Wong Wing-Keung

Wing-Keung Wong

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Found 6 papers in total
Integration–segregation decisions under general value functions: ‘Create your own bundle–choose 1, 2 or all 3!’
Integration–segregation decisions under general value functions: ‘Create your own bundle–choose 1, 2 or all 3!’
2014
Whether to keep products segregated (e.g., unbundled) or integrate some or all of them...
Extension of stochastic dominance theory to random variables
Extension of stochastic dominance theory to random variables
1999
In this paper, we develop some stochastic dominance theorems for the location and...
Do investors like to diversify? A study of Markowitz preferences
Do investors like to diversify? A study of Markowitz preferences
2011
We study rankings of completely and partially diversified portfolios and also of...
The covariance sign of transformed random variables with applications to economics and finance
The covariance sign of transformed random variables with applications to economics and finance
2011
A number of problems in economics, finance and insurance rely on determining the sign...
Extension of stochastic dominance theory to random variables
Extension of stochastic dominance theory to random variables
1999
In this paper, we develop some stochastic dominance theorems for the location and...
Robust estimation in capital asset pricing model
Robust estimation in capital asset pricing model
2000
Bian and Dickey developed a robust Bayesian estimator for the vector of regression...
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