Poh Ling Neo

Singapore University of Social Sciences

461 Clementi Road

599491

Singapore

SCHOLARLY PAPERS

4

DOWNLOADS

113

TOTAL CITATIONS

0

Scholarly Papers (4)

1.

Universal Return and Factor Timing

Singapore Management University School of Business Research Paper Forthcoming
Number of pages: 22 Posted: 08 Nov 2024
Poh Ling Neo, Chyng Wen Tee and Jeroen Kerkhof
Singapore University of Social Sciences, Singapore Management University - Lee Kong Chian School of Business and Solvay Brussels School of Economics and Management
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Abstract:

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2.

Tail Risk Hedging: The Search for Cheap Options

The Journal of Portfolio Management, November 2023, 50 (1) 106-119 DOI: 10.3905/jpm.2023.1.539
Posted: 10 Mar 2023
Poh Ling Neo and Chyng Wen Tee
Singapore University of Social Sciences and Singapore Management University - Lee Kong Chian School of Business

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tail risk, portfolio insurance, risk management, portfolio management, hedging, option markets, index options, volatility risk premium

3.

Volatility Timing under Low-Volatility Strategy

Journal of Portfolio Management, Vol. 48, No. 1, 2021, https://doi.org/10.3905/jpm.2021.1.293
Posted: 24 Aug 2019 Last Revised: 24 Feb 2022
Poh Ling Neo and Chyng Wen Tee
Singapore University of Social Sciences and Singapore Management University - Lee Kong Chian School of Business

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portfolio management, asset allocation, low volatility strategies

4.

Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate Regimes

Journal of Derivatives, Vol. 27, No. 2, 2019. https://doi.org/10.3905/jod.2019.1.083
Posted: 25 Jun 2019 Last Revised: 01 Mar 2022
Poh Ling Neo and Chyng Wen Tee
Singapore University of Social Sciences and Singapore Management University - Lee Kong Chian School of Business

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derivatives valuation, interest rate markets, swaptions, risk management, portfolio management, pricing and hedging, stochastic volatility models, SABR model