Warapong Wongwachara

TMB Analytics

Specialist

3000 Phahonyothin Rd.

Chomphon

Chatuchak, Bangkok 10900

Thailand

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SCHOLARLY PAPERS

3

DOWNLOADS

145

TOTAL CITATIONS

0

Scholarly Papers (3)

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1.

The Effect of Smoothing on Optimal Portfolio Choice: Some Analytical and Computational Results

Number of pages: 42 Posted: 22 Aug 2011
Warapong Wongwachara
TMB Analytics
Downloads 145 (428,355)

Abstract:

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Mean-Variance, Analytical results, Smoothing, Unsmoothing methodologies

2.

Nonlinearity and Smoothing in Venture Capital Performance Data

Journal of Empirical Finance, Forthcoming
Posted: 25 May 2012
Michael D. McKenzie, Stephen E. Satchell and Warapong Wongwachara
The University of Sydney - Discipline of Finance, University of Cambridge - Faculty of Economics and Politics and TMB Analytics

Abstract:

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Regime switching, Threshold autoregressive model, Venture capital returns

3.

Unsmoothing Real Estate Returns: A Regime-Switching Approach

Real Estate Economics, Forthcoming
Posted: 12 Aug 2011
Colin Lizieri, Stephen E. Satchell and Warapong Wongwachara
University of Cambridge - Department of Land Economy, University of Cambridge - Faculty of Economics and Politics and TMB Analytics

Abstract:

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Smoothing, Identification, Regime switching, Threshold Autoregressive model, Real estate returns