Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Weng Lam

Higher Moment Portfolio Management With Downside Risk

American Journal of Social and Management Sciences

English

Related publications

Interval-Valued Upside Potential and Downside Risk Portfolio Optimisation

Economic Research-Ekonomska Istrazivanja

English

Downside Risk Management in the Postal Sector

English

Volatility vs. Downside Risk: Optimally Protecting Against Drawdowns and Maintaining Portfolio Performance

SSRN Electronic Journal

English

Downside Risk

English

A New Approach in Non-Parametric Estimation of Returns in Mean-Downside Risk Portfolio Frontier

International Journal of Portfolio Analysis and Management

English

Portfolio Management With Cryptocurrencies: The Role of Estimation Risk

Economics Letters

English

Portfolio Management With Cryptocurrencies: The Role of Estimation Risk

SSRN Electronic Journal

English

Downside Risk Evaluation With the R Package GAS

Numerical Analysis

English

Downside Variance Risk Premium

Finance and Economics Discussion Series

English