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)
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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.
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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.
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Zhidong BAI, Xu
Guo, Pui-Lam LEUNG, Hua LI, Wing-Keung WONG, Portfolio Choice and Stochastic
Dominance, World Scientific Publishing (forthcoming).
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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.
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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.
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Phang, S Y and W
K Wong, (1997), Government policies and private housing prices in Singapore,
Urban Studies 34(11), 1819-1829.
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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.
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Wong W.K. and
C.K. Li, (1999), A note on convex stochastic dominance, Economics Letters, 62,
293-300.
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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.
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Wong, W.K. and R.
Chan, (2004), On the estimation of cost of capital and its reliability, Quantitative Finance 4(3), 365-372.
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Wai Mun Fong,
Wing-Keung Wong, Hooi-Hooi Lean (2005), International momentum strategies: a stochastic dominance, Journal
of Financial Markets 8, 89-109.
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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.
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Gasbarro,
Dominic, Wing-Keung Wong and J. Kenton Zumwalt, (2007), Stochastic Dominance
Analysis of iShares, European Journal of Finance 13, 89-101.
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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.
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Wong, Wing-Keung
and Chenghu Ma, (2008), Preferences over Location-Scale Family, Economic Theory
37(1), 119-146.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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Guo, X., Zhu,
X.H., Wong, W.K., Zhu, L.X. (2013), A Note on Almost Stochastic Dominance.
Economics Letters 121(2), 252-256.
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Guo, X., Post,
T., Wong, W.K., Zhu, L.X. (2014), Moment Conditions for Almost Stochastic
Dominance, Economics Letters, 124(2), 163-167.
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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.
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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.
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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.
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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