Bobby Pornrojnangkool

Implementable tail risk management: An empirical analysis of CVaR-optimized carry trade portfolios

Hakan Kaya, Wai Lee, Bobby Pornrojnangkool, 2011 .

The Black–Litterman Model for Active Portfolio Management

Wai Lee, Alexandre S Da Silva, Bobby Pornrojnangkool, 2009, The Journal of Portfolio Management.