| Simulation techniques in financial risk management NH Chan, HY Wong John Wiley & Sons, 2015 | 113 | 2015 |
| Mean–variance portfolio selection of cointegrated assets MC Chiu, HY Wong Journal of Economic Dynamics and Control 35 (8), 1369-1385, 2011 | 104 | 2011 |
| Portfolio optimization with ambiguous correlation and stochastic volatilities JP Fouque, CS Pun, HY Wong SIAM Journal on Control and Optimization 54 (5), 2309-2338, 2016 | 101 | 2016 |
| Option pricing with mean reversion and stochastic volatility HY Wong, YW Lo European Journal of Operational Research 197 (1), 179-187, 2009 | 100 | 2009 |
| Mean–variance asset–liability management: Cointegrated assets and insurance liability MC Chiu, HY Wong European Journal of Operational Research 223 (3), 785-793, 2012 | 75 | 2012 |
| Estimating default barriers from market information HY Wong, TW Choi Quantitative Finance 9 (2), 187-196, 2009 | 72 | 2009 |
| Robust investment–reinsurance optimization with multiscale stochastic volatility CS Pun, HY Wong Insurance: Mathematics and Economics 62, 245-256, 2015 | 71 | 2015 |
| Dynamic cointegrated pairs trading: Mean–variance time-consistent strategies MC Chiu, HY Wong Journal of Computational and Applied Mathematics 290, 516-534, 2015 | 62* | 2015 |
| Currency-translated foreign equity options with path dependent features and their multi-asset extensions YK Kwok, HY Wong International Journal of Theoretical and Applied Finance 3 (02), 257-278, 2000 | 61 | 2000 |
| Structural models of corporate bond pricing with maximum likelihood estimation KL Li, HY Wong Journal of Empirical Finance 15 (4), 751-777, 2008 | 58 | 2008 |
| Efficient options pricing using the fast Fourier transform YK Kwok, KS Leung, HY Wong Handbook of computational finance, 579-604, 2011 | 57 | 2011 |
| Quanto lookback options M Dai, HY Wong, YK Kwok Mathematical finance: an international journal of mathematics, statistics …, 2004 | 53 | 2004 |
| Geometric Asian options: valuation and calibration with stochastic volatility HY Wong, YL Cheung Quantitative Finance 4 (3), 301, 2004 | 51 | 2004 |
| Valuing American options under the CEV model by Laplace–Carson transforms HY Wong, J Zhao Operations Research Letters 38 (5), 474-481, 2010 | 49 | 2010 |
| An artificial boundary method for American option pricing under the CEV model HY Wong, J Zhao SIAM Journal on Numerical Analysis 46 (4), 2183-2209, 2008 | 49 | 2008 |
| Robust non-zero-sum stochastic differential reinsurance game CS Pun, HY Wong Insurance: Mathematics and Economics 68, 169-177, 2016 | 47 | 2016 |
| Time-consistent mean–variance hedging of longevity risk: Effect of cointegration TW Wong, MC Chiu, HY Wong Insurance: Mathematics and Economics 56, 56-67, 2014 | 47 | 2014 |
| Mean–variance asset–liability management with asset correlation risk and insurance liabilities MC Chiu, HY Wong Insurance: Mathematics and Economics 59, 300-310, 2014 | 46 | 2014 |
| Variance swap with mean reversion, multifactor stochastic volatility and jumps CS Pun, SF Chung, HY Wong European Journal of Operational Research 245 (2), 571-580, 2015 | 45 | 2015 |
| Roy’s safety‐first portfolio principle in financial risk management of disastrous events MC Chiu, HY Wong, D Li Risk Analysis: An International Journal 32 (11), 1856-1872, 2012 | 45 | 2012 |
