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 …

Stochastic dominance analysis of Asian hedge funds

WK Wong, KF Phoon, HH Lean - Pacific-Basin finance journal, 2008 - Elsevier
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 …

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 …

Stochastic dominance analysis of CTA funds

HH Lean, KF Phoon, WK Wong - Review of Quantitative Finance and …, 2013 - Springer
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 …

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 …

Housing policies in Singapore: Evaluation of recent proposals and recommendations for reform

SY Phang, D Lee, A Cheong, KF Phoon… - The Singapore …, 2014 - World Scientific
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 …

[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 …

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 …

An evaluation of hedge funds: Risk, return and pitfalls

F Koh, DKC Lee, KF Phoon - The Singapore Economic Review, 2002 - World Scientific
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 …

[PDF][PDF] Evaluating the effectiveness of cooling measures on property prices: An exploration of alternative econometric techniques

KC LEE, SY Phang, KF Phoon, K Wee - 2013 - ink.library.smu.edu.sg
• 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 …