| A new test of the three-moment capital asset pricing model KG Lim Journal of financial and quantitative analysis 24 (2), 205-216, 1989 | 257 | 1989 |
| Arbitrage and price behavior of the Nikkei stock index futures KG Lim National University of Singapore, Faculty of Business Administration, 1991 | 109 | 1991 |
| Portfolio value-at-risk optimization for asymmetrically distributed asset returns JW Goh, KG Lim, M Sim, W Zhang European Journal of Operational Research 221 (2), 397-406, 2012 | 103 | 2012 |
| On cointegration and tests of forward market unbiasedness D Corbae, KG Lim, S Ouliaris The Review of Economics and Statistics, 728-732, 1992 | 68 | 1992 |
| Bond rating using support vector machine L Cao, LK Guan, Z Jingqing Intelligent Data Analysis 10 (3), 285-296, 2006 | 55 | 2006 |
| Pricing options using implied trees: Evidence from FTSE‐100 options KG Lim, D Zhi Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002 | 49 | 2002 |
| Information-time option pricing: theory and empirical evidence CW Chang, JSK Chang, KG Lim Journal of Financial Economics 48 (2), 211-242, 1998 | 44 | 1998 |
| Understanding the Fundamentals of Freight Markets Volatility KG Lim, N Nomikos, N Yap Transportation Research Part E: Logistics and Transportation Review 130, 1-15, 2019 | 39 | 2019 |
| Pricing American options with stochastic volatility: Evidence from S&P 500 futures options LK Guan, G Xiaoqiang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000 | 28 | 2000 |
| C-ascending support vector machines for financial time series forecasting LJ Cao, KS Chua, LK Guan 2003 IEEE International Conference on Computational Intelligence for …, 2003 | 27 | 2003 |
| Computing maximum smoothness forward rate curves KG Lim, Q Xiao Statistics and computing 12 (3), 275-279, 2002 | 24 | 2002 |
| Extending financial portfolio theory for product management SM Leong, KG Lim Decision Sciences 22 (1), 181-193, 1991 | 23 | 1991 |
| A review study of functional autoregressive models with application to energy forecasting Y Chen, T Koch, KG Lim, X Xu, N Zakiyeva Wiley Interdisciplinary Reviews: Computational Statistics 13 (3), e1525, 2021 | 19 | 2021 |
| The valuation of multiple stock warrants KG Lim, E Terry Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003 | 19 | 2003 |
| Combining KPCA with support vector machine for time series forecasting LJ Cao, KS Chua, LK Guan 2003 IEEE International Conference on Computational Intelligence for …, 2003 | 19 | 2003 |
| Extreme events and the copula pricing of commercial mortgage-backed securities ZY Liu, GZ Fan, KG Lim The Journal of real estate finance and economics 38, 327-349, 2009 | 16 | 2009 |
| Financial performance of shipping firms that increase LNG carriers and the support of eco-innovation KG Lim, M Lim Journal of Shipping and Trade 5 (1), 23, 2020 | 15 | 2020 |
| Financial valuation and econometrics KG Lim | 15 | 2015 |
| A non‐lattice pricing model of American options under stochastic volatility Z Zhang, KG Lim Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 15 | 2006 |
| The implied jump risk of LIBOR rates LK Guan, C Ting, M Warachka Journal of Banking & Finance 29 (10), 2503-2522, 2005 | 14 | 2005 |
