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Hoi Ying Wong

Hoi Ying Wong

Chinese University of Hong Kong - Shatin / Hong Kong
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 346114
香港中文大學
person_outline Hoi Ying Wong's MOST POPULAR ARTICLES
1-) Simulation techniques in financial risk management John Wiley & Sons, 2015
2-) Portfolio optimization with ambiguous correlation and stochastic volatilities SIAM Journal on Control and Optimization 54 (5), 2309-2338, 2016
3-) Mean–variance portfolio selection of cointegrated assets Journal of Economic Dynamics and Control 35 (8), 1369-1385, 2011
4-) Option pricing with mean reversion and stochastic volatility European Journal of Operational Research 197 (1), 179-187, 2009
5-) Mean–variance asset–liability management: Cointegrated assets and insurance liability European Journal of Operational Research 223 (3), 785-793, 2012