Kwok Chuen Wong

Publication Activity (10 Years)

Years Active: 2014-2019
Publications (10 Years): 2

Top Topics

Continuous Domains

Portfolio Selection

Transaction Costs

Path Consistency

Top Venues

Finance Stochastics

SIAM J. Financial Math.

SIAM J. Control. Optim.

Publications

Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam
A paradox in time-consistency in the mean-variance problem? Finance Stochastics 23 (1) (2019)
Kwok Chuen Wong, Sheung Chi Phillip Yam, H. Zheng
Utility-Deviation-Risk Portfolio Selection. SIAM J. Control. Optim. 55 (3) (2017)
Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam, Siu-Pang Yung
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting. SIAM J. Financial Math. 5 (1) (2014)