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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
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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
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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
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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
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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
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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
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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
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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
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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
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Optimal insurance design under a value-at-risk framework
Wang, Ching-Ping; Shyu, David; Huang, Hung-Hsi - In: The Geneva risk and insurance review 30 (2005) 2, pp. 161-179
Persistent link: https://www.econbiz.de/10003226793