Kok Fai Phoon

SIM University

Associate Professor

School of Business

461 Clementi Road

Singapore, 599491

Singapore

SCHOLARLY PAPERS

3

DOWNLOADS

582

CITATIONS

0

Scholarly Papers (3)

1.

Asset Performance Evaluation with the Mean-Variance Ratio

Number of pages: 29 Posted: 08 May 2006 Last Revised: 20 Oct 2016
Zhidong Bai, Kok Fai Phoon, Keyan Wang and Wing-Keung Wong
Northeast Normal University, SIM University, Northeast Normal University and Asia University, Department of Finance
Downloads 485 (57,225)

Abstract:

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Sharpe ratio, performance hypothesis testing, Normal distribution, uniformly most powerful unbiased test, CTA funds

2.

Mean-Variance and Stochastic Dominance Analysis of Global Exchange-Traded Funds

Number of pages: 46 Posted: 14 Apr 2016
Zhen-Zhen Zhu, Wing-Keung Wong and Kok Fai Phoon
Northeast Normal University, Asia University, Department of Finance and SIM University
Downloads 62 (349,029)

Abstract:

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exchange-traded funds, stochastic dominance, risk-averse investors, performance measurement

3.

Credit Rating Score Analysis

SFB 649 Discussion Paper 2016-046
Number of pages: 37 Posted: 03 Nov 2016
Humboldt University of Berlin - Institute for Statistics and Econometrics, SIM University and Singapore University of Social Sciences (SUSS)
Downloads 35 (442,503)

Abstract:

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Credit risk, Principal Components Analysis, Credit Rating Score