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An intertemporal CAPM approach to evaluate mutual fund performance

Chang, Jow-ran; Hung, Mao-Wei; Lee, Cheng F. - In: Review of quantitative finance and accounting 20 (2003) 4, pp. 415-433

Persistent link: https://www.econbiz.de/10001773915

An intertemporal international asset pricing model : theory and empirical evidence

Chang, Jow-ran; Errunza, Vihang R.; Hogan, Kedreth C.; … - In: European financial management : the journal of the … 11 (2005) 2, pp. 173-194

Persistent link: https://www.econbiz.de/10003061712

Cross-market hedging strategies for credit swaps under a Markov regime-switching framework

Chang, Jow-ran; Hung, Mao-Wei; Tsai, Feng-tse - In: The journal of fixed income 22 (2012) 2, pp. 44-56

Persistent link: https://www.econbiz.de/10009670717

Searching for landmines in equity markets

Chang, Bi-Juan; Chang, Jow-Ran; Hung, Mao-Wei - In: Annals of financial economics 9 (2014) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10010489117

The jump behavior of foreign exchange market : analysis of Thai Baht

Chang, Jow-Ran; Hung, Mao-Wei; Lee, Cheng F.; Lu, Hsin-Min - In: Review of Pacific Basin financial markets and policies 10 (2007) 2, pp. 265-288

Persistent link: https://www.econbiz.de/10003507283

Revisiting generalized almost stochastic dominance

Chang, Jow-Ran; Liu, Wei-Han; Hung, Mao-Wei - In: Decision making and risk/return optimization in …, (pp. 175-192). 2019

Persistent link: https://www.econbiz.de/10012134793

The interaction between nonexpected utility and asymmetric market fundamentals

Hung, Mao-Wei - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 325-343

Persistent link: https://www.econbiz.de/10001169029

Cross-Market Hedging Strategies for Credit Default Swaps Under a Markov Regime-Switching Framework

Chang, Jow-Ran - 2015

This paper aims to explore strategies used for hedging credit default swap (CDS) risks. By analyzing the AIG financial crisis in 2008, we understand the nature of CDS and why AIG incurred huge losses. In addition, we investigate other financial products that can be used to hedge CDS risks....

Persistent link: https://www.econbiz.de/10013016687

Can the gains from international diversification be achieved without trading abroad?

Errunza, Vihang R.; Hogan, Kedreth C.; Hung, Mao-Wei - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2075-2107

Persistent link: https://www.econbiz.de/10001496824

Volatility and maturity effects in the Nikkei index futures

Chen, Yen-ju; Duan, Jin-Chuan; Hung, Mao-Wei - In: The journal of futures markets 19 (1999) 8, pp. 895-909

Persistent link: https://www.econbiz.de/10001443384

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