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Cheung, Wing's
Scholarly Papers
Click on the title of any column to sort the table by that
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Aggregate Statistics |
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Total
Downloads
7,892 |
Total
Citations
25 |
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1.
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Cheung, Wing
affiliation not provided to SSRN
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12 Feb 09
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Last Revised:
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01 Jul 12
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2,510
(1,898)
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4
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asset allocation, portfolio construction, Bayes' Rule, view blending and shrinkage, CAPM, semi-strong market efficiency, mean-variance optimisation
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2.
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Cheung, Wing
affiliation not provided to SSRN
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| Posted: |
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26 Feb 09
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Last Revised:
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21 Oct 12
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1,648
(3,943)
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7
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asset allocation, portfolio construction, Bayes' Rule, Black-Litterman, view blending and shrinkage, CAPM, semi-strong market efficiency, Fama-French, factor ranking, factor risk model, mean-variance optimisation, robustness
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3.
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Cheung, Wing
affiliation not provided to SSRN
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08 Apr 09
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Last Revised:
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25 Apr 12
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878
(11,362)
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6
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portfolio construction, Bayes' Rule, Augmented Black-Litterman (ABL), view blending and shrinkage, semi-strong market efficiency, Fama-French, factor ranking, factor risk model, optimisation, robustness, portable alpha, strategy combination, factor mimicking, hedging, stock-specific betting
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4.
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Cheung, Wing
affiliation not provided to SSRN
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25 Aug 09
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Last Revised:
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25 Apr 12
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805
(13,018)
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1
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copula, dependence, correlation, financial contagion, tail risk, non-normal portfolio management
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5.
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Cheung, Wing
affiliation not provided to SSRN
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| Posted: |
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25 Aug 09
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Last Revised:
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24 Dec 12
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456
(28,817)
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1
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Augmented Black-Litterman (ABL), view blending and shrinkage, Bayes' Rule, CAPM, semi-strong market efficiency, non-normality, non-linear factor model, Monte Carlo, Bayesian posterior sampling, portfolio construction, optimisation, robustness, CVaR minimisation
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6.
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Cheung, Wing
affiliation not provided to SSRN Mishra, Mayank
Nomura Holdings, Inc. (NHI) - Nomura International PLC
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07 Jan 10
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Last Revised:
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25 Apr 12
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423
(31,751)
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1
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asset allocation, factor mimicking, Augmented Black-Litterman (ABL), Fama-French, factor ranking, factor risk model, crowded trades, transaction costs
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7.
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Cheung, Wing
affiliation not provided to SSRN Mittal, Nikhil
affiliation not provided to SSRN
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26 Oct 09
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Last Revised:
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25 Apr 12
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378
(36,583)
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3
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factor mimicking, portfolio construction, Augmented Black-Litterman (ABL), factor tilt, Fama-French, factor ranking, factor risk model, optimisation, OLS, GLS
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8.
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Cheung, Wing
affiliation not provided to SSRN
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| Posted: |
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07 Jan 10
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Last Revised:
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25 Apr 12
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311
(46,251)
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2
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asset allocation, factor mimicking, Augmented Black-Litterman (ABL), Fama-French, factor ranking, factor risk model
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9.
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Cheung, Wing
affiliation not provided to SSRN
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| Posted: |
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26 Dec 10
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Last Revised:
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25 Apr 12
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246
(60,312)
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allocation, factor mimicking, hedging, Augmented Black-Litterman (ABL), Fama-French, factor risk model
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10.
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Cheung, Wing
affiliation not provided to SSRN Mishra, Mayank
Nomura
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| Posted: |
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15 Sep 10
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Last Revised:
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25 Apr 12
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237
(62,772)
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factor mimicking, factor combination, view blending and shrinkage, signal-noise efficiency, dollar neutrality, beta neutrality
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Records 1 -
10
of 10 matches
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