Hoi Ying Wong
Author
Alternate names H.Y. Wong, Hoi Ying Wong, Hoi Y. Wong, H. Y. Su Wong
Institution Chinese University of Hong Kong
Past institutions Chinese University of Hong Kong, Prague University of Economics and Business, Hong Kong University of Science and Technology, University of Hong Kong, University of Calgary
ORCID: Yes
H-index: 28
I10-index: 67
Works count: 217
Citations count: 2,241
Mean–variance portfolio selection of cointegrated assets
2011 · Mei Choi Chiu, Hoi Ying Wong · Journal of Economic Dynamics and Control
Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities
2016 · Jean‐Pierre Fouque, Chi Seng Pun, et al. · SIAM Journal on Control and Optimization
Option pricing with mean reversion and stochastic volatility
2008 · Hoi Ying Wong, Yu Wai Lo · European Journal of Operational Research