Kwok Chuen Wong
Assist. Prof
Book Chapter
Peer Reviewed Journal
| Year | Publication | |
|---|---|---|
| 2019 | Wong K.C., Yam S.C.P., Zeng J. (2019) 'Mean-risk portfolio management with bankruptcy prohibition'. Insurance: Mathematics and Economics, 85 :153-172. [Link] [DOI] | |
| 2019 | Bensoussan A., Wong K.C., Yam S.C.P. (2019) 'A paradox in time-consistency in the mean–variance problem?'. Finance and Stochastics, 23 (1):173-207. [Link] [DOI] | |
| 2017 | Wong, KC;Yam, SCP;Zheng, H (2017) 'UTILITY-DEVIATION-RISK PORTFOLIO SELECTION'. SIAM Journal on Control and Optimization, 55 :1819-1861. [DOI] | |
| 2014 | Bensoussan, A;Wong, KC;Yam, SCP;Yung, SP (2014) 'Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting'. SIAM Journal on Financial Mathematics, 5 :153-190. [DOI] | |
| 2013 | Wei, J;Wong, KC;Yam, SCP;Yung, SP (2013) 'Markowitz's mean-variance asset-liability management with regime switching: A time-consistent approach'. Insurance: Mathematics and Economics, 53 :281-291. [DOI] |
Certain data included herein are derived from the © Web of Science (2023) of Clarivate. All rights reserved.
Research Interests
Mathematical Finance
Portfolio Management
Time Consistency (Dynamic Consistency)
Stochastic Control
Actuarial Science
Portfolio Management
Time Consistency (Dynamic Consistency)
Stochastic Control
Actuarial Science