Pui-lam Leung

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

Shatin, N.T.

Hong Kong

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

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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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 848 (48,286)
Citation 21

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MANOVA, Asymptotic distribution, delta-method, iShares

2.

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, Henry 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 371 (134,936)
Citation 10

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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 Practically Useful

Number of pages: 30 Posted: 16 May 2009 Last Revised: 23 Aug 2010
Pui-lam Leung, Henry 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 334 (151,264)
Citation 2

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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 163 (301,337)

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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
Raymond Honfu Chan, Teng Chen, Pui-lam Leung and Wing-Keung Wong
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

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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
Raymond Honfu Chan, Teng Chen, Pui-lam Leung and Wing-Keung Wong
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