[3 Articles]
Wing-Keung Wong*, Minh Tam Pham : “Could the test from the standard regression model make a significant regression with autoregressive noise become insignificant?“ (18 pages)
Wing-Keung Wong*, Minh Tam Pham : “Could the test from the standard regression model make a significant regression with autoregressive noise become insignificant – a note“ (20 pages)
Richard Lu*, Adrian (Wai-Kong) Cheung, Sardar M. N. Islam : “Performance Measurement of Portfolio Management with the Generalized Sharpe Ratio and Economic Performance Measure: Can we find improved measures?” (23 pages)