| On testing the equality of the multiple Sharpe Ratios, with application on the evaluation of iShares PL Leung, WK Wong Available at SSRN 907270, 2006 | 137 | 2006 |
| An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment PL Leung, HY Ng, WK Wong European Journal of Operational Research 222 (1), 85-95, 2012 | 87 | 2012 |
| A mathematical programming approach to clusterwise regression model and its extensions K Lau, P Leung, K Tse European Journal of Operational Research 116 (3), 640-652, 1999 | 76 | 1999 |
| International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches F Abid, PL Leung, M Mroua, WK Wong Journal of Risk and Financial Management 7 (2), 45-66, 2014 | 63 | 2014 |
| Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis PL Leung, RJ Muirhead The Annals of Statistics 15 (4), 1651-1666, 1987 | 33 | 1987 |
| Estimating the city-block two-dimensional scaling model with simulated annealing PL Leung, K Lau European Journal of Operational Research 158 (2), 518-524, 2004 | 32 | 2004 |
| Combining ordinal forecasts with an application in a financial market DK Fan, KN Lau, PL Leung Journal of Forecasting 15 (1), 37-48, 1996 | 23 | 1996 |
| A nonlinear programming approach to metric unidimensional scaling K Lau, PL Leung, K Tse Journal of classification 15, 3-14, 1998 | 19 | 1998 |
| Improved estimation of a covariance matrix in an elliptically contoured matrix distribution PL Leung, FY Ng Journal of multivariate analysis 88 (1), 131-137, 2004 | 18 | 2004 |
| Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate F distributions PL Leung, WY Chan Annals of the Institute of Statistical Mathematics 50, 523-530, 1998 | 18 | 1998 |
| Estimation of eigenvalues of the scale matrix of the multivariate F distribution PL Leung Communications in Statistics-Theory and methods 21 (7), 1845-1856, 1992 | 17 | 1992 |
| Three-factor profile analysis with GARCH innovations PL Leung, WK Wong Mathematics and Computers in Simulation 77 (1), 1-8, 2008 | 16 | 2008 |
| An identity for the noncentral Wishart distribution with application PL Leung Journal of multivariate analysis 48 (1), 107-114, 1994 | 15 | 1994 |
| Estimating functions of canonical correlation coefficients RJ Muirhead, PL Leung Linear algebra and its applications 70, 173-183, 1985 | 10 | 1985 |
| The GARCH effects on the volume of China stock markets W Wong, PL Leung, J Xu International Journal of Finance 17 (1), 3290, 2005 | 9 | 2005 |
| An identity for the noncentral multivariate F distribution with application PL Leung, M Lo Statistica Sinica, 419-431, 1996 | 9 | 1996 |
| A new index to measure the income inequality for the poor and the rich with application RH Chan, T Chen, P Leung, WK Wong Available at SSRN 3266360, 2018 | 7 | 2018 |
| On estimating characteristic roots in a two-sample problem PL Leung, RJ Muirhead Statistical Decision Theory and Related Topics IV, 397-402, 1988 | 6 | 1988 |
| A monte carlo method for foutz's goodness-of-fit test M Jhun, PL Leung Journal of Statistical Computation and Simulation 29 (4), 309-316, 1988 | 4 | 1988 |
| Improved estimation of parameter matrices in a one-sample and two-sample problems PL Leung, FY Ng Annals of the Institute of Statistical Mathematics 53, 769-780, 2001 | 3 | 2001 |
