Wan-Yi Chiu
From MaRDI portal
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
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