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Portfolio allocation with dynamic risk preferences via reinforcement learning
Chen, Ting-Fu; Kuang, Xian-Ji; Liao, Szu-Lang; Lin, … - In: Computational economics 64 (2024) 4, pp. 2033-2052
Persistent link: https://www.econbiz.de/10015143990
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Product market competition, R&D investment choice, and real earnings management
Hsiao, Hsiao-Fen; Liao, Szu-Lang; Su, Chi-Wei; Sung, … - In: International journal of accounting and information … 25 (2017) 3, pp. 296-312
Persistent link: https://www.econbiz.de/10011777118
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The information transmission effect and asset prices : evidence from the China B-share discount
Liao, Szu-Lang; Tsai, Tsung-Ying - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 73-85
Persistent link: https://www.econbiz.de/10011603390
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State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min; Liao, Szu-Lang; Chen, Jun-Home - In: The North American journal of economics and finance : a … 33 (2015), pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
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Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang - In: Finance research letters 16 (2016), pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
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Cojump risks and their impacts on option pricing
Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 399-410
Persistent link: https://www.econbiz.de/10012655076
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Excess volatility and market efficiency in government bond markets : the ASEAN-5 context
Tang, Kin Boon; Shao Jye Wong; Lin, Shih-kuei; Liao, … - In: The journal of asset management 21 (2020) 2, pp. 154-165
Persistent link: https://www.econbiz.de/10012292759
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Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home; Lian, Yu-Min; Liao, Szu-Lang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013449359
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Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang - In: International review of economics & finance : IREF 93 (2024) 2, pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
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Construction of Directional Volatility Index
Lin, Chun-Liang; Liao, Szu-Lang - In: International journal of business 29 (2024) 1, pp. 135-155
Persistent link: https://www.econbiz.de/10014554267