Narrow search
Showing 1 - 6 of 6
Cover Image
Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Applied economics 47 (2015) 19/21, pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
Cover Image
Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Economic modelling 42 (2014), pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
Cover Image
Impacts of economic integration on stock market dependence without jump effects
Chuang, Chung-Chu; Lee, Jeff T. C.; Wu, Chih-Chiang - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 132-143
Persistent link: https://www.econbiz.de/10012122860
Cover Image
Resource constrained assembly line balancing problem solved with ranked positional weight rule
Kao, Hsiu-hsueh; Yeh, Din-horng; Wang, Yi-hsien - In: Review of economics & finance (2011) 5, pp. 71-80
Persistent link: https://www.econbiz.de/10009615370
Cover Image
Applied hybrid GARCH model to forecast the stock market volatility
Lin, Chin-tsai; Wang, Yi-hsien - In: The Indian journal of economics 87 (2007) 3, pp. 391-408
Persistent link: https://www.econbiz.de/10003487550
Cover Image
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng; Su, Jung-Bin; Chang, Matthew C.; Wang, … - In: Applied economics 52 (2020) 3, pp. 242-259
Persistent link: https://www.econbiz.de/10012197387