Search Results - person:"Chen, Hsin-Hung"

An analysis of the investment concentration of equity mutual funds in China

Chen, Hsin-Hung; Chen, Long-Hui - In: Emerging markets finance & trade : a journal of the … 53 (2017) 3, pp. 511-520

Persistent link: https://www.econbiz.de/10011764282

Applying a bootstrap analysis to evaluate the performance of Chinese mutual funds

Chen, Long-Hui; Chen, Hsin-Hung - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 865-876

Persistent link: https://www.econbiz.de/10011764610

Constructing a multifactor model for the Shanghai stock exchange

Chen, Hsin-Hung; Ku, Kuang-ping; Lee, Hsiu-yun - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 51-67

Persistent link: https://www.econbiz.de/10011459679

The empirical relationship between earnings information and stock returns

Chen, Hsin-Hung; Lee, Hsien-Yi; Lee, Hsiu-Yu - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 186-196

Persistent link: https://www.econbiz.de/10010486508

Optimal mean-variance portfolio selection using Cauchy-Schwarz maximization

Chen, Hsin-hung; Tsai, Hsien-tang; Lin, Dennis K. J. - In: Applied economics 43 (2011) 19/21, pp. 2795-2801

Persistent link: https://www.econbiz.de/10009379590

A comparative analysis of credit risk management models for banking industry using simulation

Chen, Hsin-Hung; Shia, Ben-Chang; Lee, Hsiu-Yu - 2011

Persistent link: https://www.econbiz.de/10009295548

Optimal mean-variance portfolio selection using Cauchy-Schwarz maximization

Chen, Hsin-Hung; Tsai, Hsien-Tang; Lin, Dennis - In: Applied Economics 43 (2011) 21, pp. 2795-2801

Fund managers highly prioritize selecting portfolios with a high Sharpe ratio. Traditionally, this task can be achieved by revising the objective function of the Markowitz mean-variance portfolio model and then resolving quadratic programming problems to obtain the maximum Sharpe ratio...

Persistent link: https://www.econbiz.de/10009279773

Optimal mean-variance portfolio selection using CauchySchwarz maximization

Chen, Hsin-Hung; Tsai, Hsien-Tang; Lin, Dennis K. J. - In: Applied economics 43 (2011) 21, pp. 2795-2802

Persistent link: https://www.econbiz.de/10009186174

Transaction behaviour analysis of profit-earning investors in securities corporations

Chen, Hsin-Hung - In: International journal of management & enterprise … 5 (2008) 2, pp. 196-204

Persistent link: https://www.econbiz.de/10003641876

Value-at-risk efficient portfolio selection using goal programming

Chen, Hsin-hung - In: Review of Pacific Basin financial markets and policies 11 (2008) 2, pp. 187-200

Persistent link: https://www.econbiz.de/10003759216