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Pui Lam Leung
Publication Activity (10 Years)
Years Active: 1999-2012
Publications (10 Years): 0
Top Topics
Bi Objective
Financial Time Series
Portfolio Optimization
Stock Index Futures
Top Venues
Eur. J. Oper. Res.
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Publications
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Pui Lam Leung
,
Hon-Yip Ng
,
Wing-Keung Wong
An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment.
Eur. J. Oper. Res.
222 (1) (2012)
Pui Lam Leung
,
Wing-Keung Wong
Three-factor profile analysis with GARCH innovations.
Math. Comput. Simul.
77 (1) (2008)
Pui Lam Leung
,
Kin-Nam Lau
Estimating the city-block two-dimensional scaling model with simulated annealing.
Eur. J. Oper. Res.
158 (2) (2004)
Kin-Nam Lau
,
Pui Lam Leung
,
Ka-kit Tse
A mathematical programming approach to clusterwise regression model and its extensions.
Eur. J. Oper. Res.
116 (3) (1999)