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Benefits of international diversification with investment constraints : an over-time perspective

Chiou, Wan-jiun Paul - In: Journal of multinational financial management 19 (2009) 2, pp. 93-110

Persistent link: https://www.econbiz.de/10003799589

A linearized value-at-risk model with transaction costs and short selling

Yu, Jing-Rung; Chiou, Wan-jiun Paul; Mu, Da-Ren - In: European journal of operational research : EJOR 247 (2015) 3, pp. 872-878

Persistent link: https://www.econbiz.de/10011386345

Development of the yield-based process capability index, Cpy, to flexibly and accurately measure conformance

Kenyon, George N.; Sale, R. Samual; Hozak, Kurt; Chiou, Paul - In: International journal of quality & reliability management 33 (2016) 7, pp. 882-899

Persistent link: https://www.econbiz.de/10011603959

Realized performance of robust portfolios : worst-case Omega vs. CVaR-related models

Yu, Jing-Rung; Chiou, Wan-jiun Paul; Lee, Wen-Yi; … - In: Computers & operations research : and their … 104 (2019), pp. 239-255

Persistent link: https://www.econbiz.de/10011991228

Paying attention to social media stocks

Chiou, Wan-jiun Paul; Knewtson, Heather S.; Nofsinger, … - In: International review of economics & finance : IREF 59 (2019), pp. 106-119

Persistent link: https://www.econbiz.de/10012202490

Diversification benefits of risk portfolio models : a case of Taiwan's stock market

Yu, Jing-Rung; Chiou, Wan-jiun Paul; Yang, Jian-Hong - In: Review of quantitative finance and accounting 48 (2017) 2, pp. 467-502

Persistent link: https://www.econbiz.de/10011796645

Pricing corporate bonds and constructing credit curves in a developing country : the case of the Taiwan bond fund crisis

Lee, Shyan Yuan; Chiou, Wan-jiun Paul; Chung, Yi Fang - In: International review of economics & finance : IREF 50 (2017), pp. 261-274

Persistent link: https://www.econbiz.de/10011754124

Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan

Chiou, Paul; Lee, Cheng-Few - In: Review of Quantitative Finance and Accounting 40 (2013) 2, pp. 341-381

Due to the continual economic integration and the accumulation of wealth in China, Hong Kong, and Taiwan, understanding portfolio strategies and the benefits of diversification for these countries is an indispensible element in managing global assets. Using weekly industry-level data, we analyze...

Persistent link: https://www.econbiz.de/10010867631

Portfolio models with return forecasting and transaction costs

Yu, Jing-Rung; Chiou, Wan-jiun Paul; Lee, Wen-Yi; Lin, … - In: International review of economics & finance : IREF 66 (2020), pp. 118-130

Persistent link: https://www.econbiz.de/10012390681

Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan

Chiou, Paul; Lee, Cheng-Few - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 341-381

Persistent link: https://www.econbiz.de/10010066572