List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| AN IMPROVED TEST OF THE SQUARED SHARPE RATIO Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
| Another look at portfolio optimization with mental accounts Applied Mathematics and Computation | 2022-03-03 | Paper |
| Mean-variance hedging in the presence of estimation risk Review of Derivatives Research | 2021-12-13 | Paper |
| Safety-first portfolio selection Mathematics and Financial Economics | 2021-07-08 | Paper |
| The global minimum variance hedge Review of Derivatives Research | 2020-11-10 | Paper |
| An optimal combination of risk-return and naive hedging Brazilian Journal of Probability and Statistics | 2015-08-14 | Paper |
| The impact of investor's view on hedging effectiveness | 2015-03-12 | Paper |
| The sampling errors in estimating the tracking error frontier | 2015-03-12 | Paper |
| A simple test of optimal hedging policy Statistics & Probability Letters | 2013-05-13 | Paper |
| \(D\)-optimal fractional factorial designs Statistics & Probability Letters | 1998-12-10 | Paper |
Research outcomes over time
This page was built for person: Wan-Yi Chiu
