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Search: person:"Yu, Jing-Rung"
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Portfolio selection
10
Portfolio-Management
10
Theorie
8
Theory
8
Transaction costs
8
Transaktionskosten
8
Risikomaß
5
Risk measure
5
Short selling
5
Capital income
3
Kapitaleinkommen
3
Leerverkauf
3
Diversification
2
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Foreign portfolio investment
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Investment analysis
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Omega model
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Portfolio rebalancing
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Portfolio-Investition
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Risiko
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Risk
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VaR
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Wertpapierhandel
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ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Anlageverhalten
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Behavioural finance
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CVaR
1
Conditional value-at-risk
1
Conditional value-at-risk model
1
Diversification benefits
1
Dynamic asset allocation
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Estimation theory
1
Financial analysis
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Financial investment
1
Finanzanalyse
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Article
16
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English
10
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Yu, Jing-Rung
15
Chiou, Wan-jiun Paul
8
Lee, Wen-Yi
6
Cheng, Sheu-Ji
2
Tsai, Chao-Chia
2
Chang, Yi-Hsuan
1
Chiou, W. Paul
1
Chuang, Tsao-Yuan
1
Dong, Wen-Kuei
1
Hsin, Yi-Ting
1
Hung, Cing-Hung
1
Lee, Wen-yi
1
Lin, Shun-Ji
1
Mu, Da-Ren
1
Sheu, Her-jiun
1
Yang, Jian-Hong
1
Yu, Jing-rung
1
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European journal of operational research : EJOR
4
International review of economics & finance : IREF
3
Computers & industrial engineering : CAIE ; an internat. journal
2
European Journal of Operational Research
2
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
10
OLC EcoSci
4
RePEc
2
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1
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:
2
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:
3
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:
4
Omega portfolio models with floating return threshold
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Hsin, Yi-Ting
; …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 743-758
Persistent link: https://www.econbiz.de/10013545891
Saved in:
5
Dynamic rebalancing portfolio models with analyses of investor sentiment
Yu, Jing-Rung
;
Chiou, W. Paul
;
Hung, Cing-Hung
;
Dong, …
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013288009
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Portfolio rebalancing model using multiple criteria
Yu, Jing-rung
;
Lee, Wen-yi
- In:
European journal of operational research : EJOR
209
(
2011
)
2
,
pp. 166-175
Persistent link: https://www.econbiz.de/10008798664
Saved in:
1
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