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~subject:"ARCH-Modell"
~subject:"Business cycle"
~subject:"Portfolio frontier"
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The North American journal of economics and finance : a journal of financial economics studies
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Comment on "Optimal portfolio selection in a value-at-risk framework"
Huang, Hung-Hsi
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3181-3185
Persistent link: https://www.econbiz.de/10003203873
Saved in:
2
Optimal insurance contract under a value-at-risk constraint
Huang, Hung-Hsi
- In:
The Geneva risk and insurance review
31
(
2006
)
2
,
pp. 91-110
Persistent link: https://www.econbiz.de/10003398778
Saved in:
3
Portfolio selection and portfolio frontier with background risk
Huang, Hung-hsi
;
Wang, Ching-ping
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 177-196
Persistent link: https://www.econbiz.de/10010364815
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4
Option pricing under truncated Gram-Charlier expansion
Lin, Shin-Hung
;
Huang, Hung-Hsi
;
Li, Sheng-Han
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 77-97
Persistent link: https://www.econbiz.de/10011514435
Saved in:
5
Pricing Taiwan option market with GARCH and stochastic volatility
Huang, Hung-hsi
;
Wang, Ching-ping
;
Chen, Shiau-hung
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 747-754
Persistent link: https://www.econbiz.de/10009231596
Saved in:
6
Does fund manager herding vary over the business cycle?
Huang, Hung-hsi
;
Hung, Rern-jay
;
Wang, Ching-ping
; …
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1531-1535
Persistent link: https://www.econbiz.de/10008938890
Saved in:
7
Investor SAD sentiment and stock returns in Taiwan
Wang, Ching-ping
;
Huang, Hung-hsi
;
Chen, Yong-wei
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 40-57
Persistent link: https://www.econbiz.de/10009682527
Saved in:
8
Momentum and contrarian profits corresponding to the coincident economic indicator on the Taiwan stock market
Wang, Ching-ping
;
Huang, Hung-hsi
;
Huang, Chi-chung
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 29-40
Persistent link: https://www.econbiz.de/10009682687
Saved in:
9
Optimal insurance design under a value-at-risk framework
Wang, Ching-Ping
;
Shyu, David
;
Huang, Hung-Hsi
- In:
The Geneva risk and insurance review
30
(
2005
)
2
,
pp. 161-179
Persistent link: https://www.econbiz.de/10003226793
Saved in:
10
Dynamic portfolio frontier in a mean-variance framework
Wang, Ching-ping
;
Huang, Hung-hsi
;
Jou, David G.
- In:
Applied financial economics
21
(
2011
)
16/18
,
pp. 1255-1261
Persistent link: https://www.econbiz.de/10009348293
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