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
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
Omega portfolio models with fl...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Portfolio selection
17
Portfolio-Management
17
Taiwan
17
Capital income
13
Kapitaleinkommen
13
Theorie
10
Theory
10
Risikomaß
8
Risk measure
8
Aktienmarkt
7
Hedging
7
Stock market
7
Transaction costs
7
Transaktionskosten
7
ARCH model
6
ARCH-Modell
6
Diversification
6
Diversifikation
6
Volatility
6
Volatilität
6
Welt
6
World
6
Anlageverhalten
5
Behavioural finance
5
International financial market
5
Internationaler Finanzmarkt
5
USA
5
United States
5
Futures
4
Risikoprämie
4
Risk premium
4
Short selling
4
China
3
Emerging economies
3
Estimation
3
Forecasting model
3
Foreign portfolio investment
3
Hong Kong
3
Hongkong
3
Leerverkauf
3
more ...
less ...
Online availability
All
Undetermined
43
Free
3
Type of publication
All
Article
114
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Aufsatz im Buch
6
Book section
6
research-article
1
Language
All
English
61
Undetermined
58
Author
All
Sheu, Her-Jiun
33
Sheu, Her-jiun
25
Chiou, Wan-jiun Paul
23
Chiou, Wan-Jiun Paul
20
Yu, Jing-Rung
14
Lee, Alice C.
11
Chung, Huimin
10
Chiou, Paul
9
Lee, Cheng-Few
7
Lee, Cheng F.
6
Lee, Wen-Yi
6
Wu, Soushan
5
Yang, Chi-Yih
5
Lai, Yu-Sheng
4
Lee, Hsiang-Tai
4
Chang, Chiu-Chi A.
3
Han, Chien-Ting
3
Hsu, Chun-Pin
3
Hsu, Shufang
3
Huang, Chin-Wen
3
Lo, Shih-Fang
3
Wang, Juo-Lien
3
Wei, Yu-Chen
3
Yang, Fu-Ju
3
Cheng, Chien-ling
2
Cheng, Sheu-Ji
2
Hozak, Kurt
2
Hsu, Chun-pin
2
Huang, Chin-wen
2
Ku, Kuang-Ping
2
Ku, Kuang-ping
2
Lai, Yu-sheng
2
Lee, Hsiang-tai
2
Lin, Lin
2
Liu, Chih-Liang
2
Lu, Yang-cheng
2
Luo, Lieh-Ming
2
Miao, Weiwen
2
Nofsinger, John R.
2
Sale, R. Samual
2
more ...
less ...
Published in...
All
International review of economics & finance : IREF
10
Review of quantitative finance and accounting
7
Applied financial economics
4
European journal of operational research : EJOR
4
The journal of futures markets
4
Computational Statistics & Data Analysis
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied Financial Economics
2
Computers & industrial engineering : CAIE ; an internat. journal
2
Corporate Governance: An International Review
2
European Journal of Operational Research
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
2
International Journal of Electronic Finance
2
International Review of Economics & Finance
2
International journal of electronic finance : IJEF
2
International journal of technology management : IJTM
2
International review of financial analysis
2
Investment management and financial innovations
2
Journal of business economics and management
2
Research in finance
2
Review of Pacific Basin financial markets and policies
2
The international journal of business and finance research : IJBFR
2
Accounting and Finance
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in Pacific Basin financial markets
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economic integration across the Taiwan strait : global perspectives
1
Emerging Markets Finance and Trade
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance Research Letters
1
Finance research letters
1
IEEE transactions on reliability : R ; IEEE T R
1
International Journal of Quality & Reliability Management
1
International Review of Financial Analysis
1
International journal of management
1
International journal of quality & reliability management
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
more ...
less ...
Source
All
ECONIS (ZBW)
54
OLC EcoSci
32
RePEc
30
Other ZBW resources
3
Showing
1
-
10
of
119
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
An Omega portfolio model with dynamic return thresholds
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2528-2545
Persistent link: https://www.econbiz.de/10014259294
Saved in:
6
Advancement of optimal portfolio models with short sales and transaction costs : methodology and effectiveness
Chiou, Wan-jiun Paul
;
Yu, Jing-Rung
-
2024
Persistent link: https://www.econbiz.de/10015050077
Saved in:
7
Realized diversification benefits of risk portfolio models
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
;
Yu, Jing-Rung
-
2024
Persistent link: https://www.econbiz.de/10015045546
Saved in:
8
Who benefits more from global diversification? : an over-time perspective
Chiou, Wan-jiun Paul
- In:
Research in finance
24
(
2008
),
pp. 129-167
Persistent link: https://www.econbiz.de/10003752936
Saved in:
9
Who benefits more from international diversification?
Chiou, Wan-jiun Paul
- In:
Journal of international financial markets, …
18
(
2008
)
5
,
pp. 466-482
Persistent link: https://www.econbiz.de/10003775717
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
