LEUNG, Pui Lam ÁºÅæÁØPosition Retired Professor
Email plleung@sta.cuhk.edu.hk
Phone Number 3943 7926
Fax Number 2603 5188
Address LSB 123
Homepage https://www.sta.cuhk.edu.hk/plleung/

Related News
16/06/2018
New Publication in Journal of Risk and Financial Management: International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches (2014).


Academic BackgroundBSc(CUHK)
MA, PhD(Michigan)
Research InterestData MiningDecision-Theoretic EstimationMultivariate Analysis
Selected PublicationsFathi Abid, Leung, P.L., Mourad Mroua and Wing Keung Wong
“International diversification versus domestic diversification: mean-variance portfolio optimization and stochastic dominance approaches”, Journal of Risk and Financial Management, 7(2), 45-66 (2014).
Leung, P.L., Hon-Yip Ng and Wing-Keung Wong
“An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment”, European Journal of Operational Research, 222(1), 85-95 (2012).
Leung, P.L.
“Eigenvalues, Eigenvector and Eigenspace”, International Encyclopedia of Statistical Science, ed. by Miodrag Lovric, Springer-Verlag Berlin Heidelberg (2011).
Leung, P.L. and Wing-Keung Wong
“On testing the equality of multiple Sharpe ratios, with application on the evaluation of iShares”, Journal of Risk, 10 (3), 15-30 (2008).
Leung, P.L. and Wing-Keung Wong
“Three-factor profile analysis with GARCH innovations”, Mathematics and Computers in Simulation, 77 (1), 1-8 (2008).
Chan, N.H. and Leung, P.L.
“Introduction to R: Essence and Applications”, China Statistics Press (2006).
Leung, P.L. and Ng, F.Y.
“Improved estimation of a covariance matrix in an elliptically contoured matrix distribution”, Journal of Multivariate Analysis, 88, 131-137 (2004).
Leung, P.L. and Lau, K.
“Estimating the city-block two-dimensional scaling model with simulated annealing”, European Journal of Operational Research, 158, 518-524 (2004).
Leung, P.L., Kin-nam Lau and Li Chi-Yin
“Cluster analysis using unidimensional scaling”, Advances in data mining and modeling, (Eds. Ching, W.K. and Ng, K.P.), World Scientific, 40-47 (2003).
Leung, P.L. and Ng, F.Y.
“Improved estimation of parameter matrices in a one-sample and two-sample problems”, Annals of the Institute of Statistical mathematics, 53, 769-780 (2001).
Lau, K., Leung, P.L. and Tse, K.
“A mathematical programming approach to clusterwise regression models and its extensions”, European Journal of operational research, 116, 640-652 (1999).
Lau, K., Leung, P.L. and Tse, K.
“A nonlinear programming approach to metric unidimensional scaling”, Journal of Classification, 15, 3-14 (1998).
Leung, P.L. and Chan, W.Y.
“Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate F distribution”, Annals of the Institute of Statistical Mathematics, 50, 523-530 (1998).
Gomersall, C. Leung, P.L., Gin, T., Young, R., Poon, W.S. and Oh, T.
“A comparison of the Hammamatsu NIRO 500 and the INVOS 3100 near-infrared spectrophotometers”, Anaesthesia and Intensive Care, 26, 548-557 (1998).
Lo, M. and Leung, P.L.
“Decision theoretic estimation of functions of the canonical correlation coefficients”, Communications in Statistics, 25, 1985-1995 (1996).
Leung, P.L., and Lo, M.
“An identity for the noncentral multivariate F distribution with application”, Statistica Sinica, 6, 419-431 (1996).
Fan, D., Lau, K., Leung, P.L.
“Combining ordinal forecasts with an application in a financial market”, Journal of Forecasting, 15, 37-48 (1996).
Leung, P.L.
“Improved estimation of functions of the canonical correlation coefficients”, Communications in Statistics, 23, 831-840 (1994).
Leung, P.L.
“An identity for the noncentral Wishart distribution with application”, Journal of Multivariate Analysis, 48, 107-114 (1994).
Leung, P.L.
“Estimation of eigenvalues of the scale matrix of the multivariate F distribution”, Communications in Statistics, 21, 1845-1856 (1992).
Barnett, G., Crowe, S., Hudson, M., Leung, P.L., Notodiputro, K., Proudfoot, R., Sims, J.
“The use of small scale prototype in image reconstruction form projection”, Journal of Applied Statistics, 16, 223-242(1990).
Jhun, M. and Leung, P.L.
“Monte Carlo method for Foutz£r goodness-of-fit test”, Journal of Statistical Computation and Simulation, 29, 309-316 (1988).
Leung, P.L. and Muirhead, R.J.
“On estimating characteristic roots in a two-sample problem”, Statistical Decision Theory and Related Topic IV, vol. 1 (S.S. Gupta and J.O. Berger ed.) 397-402, Springer-Verlag (1988).
Leung, P.L. and Muirhead, R.J.
“Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis”, Annals of Statistics, 15, vol. 4, 1651-1666 (1987).
Muirhead, R.J. and Leung, P.L.
“Estimating functions of canonical correlation coefficients”, Linear algebra and its applications, 70, 173-183 (1985).
Teaching2021-22 Term 2
RMSC5001 Advanced Statistical Theory In Risk Management
STAT5104 Data Mining