Wing Fung Chong

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 4

Top Topics

Rank Aggregation

Dynamic Allocation

Top Venues

Finance Stochastics

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

Wing Fung Chong, Runhuan Feng, Longhao Jin
Holistic principle for risk aggregation and capital allocation. Ann. Oper. Res. 330 (1) (2023)
Wing Fung Chong, Runhuan Feng, Hins Hu, Linfeng Zhang
Cyber Risk Assessment for Capital Management. CoRR (2022)
Alexandru V. Asimit, Tim J. Boonen, Yichun Chi, Wing Fung Chong
Risk sharing with multiple indemnity environments. Eur. J. Oper. Res. 295 (2) (2021)
Wing Fung Chong, Ying Hu, Gechun Liang, Thaleia Zariphopoulou
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior. Finance Stochastics 23 (1) (2019)