Concepedia

Hoi Ying Wong

HY

65

Publications

1.9K

Citations

26

H-Index

2001

Active since

Affiliations

Chinese University of Hong Kong(Current)

Education University of Hong Kong

Nanyang Technological University

Beijing Normal-Hong Kong Baptist University

La Trobe University

Hoi Ying Wong is an author at Chinese University of Hong Kong specializing in business, asset pricing, and finance.

Top concepts

FinanceBusinessAsset PricingEconomicsManagementOption PricingFinancial EngineeringPortfolio OptimizationEngineeringFinancial Economics

Publications per year

2001–2023

65

Publications

65

Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities

Jean‐Pierre Fouque, Chi Seng Pun, Hoi Ying Wong · SIAM Journal on Control and Optimization · 2016 · 98 citations

Mathematical Programming, Economics, Portfolio Optimization +14

Mean–variance portfolio selection of cointegrated assets

Mei Choi Chiu, Hoi Ying Wong · Journal of Economic Dynamics and Control · 2011 · 92 citations

Economics, Portfolio Optimization, Financial Economics +8

Option pricing with mean reversion and stochastic volatility

Hoi Ying Wong, Yu Wai Lo · European Journal of Operational Research · 2008 · 88 citations

Option Pricing, Multivariate Stochastic Volatility, Engineering +5

Robust investment–reinsurance optimization with multiscale stochastic volatility

Chi Seng Pun, Hoi Ying Wong · Insurance Mathematics and Economics · 2015 · 68 citations · Full text

Multivariate Stochastic Volatility, Portfolio Optimization, Asset Pricing +4

Mean–variance asset–liability management: Cointegrated assets and insurance liability

Mei Choi Chiu, Hoi Ying Wong · European Journal of Operational Research · 2012 · 59 citations

Insurance Liability, Engineering, Asset Pricing +6

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