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researcher

H. Wong

9 papers hereh-index 282.1k citations139 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author9

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • q-fin.PM3
  • q-fin.RM2
  • math.OC1
  • q-fin.MF1
  • stat.AP1
  • stat.ME1
same name
  • H. Wong — 64 papers, h 24
  • H. Wong — 35 papers, h 25
  • H. Wong — 18 papers, h 9
  • H. Wong — 18 papers, h 17
  • H. Wong — 15 papers, h 78
  • H. Wong — 10 papers, h 6

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20192023
most citedMean-variance portfolio selection under Volterra Heston model

22 citations · 27 across the 7 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

q-fin.PM2022

Adaptive Robust Online Portfolio Selection

Man Yiu Tsang, Tony Sit, Hoi Ying Wong

The online portfolio selection (OLPS) problem differs from classical portfolio model problems, as it involves making sequential investment decisions. Many OLPS strategies described…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.