//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Optionspreistheorie"
~subject:"Portfolio frontier"
~subject:"Theory"
~subject:"business cycle"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Comment on #8220Optimal portfo...
Similar by person
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Business cycle
Optionspreistheorie
Portfolio frontier
Theory
business cycle
Taiwan
16
Portfolio selection
8
Portfolio-Management
7
Capital income
6
Kapitaleinkommen
6
Option pricing theory
6
Theorie
6
Volatility
6
Volatilität
6
Aktienmarkt
5
Risikomaß
5
Risk measure
5
Stock market
5
ARCH-Modell
4
Anlageverhalten
4
Behavioural finance
4
Black-Scholes model
4
Black-Scholes-Modell
4
Börsenkurs
4
CAPM
4
GARCH
4
Share price
4
investor sentiment
4
Aktienindex
3
Corporate governance
3
Deductible
3
Stock index
3
Aktienrückkauf
2
Background risk
2
Black-Scholes
2
Corporate Governance
2
Economics of insurance
2
Estimation
2
Fama-French model
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
19
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
16
Undetermined
4
Author
All
Huang, Hung-Hsi
12
Huang, Hung-hsi
8
Wang, Ching-Ping
8
Wang, Ching-ping
7
Lin, Shin-Hung
3
Campbell, Rachel
1
Chen, Shiau-hung
1
Chen, Yong-Wei
1
Chen, Yong-wei
1
Chiu, Chia-Yung
1
Hsieh, Yuan-pei
1
Huang, Chi-Chung
1
Huang, Chi-chung
1
Huisman, Ronald
1
Hung, Chien-Chia
1
Hung, Rern-jay
1
Jou, David G.
1
Koedijk, Kees
1
Li, Sheng-Han
1
Lin, Pei-syun
1
Shiu, Yung-ming
1
Shyu, David
1
Wang, Chiu-Ping
1
Wu, Tsung-Che
1
Zhong, Yi-Lin
1
hung, Chien-chia
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
3
Applied financial economics
2
Emerging Markets Finance and Trade
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
The Geneva risk and insurance review
2
The North American Journal of Economics and Finance
2
Applied economics letters
1
Asia-Pacific journal of risk and insurance : APJRI
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Journal of banking & finance
1
The international journal of business and finance research : IJBFR
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
RePEc
4
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comment on "Optimal portfolio selection in a value-at-risk framework"
Huang, Hung-Hsi
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3181-3185
Persistent link: https://www.econbiz.de/10003203873
Saved in:
2
Optimal insurance contract under a value-at-risk constraint
Huang, Hung-Hsi
- In:
The Geneva risk and insurance review
31
(
2006
)
2
,
pp. 91-110
Persistent link: https://www.econbiz.de/10003398778
Saved in:
3
Implied index and option pricing errors : evidence from the Taiwan option market
Wang, Ching-ping
;
Huang, Hung-hsi
;
hung, Chien-chia
- In:
The international journal of business and finance …
5
(
2011
)
2
,
pp. 115-125
Persistent link: https://www.econbiz.de/10008809183
Saved in:
4
Portfolio selection and portfolio frontier with background risk
Huang, Hung-hsi
;
Wang, Ching-ping
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 177-196
Persistent link: https://www.econbiz.de/10010364815
Saved in:
5
Option pricing under truncated Gram-Charlier expansion
Lin, Shin-Hung
;
Huang, Hung-Hsi
;
Li, Sheng-Han
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 77-97
Persistent link: https://www.econbiz.de/10011514435
Saved in:
6
Pricing Taiwan option market with GARCH and stochastic volatility
Huang, Hung-hsi
;
Wang, Ching-ping
;
Chen, Shiau-hung
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 747-754
Persistent link: https://www.econbiz.de/10009231596
Saved in:
7
Does fund manager herding vary over the business cycle?
Huang, Hung-hsi
;
Hung, Rern-jay
;
Wang, Ching-ping
; …
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1531-1535
Persistent link: https://www.econbiz.de/10008938890
Saved in:
8
Investor SAD sentiment and stock returns in Taiwan
Wang, Ching-ping
;
Huang, Hung-hsi
;
Chen, Yong-wei
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 40-57
Persistent link: https://www.econbiz.de/10009682527
Saved in:
9
Momentum and contrarian profits corresponding to the coincident economic indicator on the Taiwan stock market
Wang, Ching-ping
;
Huang, Hung-hsi
;
Huang, Chi-chung
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 29-40
Persistent link: https://www.econbiz.de/10009682687
Saved in:
10
HDD and CDD option pricing with market price of weather risk for Taiwan
Huang, Hung-hsi
;
Shiu, Yung-ming
;
Lin, Pei-syun
- In:
The journal of futures markets
28
(
2008
)
8
,
pp. 790-814
Persistent link: https://www.econbiz.de/10003746348
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->