On testing the equality of the multiple Sharpe Ratios, with application on the evaluation of iShares PL Leung, WK Wong Available at SSRN 907270, 2006 | 137 | 2006 |
An improved estimation to make Markowitz¢s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment PL Leung, HY Ng, WK Wong European Journal of Operational Research 222 (1), 85-95, 2012 | 87 | 2012 |
A mathematical programming approach to clusterwise regression model and its extensions K Lau, P Leung, K Tse European Journal of Operational Research 116 (3), 640-652, 1999 | 76 | 1999 |
International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches F Abid, PL Leung, M Mroua, WK Wong Journal of Risk and Financial Management 7 (2), 45-66, 2014 | 63 | 2014 |
Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis PL Leung, RJ Muirhead The Annals of Statistics 15 (4), 1651-1666, 1987 | 33 | 1987 |
Estimating the city-block two-dimensional scaling model with simulated annealing PL Leung, K Lau European Journal of Operational Research 158 (2), 518-524, 2004 | 32 | 2004 |
Combining ordinal forecasts with an application in a financial market DK Fan, KN Lau, PL Leung Journal of Forecasting 15 (1), 37-48, 1996 | 23 | 1996 |
A nonlinear programming approach to metric unidimensional scaling K Lau, PL Leung, K Tse Journal of classification 15, 3-14, 1998 | 19 | 1998 |
Improved estimation of a covariance matrix in an elliptically contoured matrix distribution PL Leung, FY Ng Journal of multivariate analysis 88 (1), 131-137, 2004 | 18 | 2004 |
Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate F distributions PL Leung, WY Chan Annals of the Institute of Statistical Mathematics 50, 523-530, 1998 | 18 | 1998 |
Estimation of eigenvalues of the scale matrix of the multivariate F distribution PL Leung Communications in Statistics-Theory and methods 21 (7), 1845-1856, 1992 | 17 | 1992 |
Three-factor profile analysis with GARCH innovations PL Leung, WK Wong Mathematics and Computers in Simulation 77 (1), 1-8, 2008 | 16 | 2008 |
An identity for the noncentral Wishart distribution with application PL Leung Journal of multivariate analysis 48 (1), 107-114, 1994 | 15 | 1994 |
Estimating functions of canonical correlation coefficients RJ Muirhead, PL Leung Linear algebra and its applications 70, 173-183, 1985 | 10 | 1985 |
The GARCH effects on the volume of China stock markets W Wong, PL Leung, J Xu International Journal of Finance 17 (1), 3290, 2005 | 9 | 2005 |
An identity for the noncentral multivariate F distribution with application PL Leung, M Lo Statistica Sinica, 419-431, 1996 | 9 | 1996 |
A new index to measure the income inequality for the poor and the rich with application RH Chan, T Chen, P Leung, WK Wong Available at SSRN 3266360, 2018 | 7 | 2018 |
On estimating characteristic roots in a two-sample problem PL Leung, RJ Muirhead Statistical Decision Theory and Related Topics IV, 397-402, 1988 | 6 | 1988 |
A monte carlo method for foutz's goodness-of-fit test M Jhun, PL Leung Journal of Statistical Computation and Simulation 29 (4), 309-316, 1988 | 4 | 1988 |
Improved estimation of parameter matrices in a one-sample and two-sample problems PL Leung, FY Ng Annals of the Institute of Statistical Mathematics 53, 769-780, 2001 | 3 | 2001 |