Warapong Wongwachara

TMB Analytics

Specialist

3000 Phahonyothin Rd.

Chomphon

Chatuchak, Bangkok 10900

Thailand

SCHOLARLY PAPERS

3

DOWNLOADS

50

CITATIONS

3

Scholarly Papers (3)

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 48 (392,978)

Abstract:

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Mean-Variance, Analytical results, Smoothing, Unsmoothing methodologies

Unsmoothing Real Estate Returns: A Regime‐Switching Approach

Real Estate Economics, Vol. 40, Issue 4, pp. 772-804, 2012
Number of pages: 33 Posted: 28 Dec 2012
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
Downloads 2 (666,280)
Citation 1
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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

3.

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