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A value-at-risk analysis of carry trades using skew-GARCH models
Wang, Yu-jen; Chung, Huimin; Guo, Jia-hau - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 4, pp. 439-459
Persistent link: https://www.econbiz.de/10009787972
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Integrated portfolio risk measure : estimation and asymptotics of multivariate geometric quantiles
Sun, Edward W.; Wang, Yu-Jen; Yu, Min-Teh - In: Computational economics 52 (2018) 2, pp. 627-652
Persistent link: https://www.econbiz.de/10012053017
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The diversification effects of volatility-related assets
Chen, Hsuan-chi; Chung, San-lin; Ho, Keng-yu - In: Journal of banking & finance 35 (2011) 5, pp. 1179-1189
Persistent link: https://www.econbiz.de/10009245246
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Fund selection in target date funds
Chan, Chia-Ying; Chen, Hsuan-chi; Chiang, Yu Hsuan; … - In: The North American journal of economics and finance : a … 39 (2017), pp. 197-209
Persistent link: https://www.econbiz.de/10011878623
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Investor attention, fee structure, and newly issued funds
Chen, Hong-Yi; Chen, Hsuan-chi; Lai, Christine W.; … - In: Review of Pacific Basin financial markets and policies … 26 (2023) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10014304927