Year |
Citation |
Score |
2020 |
Yu J, Chiou WP, Lee W, Lin S. Portfolio models with return forecasting and transaction costs International Review of Economics & Finance. 66: 118-130. DOI: 10.1016/J.Iref.2019.11.002 |
0.552 |
|
2019 |
Chiou WP, Knewtson HS, Nofsinger JR. Paying Attention to Social Media Stocks International Review of Economics & Finance. 59: 106-119. DOI: 10.1016/J.Iref.2018.08.009 |
0.34 |
|
2019 |
Yu J, Chiou WP, Lee W, Chuang T. Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models Computers & Operations Research. 104: 239-255. DOI: 10.1016/J.Cor.2018.12.004 |
0.53 |
|
2017 |
Lee SY, Chiou WP, Chung Y. Pricing corporate bonds and constructing credit curves in a developing country: The case of the Taiwan bond fund crisis International Review of Economics & Finance. 50: 261-274. DOI: 10.1016/J.Iref.2017.04.004 |
0.468 |
|
2017 |
Yu J, Chiou WP, Lee W, Yu K. Does entropy model with return forecasting enhance portfolio performance Computers & Industrial Engineering. 114: 175-182. DOI: 10.1016/J.Cie.2017.10.007 |
0.484 |
|
2017 |
Yu J, Chiou WP, Liu R. Incorporating transaction costs, weighting management, and floating required return in robust portfolios Computers & Industrial Engineering. 109: 48-58. DOI: 10.1016/J.Cie.2017.04.022 |
0.536 |
|
2012 |
Hsu C, Huang C, Chiou WP. Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets Review of Quantitative Finance and Accounting. 39: 447-468. DOI: 10.1007/S11156-011-0261-0 |
0.466 |
|
2010 |
Chiou WP, Lee AC, Lee C. Stock return, risk, and legal environment around the world International Review of Economics & Finance. 19: 95-105. DOI: 10.1016/J.Iref.2009.05.001 |
0.505 |
|
2009 |
Chiou WP, Lee AC, Lee C. Variation in Stock Return Risks: An International Comparison Review of Pacific Basin Financial Markets and Policies. 12: 245-266. DOI: 10.1142/S0219091509001666 |
0.56 |
|
2009 |
Chiou WP, Lee AC, Chang CA. Do investors still benefit from international diversification with investment constraints The Quarterly Review of Economics and Finance. 49: 448-483. DOI: 10.1016/J.Qref.2007.12.003 |
0.533 |
|
2009 |
Chiou WP. Benefits of international diversification with investment constraints: An over-time perspective Journal of Multinational Financial Management. 19: 93-110. DOI: 10.1016/J.Mulfin.2008.08.001 |
0.544 |
|
2008 |
Chiou WP. Who Benefits More from International Diversification Journal of International Financial Markets, Institutions and Money. 18: 466-482. DOI: 10.1016/J.Intfin.2007.07.002 |
0.515 |
|
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