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The journal of portfolio management : JPM
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ECONIS (ZBW)
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1
Using the graphics processing unit to evaluate American-Style derivatives
Li, Leon Xing
;
Chen, Ren-Raw
- In:
The journal of financial data science
5
(
2023
)
3
,
pp. 88-106
Persistent link: https://www.econbiz.de/10014424063
Saved in:
2
Index tracking : a stock selection model using particle swarm optimization
Chen, Ren-Raw
- In:
The journal of investing : JOI
32
(
2023
)
2
,
pp. 53-73
Persistent link: https://www.econbiz.de/10014231599
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3
On the Black-Litterman model : learning to do better
Chen, Ren-Raw
;
Yeh, Shih-kuo
;
Zhang, Xiaohu
- In:
The journal of financial data science
4
(
2022
)
3
,
pp. 66-88
Persistent link: https://www.econbiz.de/10014232758
Saved in:
4
Stock liquidity risk and cash preservation
Yeh, Shih-kuo
;
Yang, Wan-Ru
;
Chen, Ren-Raw
;
Yeh, Chung-Ying
- In:
Review of Pacific Basin financial markets and policies …
25
(
2022
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014233865
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5
Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
Saved in:
6
Economic growth potential creating a real put and the resulting valuation of the firm
Wang, Xiaoli
;
Long, Michael S.
;
Chen, Ren-Raw
;
Zhang, …
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 453-474
Persistent link: https://www.econbiz.de/10011595651
Saved in:
7
What lies beneath the implementation of expensing equity-based compensation?
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Chou, Ting-Kai
;
Long, …
- In:
Pacific-Basin finance journal
46
(
2017
),
pp. 78-93
Persistent link: https://www.econbiz.de/10011800932
Saved in:
8
An exact structural model for evaluating credit default swaps : theory and empirical evidence
Chen, Ren-Raw
;
Hsieh, Pei-Lin
- In:
The journal of fixed income : JFI
32
(
2023
)
3
,
pp. 20-48
Persistent link: https://www.econbiz.de/10014231375
Saved in:
9
Ultra treasury bond futures
Chen, Ren-Raw
;
Leistikow, Dean
;
Su, You-Tseng
;
Yeh, Shih-kuo
- In:
The journal of fixed income : JFI
32
(
2023
)
3
,
pp. 117-139
Persistent link: https://www.econbiz.de/10014231386
Saved in:
10
From liquidity risk to systemic risk : a use of knowledge graph
Chen, Ren-Raw
;
Zhang, Xiaohu
- In:
Journal of financial stability
70
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490460
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