Robo-advisors and wealth management
KF Phoon, CCF Koh - Journal of Alternative Investments, 2018 - ink.library.smu.edu.sg
The recent rise of robo-advisors (RAs) has threatened the traditional fund and wealth
management industry. RAs' assets under management (AUM) have risen manyfold through …
management industry. RAs' assets under management (AUM) have risen manyfold through …
Stochastic dominance analysis of Asian hedge funds
We employ the stochastic dominance approach that utilizes the entire return distribution to
rank the performance of Asian hedge funds as traditional mean-variance and CAPM …
rank the performance of Asian hedge funds as traditional mean-variance and CAPM …
Digital financial inclusion in South east Asia
F Koh, KF Phoon, CD Ha - Handbook of Blockchain, Digital Finance, and …, 2018 - Elsevier
Bill Gates projected that, “By 2030, 2 billion people who don't have a bank account today
will be storing money and making payment with their phones” as a mega trend of digital …
will be storing money and making payment with their phones” as a mega trend of digital …
Stochastic dominance analysis of CTA funds
In this paper, we employ the stochastic dominance (SD) approach to rank the performance of
commodity trading advisors (CTA) funds. An advantage of this approach is that it alleviates …
commodity trading advisors (CTA) funds. An advantage of this approach is that it alleviates …
The performance of commodity trading advisors: A mean-variance-ratio test approach
Z Bai, KF Phoon, K Wang, WK Wong - The North American Journal of …, 2013 - Elsevier
In this paper, we provide evidence that the mean-variance-ratio (MVR) test is superior to the
Sharpe ratio (SR) test by applying both tests to analyze the performance of commodity …
Sharpe ratio (SR) test by applying both tests to analyze the performance of commodity …
Housing policies in Singapore: Evaluation of recent proposals and recommendations for reform
The Singapore housing market is unusual in its high homeownership rate, the dominance of
HDB housing, and the extensive intervention of the government in regulating housing …
HDB housing, and the extensive intervention of the government in regulating housing …
[PDF][PDF] Moments analysis in risk and performance measurement
DKC Lee, KF Phoon, CY Wong - The Journal of Wealth …, 2006 - researchgate.net
Based on a sample of 75 individual Asian hedge funds from the Eurekahedge database, we
found that while all funds provide diversification in the sense that they are not perfectly …
found that while all funds provide diversification in the sense that they are not perfectly …
MARKET TIMING ABILITIES OF FUND MANAGERS: PARAMETRIC AND NON‐PARAMETRIC TESTS
F Koh, KOKFAI PHOON… - Journal of Business …, 1993 - Wiley Online Library
The ability to measure the investment performance of fund managers is a perennial issue
for potential and committed investors. The performance of fund managers influences the …
for potential and committed investors. The performance of fund managers influences the …
An evaluation of hedge funds: Risk, return and pitfalls
Hedge funds are collective investment vehicles fast becoming popular with high net worth
individuals as well as institutional investors. These are funds that are often established with a …
individuals as well as institutional investors. These are funds that are often established with a …
[PDF][PDF] Evaluating the effectiveness of cooling measures on property prices: An exploration of alternative econometric techniques
• To study the degree of success of various government measures to maintain house price
stability in Singapore• We explore and determine the effectiveness of various interventions …
stability in Singapore• We explore and determine the effectiveness of various interventions …