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Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung.
In: Advances in Decision Sciences.
RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161.

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  1. Applications of the Newton-Raphson Method in Decision Sciences and Education. (2019). McAleer, Michael ; Truong, Buu-Chau ; Hau, Nguyen Huu ; van Thuan, Nguyen.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:23:y:2019:i:4:p:52-80.

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  2. MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150.

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  36. Chow, S.C., Juncal C., Rangan G., Wong W.K.: Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models, Studies in Nonlinear Dynamics and Econometrics, 22(2), https://doi.org/10.1515/snde-2016-0121 (2018).

  37. Chow, S.C., Rangan G., Tahir S., Wong W.K.: Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks, Journal of Reviews on Global Economics, 8, 239-257 (2019).

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  43. Egozcue M., Luis F.G., Wong W.K., Zitikis R.: Do Investors Like to Diversify? A Study of Markowitz Preferences, European Journal of Operational Research 215(1), 188-193 (2011).

  44. Egozcue M., Luis F.G., Wong W.K., Zitikis R.: Grüss-type bounds for covariances and the notion of quadrant dependence in expectation, Central European Journal of Mathematics 9(6), 1288-1297 (2011).
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  46. Egozcue M., Luis F.G., Wong W.K., Zitikis R.: Integration-segregation decisions under general value functions: ’Create your own bundle-choose 1, 2, or all 3! IMA Journal of Management Mathematics, 1 of 16, doi:10.1093/imaman/dps024, (2012).

  47. Egozcue M., Luis F.G., Wong W.K., Zitikis R.: The covariance sign of transformed random variables with applications to economics and finance, IMA Journal of Management Mathematics 22(3), 291-300 (2011).
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  48. Egozcue M., Luis F.G., Wong W.K., Zitikis R.: The smallest upper bound for the pth absolute central moment of a class of random variables, The Mathematical Scientist 37, 1-7 (2012).
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  49. Egozcue M., Luis F.G., Wong W.K.: On some Covariance Inequalities for Monotonic and Non-monotonic Functions, Journal of Inequalities in Pure and Applied Mathematics, 10(3), Article 75, 1-7 (2009).
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  50. Egozcue M., Wong W.K.: Gains from Diversification on Convex Combinations: A Majorization and Stochastic Dominance Approach, European Journal of Operational Research 200(3), 893-900 (2010).

  51. Egozcue M., Wong W.K.: Segregation and Integration: A Study of the Behaviors of Investors with Extended Value Functions, Journal of Applied Mathematics and Decision Sciences, Volume 2010, Article ID 302895, 1-8 (2010a).
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  56. Fung, E.S., Lam, K., Siu, T.K., Wong, W.K.: A New Pseudo Bayesian Model for Financial Crisis, Journal of Risk and Financial Management 4, 42-72 (2011).
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  58. Gasbarro, D., Wong, W.K., Zumwalt, J.K.: Stochastic dominance and behavior towards risk: The market for iShares. Annals of Financial Economics, 7(1), 1250005-1-20 (2012).

  59. Guo, X., Cuizhen N., Wong W.K. Farinelli and Tibiletti ratio and Stochastic Dominance, Risk Management, forthcoming (2019).

  60. Guo, X., Jiang, X.J., Wong, W.K.: Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly, Economies 5, no. 4: 38 (2017).

  61. Guo, X., Li, G.-R., McAleer, M., Wong, W.K.: Specification Testing of Production in a Stochastic Frontier Model, Sustainability, 10, 3082; doi:10.3390/su10093082 (2018).

  62. Guo, X., McAleer, M., Wong, W.K., Zhu, L.X. A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises, North American Journal of Economics and Finance 42, 346-358 (2017).

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  71. Hoang, T.H.V., Lean, H.H., Wong, W.K.: Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange, International Review of Financial Analysis, 42, 98-108 (2015).

  72. Hoang, V.T.H., Wong, W.K., Zhu, Z.Z.: Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. Economic Modelling, 50, 200-211 (2015).

  73. Hoang, V.T.H., Wong, W.K., Zhu, Z.Z.: The seasonality of gold prices in China: Does the risk-aversion level matter? Accounting and Finance, https://doi.org/10.1111/acfi.12396 (2018).

  74. Hoang, V.T.H., Zhu, Z.Z., El Khamlichi, A, Wong, W.K. Does the Shari’ah Screening Impact the Gold-Stock Nexus? A Sectorial Analysis, Resources Policy, forthcoming (2019).

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  77. Hui, Y.C., Wong, W.K., Bai, Z.D., Zhu, Z.Z. A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application, Journal of the Korean Statistical Society, 46(3), 365-374 (2017).

  78. Kien P.V., Wong W.K, Moslehpour M., Musyoki D.: Simultaneous Adaptation of AHP and Fuzzy AHP to Evaluate Outsourcing Services in East and Southeast Asia, Journal of Testing and Evaluation, https://doi.org/10.1520/JTE20170420. ISSN 0090-3973 (2018).
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  81. Lam, K., Wong, C.M., Wong, W.K. New variance ratio tests to identify random walk from the general mean reversion model, Journal of Applied Mathematics and Decision Sciences /Advances in Decision Sciences, 1-21 (2006).
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  82. Lean, H.H., McAleer, M., Wong, W.K.: Market efficiency of oil spot and futures: A meanvariance and stochastic dominance approach. Energy Economics, 32, 979-986 (2010).

  83. Lean, H.H., McAleer, M., Wong, W.K.: Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis. International Review of Economics and Finance, 40, 204-216 (2015).

  84. Lean, H.H., Smyth, R. Wong, W.K.: Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach. Journal of Multinational Financial Management, 17(2), 125-141 (2007).

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  89. Leung, P.L., Ng, H.Y., Wong, W.K.: An Improved Estimation to Make Markowitz’s Portfolio Optimization Theory Users Friendly and Estimation Accurate with Application on the US Stock Market Investment, European Journal of Operational Research 222(1), 85-95 (2012).

  90. Leung, P.L., Wong, W.K.: On testing the equality of the multiple Sharpe ratios, with application on the evaluation of Ishares. Journal of Risk, 10(3), 1-16 (2008).
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  94. Li, Z., Li, X., Hui, Y.C., Wong, W.K.: Maslow Portfolio Selection for Individuals with Low Financial Sustainability, Sustainability 10(4), 1128; https://doi.org/10.3390/su10041128 (2018). Li, C.K., W.K. Wong.: Extension of stochastic dominance theory to random variables.

  95. Lozza, S.,O., Wong, W.K., Fabozzi, F.J., Egozcue, M.: Diversification versus Optimal: Is There Really a Diversification Puzzle? Applied Economics, 50(43), 4671-4693 (2018).

  96. Lu R., Vu T.H., Wong W.K.: Does Lump-Sum Investing Strategy Outperform Dollar-Cost Averaging Strategy in Uptrend Markets?, Studies in Economics and Finance, second revision (2019).
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  99. Ly, S., Pho, K.H., Ly, S., Wong, W.K.: Determining Distribution for the Product of Random Variables by Using Copulas, Risks, 7(1), 23 (2019).

  100. Ly, S., Pho, K.H., Ly, S., Wong, W.K.: Distribution of Quotient of Dependent and Independent Random Variables Using Copulas, Journal of Risk and Financial Management, 12(1), 42 (2019).

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  105. Mou W., Wong W.K., McAleer M.: Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains, Sustainability 10(10), 3699 (2018); https://doi.org/10.3390/su10103699. Nash, J. C.: Compact numerical methods for computers: linear algebra and function minimisation.

  106. Munkh-Ulzii, B., McAleer, M., Moslehpour, M., Wong, W. K.: Confucius and herding behaviour in the stock markets in China and Taiwan. Sustainability, 10(12), 4413 (2018).

  107. Ng, P., Wong, W.K., Xiao, Z.J.: Stochastic Dominance Via Quantile Regression, European Journal of Operational Research 261(2), 666-678 (2017).
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  108. Niu, C.Z., Guo, X., McAleer, M., Wong, W.K.: Theory and Application of an Economic Performance Measure of Risk, International Review of Economics & Finance 56, 383-396 (2018).

  109. Niu, C.Z., Wong, W.K., Xu, Q.F.: Kappa Ratios and (Higher-Order) Stochastic Dominance, Risk Management 19(3), 245-253 (2017).

  110. Pho, K. H., Nguyen, V. T.: Comparison of Newton-Raphson Algorithm and Maxlik Function. Journal of Advanced Engineering and Computation, 2(4), 281-292 (2018).
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  111. Qiao, Z., Chiang, T.C., Wong, W.K.: Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets, Journal of International Financial Markets, Institutions & Money 18, 425-437 (2008).

  112. Qiao, Z., Clark, E., Wong, W.K.: Investors’ preference towards risk: Evidence from the Taiwan stock and stock index futures markets. Accounting Finance, 54(1), 251-274 (2012).
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  114. Qiao, Z., Li, Y.M., Wong, W.K.: Regime-dependent relationships among the stock markets of the US, Australia, and New Zealand: A Markov-switching VAR approach, Applied Financial Economics 21(24), 1831-1841 (2011).

  115. Qiao, Z., Liew, V.K.S., Wong, W.K.: Does the US IT Stock Market Dominate Other IT Stock Markets: Evidence from Multivariate GARCH Model, Economics Bulletin, 6(27), 1-7 (2007).

  116. Qiao, Z., McAleer, M., Wong, W.K.: Linear and nonlinear causality between changes in consumption and consumer attitudes, Economics Letters 102(3), 161-164 (2009).

  117. Qiao, Z., Qiao, W.W., Wong, W.K.: Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach, Global Economic Review 39(3), 225-246 (2010).
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  118. Qiao, Z., Smyth, R., Wong, W.K., (2008), Volatility Switching and Regime Interdependence Between Information Technology Stocks 1995-2005, Global Finance Journal, 19, 139-156.

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  120. Qiao, Z., Wong, W.K.: Which is a better investment choice in the Hong Kong residential property market: A big or small property? Applied Economics, 47(16), 1670-1685 (2015).

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  126. Tang, J., Sriboonchitta, S., Ramos, V., Wong, W.K.: Modelling dependence between tourism demand and exchange rate using copula-based GARCH model, Current Issues in Method and Practice 19(9), 1-19 (2014).
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  132. Tiku, M.L., Wong, W.K., Vaughan, D.C., Bian, G.: Time series models in non-normal situations: Symmetric innovations, Journal of Time Series Analysis, 21, 571-96 (2000).

  133. Tiku, M.L., Wong, W.K.: Testing for unit root in AR(1) model using three and four moment approximations, Communications in Statistics: Simulation and Computation, 27(1), 185198 (1998).
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  136. Tsendsuren S., Li C.S, Peng S.C., Wong W.K.: The Effects of Health Status on Life Insurance Holdings in 16 European Countries, Sustainability 10(10), 3454 (2018); https://doi.org/10.3390/su10103454.

  137. Valenzuela, M.R., Wong, W.K., Zhu, Z.Z.: Is it really that bad? Testing for richness and poorness in the Philippines, World Economy, forthcoming (2019).
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  138. Vieito, J.P., Wong, W.K., Zhu, Z.Z.: Could The Global Financial Crisis Improve The Performance of The G7 Stocks Markets? Applied Economics 48(12) 1066-1080 (2015).

  139. Wang, C. Y., Chen, J. C., Lee, S. M., Ou, S. T.: Joint conditional likelihood estimator in logistic regression with missing covariate data. Statistica Sinica, 555-574 (2002).
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  141. Wong, W.K., Bian G.: Robust Estimation in Capital Asset Pricing Estimation, Journal of Applied Mathematics & Decision Sciences, 4(1), 65–82 (2000).
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  152. Wong, W.K., Thompson H.E., Wei S., Chow Y.F.: Do Winners perform better than Losers? A Stochastic Dominance Approach, Advances in Quantitative Analysis of Finance and Accounting, 4, 219-254 (2006).

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  23. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
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  37. Kappa ratios and (higher-order) stochastic dominance. (2017). Wong, Wing-Keung ; Xu, Qunfang ; Niu, Cuizhen.
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  38. Management science, economics and finance: A connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin.
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  41. Background Risk Models and Stepwise Portfolio Construction. (2016). Asimit, Alexandru V ; Zitikis, Ricardas ; Vernic, Raluca.
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  46. Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China. (2015). Wong, Wing-Keung ; McAleer, Michael ; Li, Hua ; Bai, Zhidong.
    In: Quantitative Finance.
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  47. Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis. (2015). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
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  48. International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Leung, Pui Lam ; Mroua, Mourad ; Abid, Fathi.
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  49. Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures. (2013). McAleer, Michael ; Lean, Hooi Hooi.
    In: Tinbergen Institute Discussion Papers.
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  50. Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2013). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui.
    In: Tinbergen Institute Discussion Papers.
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  51. Banking Firm and Two-Moment Decision Making. (2013). Wong, Wing-Keung ; Wu, Mojia ; Broll, Udo.
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  52. Two-moment decision model for location-scale family with background asset. (2013). Zhu, Lixing ; Wong, Wing-Keung ; Guo, Xu.
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  53. The best estimation for high-dimensional Markowitz mean-variance optimization. (2013). Wong, Wing-Keung ; Li, Hua ; Bai, Zhidong.
    In: MPRA Paper.
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  54. Stochastic dominance analysis of CTA funds. (2013). Wong, Wing-Keung ; Lean, Hooi Hooi ; Phoon, Kok .
    In: Review of Quantitative Finance and Accounting.
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  55. Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures. (2013). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Wong, W-K., .
    In: Econometric Institute Research Papers.
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  56. Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures. (2013). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi.
    In: Working Papers in Economics.
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  57. STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. (2012). Wong, Wing-Keung ; Zumwalt, Kenton J ; Gasbarro, Dominic .
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  58. Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China. (2012). Wong, Wing-Keung ; McAleer, Michael ; Li, Hua ; Bai, Zhidong.
    In: Documentos de Trabajo del ICAE.
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  59. Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2012). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1209.

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  60. A New Pseudo-Bayesian Model of Investors Behavior in Financial Crises. (2012). Zhu, Lixing ; Wong, Wing-Keung ; Guo, Xu.
    In: MPRA Paper.
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  61. Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China. (2012). Wong, Wing-Keung ; McAleer, Michael ; Li, Hua ; Bai, Zhidong.
    In: KIER Working Papers.
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