals of Applied Probability 21(5), 1994-2015.
  26. Chia-Ying Chan, Christian de Peretti, Zhuo Qiao, Wing-Keung Wong, 2012, Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach, Journal of Empirical Finance 19(1), 162-174.
  27. Leung, Pui-Lam, Hon-Yip Ng, Wing-Keung Wong, 2012, An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Estimation Accurate with Application on the US Stock Market Investment, European Journal of Operational Research 222(1), 85-95.
  28. Bai, Zhidong, Yongchang Hui, Wing-Keung Wong, Ričardas Zitikis, 2012, Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test, Journal of Financial Econometrics 10(4), 703-732.
  29. H.H. Lean, K.F. Phoon, W.K. Wong, 2013, Stochastic Dominance Analysis of CTA Funds, Review of Quantitative Finance and Accounting, 40(1), 155-170.
  30. Guo, X., Zhu, X.H., Wong, W.K., Zhu, L.X. (2013), A Note on Almost Stochastic Dominance. Economics Letters 121(2), 252-256.
  31. Guo, X., Post, T., Wong, W.K., Zhu, L.X. (2014), Moment Conditions for Almost Stochastic Dominance, Economics Letters, 124(2), 163-167.
  32. Z.D. Bai, H. Li, M. McAleer, W.K. Wong, 2015, Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China, Quantitative Finance 15(5), 889-900.
  33. Thi Hong Van Hoang, Hooi Hooi Lean, Wing-Keung Wong, 2015, Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange, International Review of Financial Analysis, 42, 98-108.
  34. Ephraim Clark, Zhuo Qiao, Wing-Keung Wong, 2016, Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets, Economic Inquiry 54(2), 907-924.
  35. Xu Guo, Wing-Keung Wong, Lixing Zhu, 2016, Almost Stochastic Dominance for Risk Averters and Risk Seeker, Finance Research Letters, (forthcoming).


Profile Details
http://dns2.asia.edu.tw/~wong/

http://scholar.google.com/citations?user=-YEPo1EAAAAJ

http://www.researchgate.net/profile/Wing-Keung_Wong/citations

http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=341156

https://ideas.repec.org/e/pwo79.html

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