The Citing articles tool gives a list of articles citing the current article. The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program . You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
Chi-Kwong Li , Wing-Keung Wong
RAIRO-Oper. Res., 33 4 (1999) 509-524
Published online: 2002-08-15
This article has been cited by the following article(s):
95 articles
New stochastic dominance theory for investors with risk-averse and risk-seeking utilities with applications including solutions for the Friedman–Savage paradox
Wing Keung Wong, Chenghu Ma, Zhuo Qiao, Udo Broll and João Paulo Vieito Review of Behavioral Finance 18 (3) 325 (2026) https://doi.org/10.1108/RBF-03-2025-0099
The aspects of behavioral finance with new insights: an analysis of individual investors at Pakistan Stock Exchange (PSX)
Sara Munir, Mazhar Farid Chishti and Rizwana Bashir Journal of Economic and Administrative Sciences 42 (3) 753 (2026) https://doi.org/10.1108/JEAS-11-2023-0306
Understanding behavioural biases in investment decisions: empirical insights from an emerging market
Mazhar Farid Chishti, Farhan Ali, Mustafa Rehman Khan, Ismail Khan, Ngan Thi Luong and Arsalan Mujahid Ghouri Cogent Economics & Finance 13 (1) (2025) https://doi.org/10.1080/23322039.2025.2567499
New trading strategy in investment and a new anomaly: A study of the hedge funds from emerging and developed markets
Wing-Keung Wong, Tsun Se Cheong, David Chui, Zhihui Lv and João Paulo Vieito Heliyon 9 (12) e22486 (2023) https://doi.org/10.1016/j.heliyon.2023.e22486
What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is This a New Financial Anomaly?
Zhihui Lv, Chun-Kei Tsang, Niklas F. Wagner and Wing Keung Wong Emerging Markets Finance and Trade 59 (5) 1554 (2023) https://doi.org/10.1080/1540496X.2022.2136941
How to Get Papers Published in Reputable Journals?
Wing-Keung Wong SSRN Electronic Journal (2023) https://doi.org/10.2139/ssrn.4533504
The Mean-Variance Rule for Investors with Reverse S-Shaped Utility
Wing-Keung Wong, David Yeung and Richard Lu Annals of Financial Economics 18 (01) (2023) https://doi.org/10.1142/S2010495222500300
New Trading Strategy in Investment: A Study of the Hedge Funds From Emerging and Developed Markets
Zhihui Lv, Tsun Se Cheong, David Chui and Wing-Keung Wong SSRN Electronic Journal (2022) https://doi.org/10.2139/ssrn.4168405
Combinatorial Optimization
Guillaume Sagnol and Daniel Schmidt genannt Waldschmidt Lecture Notes in Computer Science, Combinatorial Optimization 13526 228 (2022) https://doi.org/10.1007/978-3-031-18530-4_17
The Willingness to Pay for Diversification
Ola Mahmoud Management Science 68 (8) 6235 (2022) https://doi.org/10.1287/mnsc.2021.4122
Central moments, stochastic dominance, moment rule, and diversification with an application
Raymond H. Chan, Sheung-Chi Chow, Xu Guo and Wing-Keung Wong Chaos, Solitons & Fractals 161 112251 (2022) https://doi.org/10.1016/j.chaos.2022.112251
What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is this a new Financial Anomaly?
Wing-Keung Wong SSRN Electronic Journal (2022) https://doi.org/10.2139/ssrn.4167375
The Mean-Variance Rule for Investors with Reverse S-Shaped Utility
Wing-Keung Wong, David Yeung and Richard Lu SSRN Electronic Journal (2022) https://doi.org/10.2139/ssrn.4168107
New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong
Nikolai Sheung-Chi Chow, Maria Rebecca Valenzuela and Wing-Keung Wong Asia-Pacific Journal of Operational Research 39 (04) (2022) https://doi.org/10.1142/S0217595920400254
The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio
Zhihui Lv, Amanda M. Y. Chu, Wing Keung Wong and Thomas C. Chiang Risk Management 23 (1-2) 97 (2021) https://doi.org/10.1057/s41283-021-00069-4
Central Moments, Stochastic Dominance, Moment Rule, and Diversification
Raymond Honfu Chan, Sheung-Chi Chow, Xu Guo and Wing-Keung Wong SSRN Electronic Journal (2021) https://doi.org/10.2139/ssrn.3900600
Review on Efficiency and Anomalies in Stock Markets
Kai-Yin Woo, Chulin Mai, Michael McAleer and Wing-Keung Wong Economies 8 (1) 20 (2020) https://doi.org/10.3390/economies8010020
The seasonality of gold prices in China does the risk‐aversion level matter?
Thi Hong Van Hoang, Zhenzhen Zhu, Bing Xiao and Wing‐Keung Wong Accounting & Finance 60 (3) 2617 (2020) https://doi.org/10.1111/acfi.12396
New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Raymond H. Chan, Ephraim Clark, Xu Guo and Wing-Keung Wong Risk Management 22 (2) 108 (2020) https://doi.org/10.1057/s41283-019-00057-9
Review on behavioral economics and behavioral finance
Wing-Keung Wong Studies in Economics and Finance 37 (4) 625 (2020) https://doi.org/10.1108/SEF-10-2019-0393
State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam
Tran Thai Ha Nguyen, Massoud Moslehpour, Thi Thuy Van Vo and Wing-Keung Wong Economies 8 (2) 46 (2020) https://doi.org/10.3390/economies8020046
Farinelli and Tibiletti ratio and stochastic dominance
Xu Guo, Cuizhen Niu and Wing-Keung Wong Risk Management 21 (3) 201 (2019) https://doi.org/10.1057/s41283-019-00050-2
Stochastic Models in Reliability, Network Security and System Safety
Hai-Bo Yu Communications in Computer and Information Science, Stochastic Models in Reliability, Network Security and System Safety 1102 72 (2019) https://doi.org/10.1007/978-981-15-0864-6_4
Skewness Preference and Asset Pricing: Evidence from the Japanese Stock Market
Yang and Nguyen Journal of Risk and Financial Management 12 (3) 149 (2019) https://doi.org/10.3390/jrfm12030149
Management Information, Decision Sciences, and Financial Economics: A Connection
Chia-Lin Chang, Michael McAleer and Wing-Keung Wong SSRN Electronic Journal (2018) https://doi.org/10.2139/ssrn.3103807
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
Chia-Lin Chang, Michael McAleer and Wing-Keung Wong SSRN Electronic Journal (2018) https://doi.org/10.2139/ssrn.3117386
Applications of Econometrics in Research
Wing-Keung Wong SSRN Electronic Journal (2018) https://doi.org/10.2139/ssrn.3235074
The Willingness to Pay for Diversification
Ola Mahmoud SSRN Electronic Journal (2018) https://doi.org/10.2139/ssrn.3260609
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
Chia-Lin Chang, Michael McAleer and Wing-Keung Wong Journal of Risk and Financial Management 11 (1) 15 (2018) https://doi.org/10.3390/jrfm11010015
Could Omega Ratio Perform Better than Sharpe Ratio?
Xu Guo, Haim Levy, Richard Lu and Wing-Keung Wong SSRN Electronic Journal (2018) https://doi.org/10.2139/ssrn.3198033
Is wine a good choice for investment?
Elie Bouri, Rangan Gupta, Wing-Keung Wong and Zhenzhen Zhu Pacific-Basin Finance Journal 51 171 (2018) https://doi.org/10.1016/j.pacfin.2018.07.002
Diversification versus optimality: is there really a diversification puzzle?
Sergio Ortobelli Lozza, Wing-Keung Wong, Frank J. Fabozzi and Martin Egozcue Applied Economics 50 (43) 4671 (2018) https://doi.org/10.1080/00036846.2018.1459037
New Development on the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Application in Risk Management
Raymond Honfu Chan, Ephraim Clark and Wing-Keung Wong SSRN Electronic Journal (2018) https://doi.org/10.2139/ssrn.3302103
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
Chia-Lin Chang, Michael McAleer and Wing-Keung Wong SSRN Electronic Journal (2018) https://doi.org/10.2139/ssrn.3140371
New Theories in Financial Economics and Financial Econometrics with Applications and Real-Life Practice
Wing-Keung Wong SSRN Electronic Journal (2017) https://doi.org/10.2139/ssrn.2923185
Is Gold Different for Risk-Averse and Risk-Seeking Investors? An Empirical Analysis of the Shanghai Gold Exchang
Thi-Hong-Van Hoang, Wing-Keung Wong and Zhenzhen Zhu SSRN Electronic Journal (2017) https://doi.org/10.2139/ssrn.2913334
Why Investors Buy Insurance and Try Their Luck with Lotteries as Well?
Wing-Keung Wong and Zhuo Qiao SSRN Electronic Journal (2017) https://doi.org/10.2139/ssrn.2980007
Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly
Xu Guo, Xuejun Jiang and Wing-Keung Wong Economies 5 (4) 38 (2017) https://doi.org/10.3390/economies5040038
The Preferences of Omega Ratio for Risk Averters and Risk Seekers
Xu Guo and Wing-Keung Wong SSRN Electronic Journal (2017) https://doi.org/10.2139/ssrn.2938547
Kappa ratios and (higher-order) stochastic dominance
Cuizhen Niu, Wing-Keung Wong and Qunfang Xu Risk Management 19 (3) 245 (2017) https://doi.org/10.1057/s41283-017-0020-1
Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis
Abdelbari El Khamlichi, Thi-Hong-Van Hoang, Wing-Keung Wong and Zhenzhen Zhu SSRN Electronic Journal (2017) https://doi.org/10.2139/ssrn.2915159
Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets
Ephraim Clark, Zhuo Qiao and Wing-Keung Wong SSRN Electronic Journal (2017) https://doi.org/10.2139/ssrn.3076338
Naive Diversification Preferences and their Representation
Enrico G. De Giorgi and Ola Mahmoud SSRN Electronic Journal (2016) https://doi.org/10.2139/ssrn.2864231
THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS
Ephraim Clark, Zhuo Qiao and Wing‐Keung Wong Economic Inquiry 54 (2) 907 (2016) https://doi.org/10.1111/ecin.12288
Could the global financial crisis improve the performance of the G7 stocks markets?
João Paulo Vieito, Wing-Keung Wong and Zhen-Zhen Zhu Applied Economics 48 (12) 1066 (2016) https://doi.org/10.1080/00036846.2015.1093083
Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market
Chun-Kei Tsang, Wing-Keung Wong and Ira Horowitz Studies in Economics and Finance 33 (4) 735 (2016) https://doi.org/10.1108/SEF-03-2015-0079
A Note on Stochastic Dominance and the Omega Ratio
Xu Guo, Xuejun Jiang and Wing-Keung Wong SSRN Electronic Journal (2016) https://doi.org/10.2139/ssrn.2827058
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
Zhidong Bai, Hua Li, Michael McAleer and Wing-Keung Wong Quantitative Finance 15 (5) 889 (2015) https://doi.org/10.1080/14697688.2014.943273
Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange
Thi-Hong-Van Hoang, Hooi Hooi Lean and Wing-Keung Wong International Review of Financial Analysis 42 98 (2015) https://doi.org/10.1016/j.irfa.2014.11.020
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean, Michael McAleer and Wing-Keung Wong International Review of Economics & Finance 40 204 (2015) https://doi.org/10.1016/j.iref.2015.02.019
On Fundamental Trade-offs of Device-to-Device Communications in Large Wireless Networks
Andres Altieri, Pablo Piantanida, Leonardo Rey Vega and Cecilia G. Galarza IEEE Transactions on Wireless Communications 14 (9) 4958 (2015) https://doi.org/10.1109/TWC.2015.2430341
Aggregation of not independent experts’ opinions under ambiguity
Marcello Basili and Luca Pratelli Structural Safety 52 144 (2015) https://doi.org/10.1016/j.strusafe.2014.04.001
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange
Thi-Hong-Van Hoang, Wing-Keung Wong and Zhenzhen Zhu Economic Modelling 50 200 (2015) https://doi.org/10.1016/j.econmod.2015.06.021
A Note on Almost Stochastic Dominance and Generalized Almost Stochastic Dominance
Xu Guo, Wing-Keung Wong and Lixing Zhu SSRN Electronic Journal (2014) https://doi.org/10.2139/ssrn.2494717
Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets
Zhuo Qiao, Ephraim Clark and Wing‐Keung Wong Accounting & Finance 54 (1) 251 (2014) https://doi.org/10.1111/j.1467-629X.2012.00508.x
Handbook of Asian Finance
Yongchang Hui, Zhidong Bai, Kok-Fai Phoon and Wing-Keung Wong Handbook of Asian Finance 461 (2014) https://doi.org/10.1016/B978-0-12-800986-4.00024-8
Banking Firm and Two-Moment Decision Making
Udo Broll, Wing-Keung Wong and Mojia Wu SSRN Electronic Journal (2013) https://doi.org/10.2139/ssrn.2359971
The performance of commodity trading advisors: A mean-variance-ratio test approach
Zhidong Bai, Kok Fai Phoon, Keyan Wang and Wing-Keung Wong The North American Journal of Economics and Finance 25 188 (2013) https://doi.org/10.1016/j.najef.2012.06.010
ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL
GUORUI BIAN, MICHAEL McALEER and WING-KEUNG WONG Annals of Financial Economics 08 (02) 1350007 (2013) https://doi.org/10.1142/S2010495213500073
Stochastic dominance relationships between stock and stock index futures markets: International evidence
Zhuo Qiao, Wing-Keung Wong and Joseph K.W. Fung Economic Modelling 33 552 (2013) https://doi.org/10.1016/j.econmod.2013.04.049
Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty
Wing-Keung Wong and Martín Egozcue SSRN Electronic Journal (2012) https://doi.org/10.2139/ssrn.2006122
Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test
Z. Bai, Y. Hui, W.-K. Wong and R. Zitikis Journal of Financial Econometrics 10 (4) 703 (2012) https://doi.org/10.1093/jjfinec/nbr020
STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES
DOMINIC GASBARRO, WING-KEUNG WONG and J. KENTON ZUMWALT Annals of Financial Economics 07 (01) 1250005 (2012) https://doi.org/10.1142/S2010495212500054
A New Pseudo-Bayesian Model for Investors' Behaviors in Financial Crises
Wing-Keung Wong, Kin Lam, Wing-Keung Wong and Lixing Zhu SSRN Electronic Journal (2012) https://doi.org/10.2139/ssrn.2098082
Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach
Zhuo Qiao, Weiwei Qiao and Wing-Keung Wong Global Economic Review 40 (3) 251 (2011) https://doi.org/10.1080/1226508X.2011.601628
Portfolios Resampling and International Diversification: A Non-Parametric Stochastic Dominance Approach
Mourad Mroua, Fathi Abid and Wing-Keung Wong SSRN Electronic Journal (2011) https://doi.org/10.2139/ssrn.1828563
A New Pseudo Bayesian Model for Stock Returns In Financial Crisis
Wing-Keung Wong, Eric Fung, Kin Lam and Tak-Kuen Siu SSRN Electronic Journal (2011) https://doi.org/10.2139/ssrn.1836932
Test statistics for prospect and Markowitz stochastic dominances with applications
Zhidong Bai, Hua Li, Huixia Liu and Wing-Keung Wong The Econometrics Journal 14 (2) 278 (2011) https://doi.org/10.1111/j.1368-423X.2011.00348.x
Do investors like to diversify? A study of Markowitz preferences
Martín Egozcue, Luis Fuentes García, Wing-Keung Wong and Ričardas Zitikis European Journal of Operational Research 215 (1) 188 (2011) https://doi.org/10.1016/j.ejor.2011.05.034
Asset Performance Evaluation with the Mean-Variance Ratio
Zhidong Bai, Keyan Wang, Wing-Keung Wong and Kok Fai Phoon SSRN Electronic Journal (2011) https://doi.org/10.2139/ssrn.900973
Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach
Hooi Hooi Lean, Michael McAleer and Wing-Keung Wong Energy Economics 32 (5) 979 (2010) https://doi.org/10.1016/j.eneco.2010.05.001
Gains from diversification on convex combinations: A majorization and stochastic dominance approach
Martin Egozcue and Wing-Keung Wong European Journal of Operational Research 200 (3) 893 (2010) https://doi.org/10.1016/j.ejor.2009.01.007
Does International Diversification Substitute for Home Bias?
Wing-Keung Wong, Fathi Abid and Mourad Mroua SSRN Electronic Journal (2010) https://doi.org/10.2139/ssrn.1690125
Do Investors Like to Diversify? A Study of Markowitz Preferences
Martin Egozcue, Luis F. Garcia, Wing-Keung Wong and Ricardas Zitikis SSRN Electronic Journal (2010) https://doi.org/10.2139/ssrn.1338664
Robust Estimation and Forecasting of the Capital Asset Pricing Model
Guorui Bian, Michael McAleer and Wing-Keung Wong SSRN Electronic Journal (2010) https://doi.org/10.2139/ssrn.1656928
Estimation of Cost of Capital and its Reliability
Wing-Keung Wong SSRN Electronic Journal (2010) https://doi.org/10.2139/ssrn.1561022
Multivariate Stochastic Dominance for Risk Averters and Risk Seekers
Wing-Keung Wong and Martin Egozcue SSRN Electronic Journal (2010) https://doi.org/10.2139/ssrn.1664926
Mean-Variance Ratio Test, a Complement of Coefficients of Variation Test and Sharpe Ratio Test
Zhidong Bai, Keyan Wang and Wing-Keung Wong SSRN Electronic Journal (2010) https://doi.org/10.2139/ssrn.1567966
A New Pseudo-Bayesian Model with Implications to Financial Anomalies and Investors’ Behaviors
Kin Lam, Taisheng Liu and Wing-Keung Wong SSRN Electronic Journal (2010) https://doi.org/10.2139/ssrn.1611648
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
Hooi Hooi Lean, Michael McAleer and Wing-Keung Wong SSRN Electronic Journal (2010) https://doi.org/10.2139/ssrn.1537103
GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS
JINGLIANG XIAO, ROBERT D BROOKS and WING-KEUNG WONG Annals of Financial Economics 05 (01) 0950005 (2009) https://doi.org/10.1142/S2010495209500055
An Improvement of the Sharpe-Ratio Test on Small Samples -- Mean-Variance Ratio Test
Zhidong Bai, Keyan Wong and Wing-Keung Wong SSRN Electronic Journal (2009) https://doi.org/10.2139/ssrn.1336898
A Note on the Stochastic Dominance Test Statistics
Zhidong Bai and Wing-Keung Wong SSRN Electronic Journal (2009) https://doi.org/10.2139/ssrn.1424390
Segregation and Integration: A Study of the Behaviors of Investors with Extended Value Functions
Martin Egozcue and Wing-Keung Wong SSRN Electronic Journal (2009) https://doi.org/10.2139/ssrn.1365757
Preferences over location-scale family
Wing-Keung Wong and Chenghu Ma Economic Theory 37 (1) 119 (2008) https://doi.org/10.1007/s00199-007-0254-3
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
Hooi-Hooi Lean, Wing-Keung Wong and Xibin Zhang Mathematics and Computers in Simulation 79 (1) 30 (2008) https://doi.org/10.1016/j.matcom.2007.09.002
Prospect and Markowitz stochastic dominance
W. -K. Wong and R. H. Chan Annals of Finance 4 (1) 105 (2007) https://doi.org/10.1007/s10436-007-0072-4
Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications
Zhidong Bai, Huixia Liu, Wing-Keung Wong and Hua Li SSRN Electronic Journal (2007) https://doi.org/10.2139/ssrn.1030728
Stochastic Dominance Analysis of iShares
Dominic Gasbarro, Wing-Keung Wong and J. Kenton Zumwalt The European Journal of Finance 13 (1) 89 (2007) https://doi.org/10.1080/13518470601025243
Stochastic dominance and mean–variance measures of profit and loss for business planning and investment
Wing-Keung Wong European Journal of Operational Research 182 (2) 829 (2007) https://doi.org/10.1016/j.ejor.2006.09.032
DO MONEY AND INTEREST RATES MATTER FOR STOCK PRICES? AN ECONOMETRIC STUDY OF SINGAPORE AND USA
WING-KEUNG WONG, HABIBULLAH KHAN and JUN DU The Singapore Economic Review 51 (01) 31 (2006) https://doi.org/10.1142/S0217590806002214
Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VAR and C-Var
Wing-Keung Wong and Chenghu Ma SSRN Electronic Journal (2006) https://doi.org/10.2139/ssrn.907272
On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares
Pui-lam Leung and Wing-Keung Wong SSRN Electronic Journal (2006) https://doi.org/10.2139/ssrn.907270
On the estimation of cost of capital and its reliability
Wing-keung Wong and Raymond H Chan Quantitative Finance 4 (3) 365 (2004) https://doi.org/10.1088/1469-7688/4/3/011
How rewarding is technical analysis? Evidence from Singapore stock market
Wing-Keung Wong, Meher Manzur and Boon-Kiat Chew Applied Financial Economics 13 (7) 543 (2003) https://doi.org/10.1080/0960310022000020906