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kian guan lim
kian guan lim
Professor
Verified email at smu.edu.sg
Title
Cited by
Cited by
Year
A new test of the three-moment capital asset pricing model
KG Lim
Journal of financial and quantitative analysis 24 (2), 205-216, 1989
2571989
Arbitrage and price behavior of the Nikkei stock index futures
KG Lim
National University of Singapore, Faculty of Business Administration, 1991
1091991
Portfolio value-at-risk optimization for asymmetrically distributed asset returns
JW Goh, KG Lim, M Sim, W Zhang
European Journal of Operational Research 221 (2), 397-406, 2012
1032012
On cointegration and tests of forward market unbiasedness
D Corbae, KG Lim, S Ouliaris
The Review of Economics and Statistics, 728-732, 1992
661992
Bond rating using support vector machine
L Cao, LK Guan, Z Jingqing
Intelligent Data Analysis 10 (3), 285-296, 2006
562006
Pricing options using implied trees: Evidence from FTSE‐100 options
KG Lim, D Zhi
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002
482002
Information-time option pricing: theory and empirical evidence
CW Chang, JSK Chang, KG Lim
Journal of Financial Economics 48 (2), 211-242, 1998
441998
Understanding the Fundamentals of Freight Markets Volatility
KG Lim, N Nomikos, N Yap
Transportation Research Part E: Logistics and Transportation Review 130, 1-15, 2019
372019
Pricing American options with stochastic volatility: Evidence from S&P 500 futures options
LK Guan, G Xiaoqiang
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000
282000
C-ascending support vector machines for financial time series forecasting
LJ Cao, KS Chua, LK Guan
2003 IEEE International Conference on Computational Intelligence for …, 2003
272003
Computing maximum smoothness forward rate curves
KG Lim, Q Xiao
Statistics and computing 12 (3), 275-279, 2002
242002
Extending financial portfolio theory for product management
SM Leong, KG Lim
Decision Sciences 22 (1), 181-193, 1991
231991
A review study of functional autoregressive models with application to energy forecasting
Y Chen, T Koch, KG Lim, X Xu, N Zakiyeva
Wiley Interdisciplinary Reviews: Computational Statistics 13 (3), e1525, 2021
192021
The valuation of multiple stock warrants
KG Lim, E Terry
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003
192003
Combining KPCA with support vector machine for time series forecasting
LJ Cao, KS Chua, LK Guan
2003 IEEE International Conference on Computational Intelligence for …, 2003
192003
Extreme events and the copula pricing of commercial mortgage-backed securities
ZY Liu, GZ Fan, KG Lim
The Journal of real estate finance and economics 38, 327-349, 2009
162009
Financial performance of shipping firms that increase LNG carriers and the support of eco-innovation
KG Lim, M Lim
Journal of Shipping and Trade 5 (1), 23, 2020
152020
Financial valuation and econometrics
KG Lim
152015
A non‐lattice pricing model of American options under stochastic volatility
Z Zhang, KG Lim
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006
152006
The implied jump risk of LIBOR rates
LK Guan, C Ting, M Warachka
Journal of Banking & Finance 29 (10), 2503-2522, 2005
132005
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