Pui Lam Leung

International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches

Fathi Abid, Pui Lam Leung, Mourad Mroua et al. · Journal of risk and financial management · 2014 · 50 citations · Full text

Asset Allocation, Portfolio Management, Portfolio Choice +21

Estimation of Parameter Matrices and Eigenvalues in MANOVA and Canonical Correlation Analysis

Pui Lam Leung, Robb J. Muirhead · The Annals of Statistics · 1987 · 24 citations · Full text

Spectral Theory, Engineering, Matrix Analysis +14

Estimating the city-block two-dimensional scaling model with simulated annealing

Pui Lam Leung, Kin-Nam Lau · European Journal of Operational Research · 2003 · 18 citations

Urban Design, Urban Modelling, Simulated Annealing +4

Estimation of the Scale Matrix and its Eigenvalues in the Wishart and the Multivariate F Distributions

Pui Lam Leung, Wai Chan · Annals of the Institute of Statistical Mathematics · 1998 · 15 citations

Spectral Theory, Engineering, Multivariate Analysis +8

Improved estimation of a covariance matrix in an elliptically contoured matrix distribution

Pui Lam Leung, Foon Yip Ng · Journal of Multivariate Analysis · 2003 · 14 citations

Parameter Estimation, Covariance Matrix, Machine Vision +8