Wan-Jiun Paul Chiou
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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 omega portfolio model with dynamic return thresholds International Transactions in Operational Research | 2023-09-29 | Paper |
| Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| What drives variation in the international diversification benefits? A cross-country analysis Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models Computers & Operations Research | 2019-02-14 | Paper |
| A linearized value-at-risk model with transaction costs and short selling European Journal of Operational Research | 2016-10-06 | Paper |
| Diversified portfolios with different entropy measures Applied Mathematics and Computation | 2016-04-27 | Paper |
Research outcomes over time
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