John Wright

The Chinese University of Hong Kong

Lecturer

Department of Statistics

The Chinese University of Hong Kong

Hong Kong

Hong Kong

  • The Chinese University of Hong Kong

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

A Test for the Equality of Multiple Sharpe Ratios

Journal of Risk, Vol. 16, No. 4, 2014
Number of pages: 20 Posted: 07 Jun 2016
John Wright, S. C. P. Yam and Siu Pang Yung
The Chinese University of Hong Kong, The Chinese University of Hong Kong. Department of Statistics and The University of Hong Kong
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Sharpe ratios, equality

2.

Calendar Effects and Real Estate Securities

Journal of Real Estate Finance and Economics, Vol. 49, No. 1, 2014
Posted: 19 Jun 2014 Last Revised: 02 Sep 2016
Eddie Hui, John Wright and S. C. P. Yam
Hong Kong Polytechnic University, The Chinese University of Hong Kong and The Chinese University of Hong Kong. Department of Statistics

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Calendar effects; Real estate securities index; Reality check test; Superior predictive test; Market efficiency