Review on efficiency and anomalies in stock markets

KY Woo, C Mai, M McAleer, WK Wong - Economies, 2020 - mdpi.com
The efficient-market hypothesis (EMH) is one of the most important economic and financial
hypotheses that have been tested over the past century. Due to many abnormal phenomena …

Big data, computational science, economics, finance, marketing, management, and psychology: connections

CL Chang, M McAleer, WK Wong - Journal of Risk and Financial …, 2018 - mdpi.com
The paper provides a review of the literature that connects Big Data, Computational Science,
Economics, Finance, Marketing, Management, and Psychology, and discusses research …

Review on behavioral economics and behavioral finance

WK Wong - Studies in economics and finance, 2020 - emerald.com
Purpose This paper aims to give a brief review on behavioral economics and behavioral
finance and discusses some of the previous research on agents' utility functions, applicable …

International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches

F Abid, PL Leung, M Mroua, WK Wong - Journal of Risk and Financial …, 2014 - mdpi.com
This paper applies the mean-variance portfolio optimization (PO) approach and the
stochastic dominance (SD) test to examine preferences for international diversification …

New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

RH Chan, E Clark, X Guo, WK Wong - Risk Management, 2020 - Springer
This paper develops new financial theory to link the third-order stochastic dominance (TSD)
for risk-averse and risk-seeking investors and provide illustration of application in risk …

Why are warrant markets sustained in Taiwan but not in China?

WK Wong, HH Lean, M McAleer, FT Tsai - Sustainability, 2018 - mdpi.com
This paper uses moment analysis, capital asset pricing model (CAPM) statistics, stochastic
dominance (SD) test, and volume analysis to investigating why the market for Taiwan …

Option Pricing under an abnormal economy: using the Square Root of the Brownian Motion

M Alghalith, WK Wong - Advances in Decision Sciences, 2022 - search.proquest.com
in general, under unusual economic states, the traditional models of options are not
suitable.[...] there is a need to consider alternative stochastic processes and models that …

Should Americans invest internationally? Mean–variance portfolios optimization and stochastic dominance approaches

F Abid, M Mroua, WK Wong - Risk and Decision Analysis, 2013 - content.iospress.com
Using both mean–variance portfolio optimization (MVPO) and stochastic dominance (SD)
approaches, this paper investigates whether international diversification and home bias …

Performance Analysis of Volatile Strategy under Indian Options Market

D Krishnan, G Raju - Indian Journal of Commerce and Management …, 2018 - ijcms.in
Options strategies are used to minimize the risk by profiting from either direction of call and
put. Traders need to analyse the market to identify a perfect strategy which can stand still in …

Review of matrix theory with applications in education and decision sciences

NH Hau, TT Tinh, HA Tuong… - Advances in Decision …, 2020 - search.proquest.com
Matrix theory plays a very important role in teaching Mathematics and solving mathematical
problems. Studying the theory of matrix can help academics, practitioners, and students …