What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is This a New Financial Anomaly?-Reference-Cited by-同舟云学术

What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is This a New Financial Anomaly?

Published:2022-11-30 Issue:5 Volume:59 Page:1554-1571
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Lv Zhihui¹,Tsang Chun-Kei²³,Wagner Niklas F.⁴⁵,Wong Wing Keung⁶⁷⁸

Affiliation:

1. School of Mathematics and Statistics, Guangdong University of Foreign Studies, Guangzhou, China

2. Business, Economic and Public Policy Research Centre, Department of Economics and Finance, Hong Kong Shue Yan University, North Point, Hong Kong

3. Department of Economics, Hong Kong Baptist University, Hong Kong, Hong Kong

4. Chair in Finance and Financial Control, Department of Business, Economics and Information Systems, University of Passau, Passau, Germany

5. Research Center for Financial Services, Steinbeis Hochschule Berlin, Berlin, Germany

6. Department of Finance, FinTech & Blockchain Research Center, and Big Data Research Center, Asia University, Taichung, Taiwan

7. Department of Medical Research, China Medical University Hospital, Taichung, Taiwan, China

8. Department of Economics and Finance, The Hang Seng University of Hong Kong, Shatin, Hong Kong

Funder

Guangzhou Municipal Science and Technology Bureau

Guangdong Provincial Department of Education

Ministry of Science and Technology

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2022.2136941

Reference70 articles.

1. What Does Nasdaq's High-Yield Bond Market Reveal about Bondholder-Stockholder Conflicts?

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4. Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test

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