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John Alexander Wright
John Alexander Wright
Senior Lecturer, Department of Statistics, The Chinese University of Hong Kong
Adresse e-mail validée de sta.cuhk.edu.hk - Page d'accueil
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A test for the equality of multiple Sharpe ratios
J Wright, SC Yam, S Pang Yung
Journal of Risk 16 (4), 2014
502014
A systematic review of McKittrick–Wheelock syndrome
MR Orchard, J Hooper, JA Wright, K McCarthy
The Annals of The Royal College of Surgeons of England 100 (8), 591-597, 2018
372018
Calendar effects and real estate securities
ECM Hui, JA Wright, SCP Yam
The Journal of Real Estate Finance and Economics 49, 91-115, 2014
252014
A mixed Sharpe ratio
WK Wong, JA Wright, SCP Yam, SP Yung
Risk and Decision Analysis 3 (1-2), 37-65, 2012
252012
The impact of healthcare rationing on elective and emergency hernia repair
MR Orchard, JA Wright, A Kelly, DJ McCabe, J Hewes
Hernia 20, 405-409, 2016
192016
Shall we buy and hold? Evidence from Asian real estate markets
E Hui, P Yam, J Wright, K Chan
Journal of Property Investment & Finance 32 (2), 168-186, 2014
192014
A note on a test for the equality of multiple Sharpe ratios and its application on the evaluation of iShares
JA Wright, SCP Yam, SP Yung
Technical report, 2012. URL http://www. sta. cuhk. edu. hk/scpy/Preprints …, 2011
62011
Enlargement of filtration on Poisson space: a Malliavin calculus approach
JA Wright, SCP Yam, Z Zhang
Stochastics 90 (5), 682-700, 2018
32018
Enlargement of filtration on Poisson space
J Wright, P Yam, P Yung
Preprint University of Hong Kong, 2012
32012
An Unintended Consequence of Funding Restriction for Elective Hernia Repair
M Orchard, J Wright, D McCabe
BRITISH JOURNAL OF SURGERY 102, 66-66, 2015
2015
On the probability of completeness for large markets
JA Wright, PSC Yam, H Yang
Japan journal of industrial and applied mathematics 28, 301-313, 2011
2011
Enlargement of filtration on Poisson space and some results on the Sharpe ratio
JA Wright
香港大學, 2011
2011
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