Pui-lam Leung

The Chinese University of Hong Kong (CUHK) - Department of Statistics

Shatin, N.T.

Hong Kong

SCHOLARLY PAPERS

6

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CITATIONS
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23

Scholarly Papers (6)

1.

On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares

Number of pages: 32 Posted: 08 Jun 2006 Last Revised: 27 Apr 2010
Pui-lam Leung and Wing-Keung Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics and Asia University, Department of Finance
Downloads 606 (43,003)
Citation 2

Abstract:

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MANOVA, Asymptotic distribution, delta-method, iShares

2.

An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Practically Useful

Number of pages: 30 Posted: 16 May 2009 Last Revised: 23 Aug 2010
Pui-lam Leung, Hon-Yip Ng and Wing-Keung Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics, Chinese University of Hong Kong (CUHK) and Asia University, Department of Finance
Downloads 313 (95,666)
Citation 2

Abstract:

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Markowitz mean-variance optimization, Estimation of optimal portfolio weights, Inverted Wishart distribution, Consistency.

3.

An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Estimation Accurate with Application on the US Stock Market Investment

Number of pages: 32 Posted: 07 Dec 2011 Last Revised: 20 Oct 2016
Pui-lam Leung, Hon-Yip Ng and Wing-Keung Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics, Chinese University of Hong Kong (CUHK) and Asia University, Department of Finance
Downloads 308 (97,361)
Citation 1

Abstract:

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Markowitz mean-variance optimization, estimation of optimal portfolio weights, inverted wishart distribution, consistency

4.

Three-Factor Profile Analysis

Number of pages: 15 Posted: 08 Jun 2006
Pui-lam Leung and Wing-Keung Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics and Asia University, Department of Finance
Downloads 148 (196,493)

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ANOVA, MANOVA, time dependence, profile analysis, treatment, American Depository Receipts

5.

A New Index to Measure the Income Inequality for the Poor and the Rich

Posted: 07 Aug 2019
City University of Hong Kong, State University of New York (SUNY) - Department of Applied Mathematics and Statistics, The Chinese University of Hong Kong (CUHK) - Department of Statistics and Asia University, Department of Finance

Abstract:

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Income distribution, Gini index, Zenga index, Poor-Rich Difference Index

6.

A new index to measure the income inequality for the poor and the rich with application

Posted: 06 Nov 2018
City University of Hong Kong, State University of New York (SUNY) - Department of Applied Mathematics and Statistics, The Chinese University of Hong Kong (CUHK) - Department of Statistics and Asia University, Department of Finance

Abstract:

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Income distributions, Gini index, Zenga index, Poor-Rich Difference Index