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Publications by Hoi Ying Wong
Portfolio Optimization With Ambiguous Correlation and Stochastic Volatilities
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
Estimating Jump Diffusion Structural Credit Risk Models
SSRN Electronic Journal
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Portfolio Optimization With Stochastic Dominance Constraints
Journal of Banking and Finance
Economics
Econometrics
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A Review on Ambiguity in Stochastic Portfolio Optimization
Set-Valued and Variational Analysis
Numerical Analysis
Statistics
Probability
Geometry
Applied Mathematics
Analysis
Topology
Implied and Local Volatilities Under Stochastic Volatility
International Journal of Theoretical and Applied Finance
Economics
Econometrics
Finance
A SimILS-Based Methodology for a Portfolio Optimization Problem With Stochastic Returns
Lecture Notes in Business Information Processing
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International Management
Simulation
Management
Management Information Systems
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Ambiguous Information, Portfolio Inertia, and Excess Volatility
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Portfolio Optimization With Metaheuristics
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Cover's Universal Portfolio, Stochastic Portfolio Theory, and the Numéraire Portfolio
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Applied Mathematics
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Econometrics
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Social Sciences
An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
SSRN Electronic Journal
Stochastic Portfolio Selection Problem With Reliability Criteria
Discrete Dynamics in Nature and Society
Modeling
Simulation
