Wan-Yi Chiu
From MaRDI portal
Person:1387685
Available identifiers
zbMath Open chiu.wan-yiMaRDI QIDQ1387685
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| AN IMPROVED TEST OF THE SQUARED SHARPE RATIO | 2022-11-18 | Paper |
| Another look at portfolio optimization with mental accounts | 2022-03-03 | Paper |
| Mean-variance hedging in the presence of estimation risk | 2021-12-13 | Paper |
| Safety-first portfolio selection | 2021-07-08 | Paper |
| The global minimum variance hedge | 2020-11-10 | Paper |
| An optimal combination of risk-return and naive hedging | 2015-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5177491 | 2015-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5177499 | 2015-03-12 | Paper |
| A simple test of optimal hedging policy | 2013-05-13 | Paper |
| \(D\)-optimal fractional factorial designs | 1998-12-10 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Wan-Yi Chiu
