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CAPM
Mortality
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Wang, Chou-Wen
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Huang, Hong-Chih
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Tzang, Shyh-Weir
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Tzang, Shyh-weir
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International review of economics & finance : IREF
2
Astin bulletin : the journal of the International Actuarial Association
1
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ECONIS (ZBW)
3
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Risk management of financial crises : an optimal investment strategy with multivariate jump-diffusion models
Wang, Chou-Wen
;
Huang, Hong-Chih
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 501-525
Persistent link: https://www.econbiz.de/10011729607
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2
Implementing option pricing models when asset returns follow an autoregressive moving average process
Wang, Chou-wen
;
Wu, Chin-wen
;
Tzang, Shyh-weir
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 8-25
Persistent link: https://www.econbiz.de/10009690239
Saved in:
3
Systematic risk and volatility skew
Tzang, Shyh-Weir
;
Wang, Chou-Wen
;
Yu, Min-Teh
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625535
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