Kwok Chuen Wong

Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach

Jiaqin Wei, Kwok Chuen Wong, Sheung Chi Phillip Yam et al. · Insurance Mathematics and Economics · 2013 · 77 citations

Business, Economics, Finance +16

Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting

Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam et al. · SIAM Journal on Financial Mathematics · 2014 · 69 citations · Full text

Business, Economics, Finance +15

A paradox in time-consistency in the mean–variance problem?

Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam · Finance and Stochastics · 2018 · 22 citations

Engineering, Mathematics, Probability Theory +7

Utility-Deviation-Risk Portfolio Selection

Kwok Chuen Wong, Sheung Chi Phillip Yam, Harry Zheng · SIAM Journal on Control and Optimization · 2017 · 18 citations

Business, Finance, Mathematics +17

Asset prices in segmented and integrated markets

Paolo Guasoni, Kwok Chuen Wong · Finance and Stochastics · 2020 · 10 citations · Full text

Business, Economics, Finance +14