Wing Cheung - Research output - University of Roehampton Research Explorer

Accepting PhD Students

PhD projects

Quantitative finance, multi-dimensional decision-making theory, robo-advisor 2.0 (real-time personalisable), unified portfolio optimiser, holistic factor management, decision performance attribution, etc.

Research activity per year

31 Working paper
2 Article

2 results

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2013

The Augmented Black-Litterman Model: A Ranking-Free Approach to Factor-Based Portfolio Construction and Beyond
Cheung, W., 2013, In: Quantitative Finance. 13, 2
Research output: Contribution to journal › Article › peer-review
2010

The Black-Litterman Model Explained
Cheung, W., 2010, In: Journal of Asset Management. 11, 4, p. 229 243 p.
Research output: Contribution to journal › Article › peer-review