| Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach J Wei, KC Wong, SCP Yam, SP Yung Insurance: Mathematics and Economics 53 (1), 281-291, 2013 | 85 | 2013 |
| Time-consistent portfolio selection under short-selling prohibition: From discrete to continuous setting A Bensoussan, KC Wong, SCP Yam, SP Yung SIAM Journal on Financial Mathematics 5 (1), 153-190, 2014 | 68 | 2014 |
| A paradox in time-consistency in the mean–variance problem? A Bensoussan, KC Wong, SCP Yam Finance and Stochastics 23, 173-207, 2019 | 22 | 2019 |
| Utility-deviation-risk portfolio selection KC Wong, SCP Yam, H Zheng SIAM Journal on Control and Optimization 55 (3), 1819-1861, 2017 | 19 | 2017 |
| Mean-variance pre-commitment policies revisited via a mean-field technique A Bensoussan, KC Wong, SCP Yam 2012 Recent Advances in Financial Engineering: Proceedings of the …, 2014 | 9 | 2014 |
| Mean-risk portfolio management with bankruptcy prohibition KC Wong, SCP Yam, J Zeng Insurance: Mathematics and Economics 85, 153-172, 2019 | 7 | 2019 |
| Asset prices in segmented and integrated markets P Guasoni, KC Wong Finance and Stochastics 24 (4), 939-980, 2020 | 5 | 2020 |
| Topics in portfolio management K Wong HKU Theses Online (HKUTO), 2016 | | 2016 |
| Mean variance portfolio management: time consistent approach K Wong HKU Theses Online (HKUTO), 2013 | | 2013 |
