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Wan-Jiun P. Chiou, Ph.D. - Publications

Affiliations: 
2005 Rutgers The State University of New Jersey - Newark, United States 
Area:
Finance
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12 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Yu J, Chiou WP, Lee W, Lin S. Portfolio models with return forecasting and transaction costs International Review of Economics & Finance. 66: 118-130. DOI: 10.1016/J.Iref.2019.11.002  0.552
2019 Chiou WP, Knewtson HS, Nofsinger JR. Paying Attention to Social Media Stocks International Review of Economics & Finance. 59: 106-119. DOI: 10.1016/J.Iref.2018.08.009  0.34
2019 Yu J, Chiou WP, Lee W, Chuang T. Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models Computers & Operations Research. 104: 239-255. DOI: 10.1016/J.Cor.2018.12.004  0.53
2017 Lee SY, Chiou WP, Chung Y. Pricing corporate bonds and constructing credit curves in a developing country: The case of the Taiwan bond fund crisis International Review of Economics & Finance. 50: 261-274. DOI: 10.1016/J.Iref.2017.04.004  0.468
2017 Yu J, Chiou WP, Lee W, Yu K. Does entropy model with return forecasting enhance portfolio performance Computers & Industrial Engineering. 114: 175-182. DOI: 10.1016/J.Cie.2017.10.007  0.484
2017 Yu J, Chiou WP, Liu R. Incorporating transaction costs, weighting management, and floating required return in robust portfolios Computers & Industrial Engineering. 109: 48-58. DOI: 10.1016/J.Cie.2017.04.022  0.536
2012 Hsu C, Huang C, Chiou WP. Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets Review of Quantitative Finance and Accounting. 39: 447-468. DOI: 10.1007/S11156-011-0261-0  0.466
2010 Chiou WP, Lee AC, Lee C. Stock return, risk, and legal environment around the world International Review of Economics & Finance. 19: 95-105. DOI: 10.1016/J.Iref.2009.05.001  0.505
2009 Chiou WP, Lee AC, Lee C. Variation in Stock Return Risks: An International Comparison Review of Pacific Basin Financial Markets and Policies. 12: 245-266. DOI: 10.1142/S0219091509001666  0.56
2009 Chiou WP, Lee AC, Chang CA. Do investors still benefit from international diversification with investment constraints The Quarterly Review of Economics and Finance. 49: 448-483. DOI: 10.1016/J.Qref.2007.12.003  0.533
2009 Chiou WP. Benefits of international diversification with investment constraints: An over-time perspective Journal of Multinational Financial Management. 19: 93-110. DOI: 10.1016/J.Mulfin.2008.08.001  0.544
2008 Chiou WP. Who Benefits More from International Diversification Journal of International Financial Markets, Institutions and Money. 18: 466-482. DOI: 10.1016/J.Intfin.2007.07.002  0.515
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