Wen-Kai Wang

National University of Kaohsiung - Department of Finance

Assistant Professor

700 Kaohsiung University Rd.

Nanzih District

Kaohsiung 803

Taiwan

SCHOLARLY PAPERS

11

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2,610

SSRN CITATIONS
Rank 46,943

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Top 46,943

in Total Papers Citations

4

CROSSREF CITATIONS

9

Scholarly Papers (11)

1.

The Formation Process of Winners and Losers in Momentum Investing

Number of pages: 67 Posted: 28 May 2015
Li-Wen Chen, Wen-Kai Wang and Hsin-Yi Yu
National Chung Cheng University, National University of Kaohsiung - Department of Finance and University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance
Downloads 829 (32,248)

Abstract:

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Momentum; Historical Price; Price Movement

2.

Evolution of Historical Prices in Momentum Investing

Journal of Financial Markets, Forthcoming
Number of pages: 48 Posted: 03 Aug 2017
Li-Wen Chen, Hsin-Yi Yu and Wen-Kai Wang
National Chung Cheng University, University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance and National University of Kaohsiung - Department of Finance
Downloads 459 (69,644)
Citation 1

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Momentum, Historical price evolution, Extrapolation; Overreaction

3.

Irreversible Investment with Cox-Ingersoll-Ross Type Mean Reversion

Number of pages: 30 Posted: 03 Oct 2007
Christian-Oliver Ewald and Wen-Kai Wang
University of Glasgow and National University of Kaohsiung - Department of Finance
Downloads 260 (131,921)
Citation 2

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Irreversible investment, real options, models of mean-reversion

4.

Sustainable Yields in Fisheries: Uncertainty, Risk-Aversion and Mean-Variance Analysis

Number of pages: 21 Posted: 28 Sep 2008 Last Revised: 16 Apr 2009
Christian-Oliver Ewald and Wen-Kai Wang
University of Glasgow and National University of Kaohsiung - Department of Finance
Downloads 182 (184,925)

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Fisheries, Environmental and Resource Economics, Sustainability, Maximum Sustainable Yield, Stochastic dynamic fisheries models

5.

On the Investment-Uncertainty Relationship in a Real Option Model with Stochastic Volatility

Number of pages: 35 Posted: 25 May 2011 Last Revised: 16 Sep 2012
The University of Sydney, University of Glasgow and National University of Kaohsiung - Department of Finance
Downloads 181 (185,836)
Citation 2

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Real options, investment-uncertainty relationship, stochastic volatility

6.

Analytic Solutions for Infinite Horizon Stochastic Optimal Control Problems via Finite Horizon Approximation: A Practical Guide

Number of pages: 13 Posted: 07 Apr 2009 Last Revised: 08 Nov 2009
Christian-Oliver Ewald and Wen-Kai Wang
University of Glasgow and National University of Kaohsiung - Department of Finance
Downloads 180 (186,734)
Citation 3

Abstract:

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Stochastic optimal control, Hamilton-Jacobi-Bellman equation

7.

Dynamic Voluntary Provision of Public Goods with Uncertainty: A Stochastic Differential Game Model

Number of pages: 18 Posted: 09 Mar 2008 Last Revised: 16 Apr 2009
Wen-Kai Wang and Christian-Oliver Ewald
National University of Kaohsiung - Department of Finance and University of Glasgow
Downloads 154 (213,478)

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Stochastic differential games, Public goods, Hamilton-Jacobi-Bellman equations

8.

A Stochastic Differential Fishery Game for a Two Species Fish Population with Ecological Interaction

Number of pages: 48 Posted: 30 Apr 2008
Wen-Kai Wang and Christian-Oliver Ewald
National University of Kaohsiung - Department of Finance and University of Glasgow
Downloads 152 (215,792)
Citation 4

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differential Games, Fisheries, Environmental and Resource Economics, Stochastic Optimal Control

9.

A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA.

Number of pages: 31 Posted: 07 Aug 2007 Last Revised: 11 May 2010
Southern University of Science and Technology - Department of Finance, University of Glasgow and National University of Kaohsiung - Department of Finance
Downloads 136 (236,015)

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Partial information, value of information, stochastic optimal control, stochastic filtering, information economics

10.

The Convergence Speed of Pricing European-Style Derivatives under Lattice Models

Number of pages: 29 Posted: 27 Jun 2015
Wen-Kai Wang
National University of Kaohsiung - Department of Finance
Downloads 42 (462,336)
Citation 1

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Lattice model, Derivative pricing

11.

Street as a Stage: A Model of Dynamic Provision of Public Goods Under the Threat of Protest

Number of pages: 28 Posted: 03 Mar 2011
Wen-Kai Wang and Kannika Thampanishvong
National University of Kaohsiung - Department of Finance and University of St. Andrews
Downloads 35 (493,396)
Citation 1

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protest, public goods, uncertainty, differential games, class conflict