Wan-Jiun Paul Chiou

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Person:279247

Available identifiers

zbMath Open chiou.wan-jiun-paulMaRDI QIDQ279247

List of research outcomes





PublicationDate of PublicationType
An omega portfolio model with dynamic return thresholds2023-09-29Paper
Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness2020-12-09Paper
What Drives Variation in the International Diversification Benefits? A Cross-Country Analysis2020-12-09Paper
Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models2019-02-14Paper
A linearized value-at-risk model with transaction costs and short selling2016-10-06Paper
Diversified portfolios with different entropy measures2016-04-27Paper

Research outcomes over time

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