Optimal insurance contract under a value-at-risk constraint

von Huang, Hung-Hsi
Veröffentlicht in The Geneva risk and insurance review (2006)

Portfolio selection and portfolio frontier with background risk

von Huang, Hung-hsi
Veröffentlicht in The North American journal of economics and finance (2013)

Optimal insurance contract under VaR and CVaR constraints

von Wang, Ching-Ping
Veröffentlicht in The North American journal of economics and finance (2016)

Multiperiod dynamic investment for a generalized situation

von Huang, Hung-hsi
Veröffentlicht in Applied financial economics (2009)

Forecasting VIX with stock and oil prices

von Huang, Hung-Hsi
Veröffentlicht in Finance a úvěr (2023)

Optimal insurance design under a value-at-risk framework

von Wang, Ching-Ping
Veröffentlicht in The Geneva risk and insurance review (2005)

Investor sentiment influence on the risk-reward relation in the Taiwan stock market

von Yu, Jean
Veröffentlicht in Emerging markets finance & trade (2014)

Option pricing under truncated Gram-Charlier expansion

von Lin, Shin-Hung
Veröffentlicht in The North American journal of economics and finance (2015)

Pricing Taiwan option market with GARCH and stochastic volatility

von Huang, Hung-hsi
Veröffentlicht in Applied financial economics (2011)

Implied index and option pricing errors : evidence from the Taiwan option market

von Wang, Ching-ping
Veröffentlicht in The international journal of business and finance research (2011)

Unsystematic risk explanation to momentum profits in Taiwan

von Wang, Ching-ping
Veröffentlicht in Review of Pacific Basin financial markets and policies (2012)

Reasonable evaluation of VIX options for the Taiwan stock index

von Huang, Hung-Hsi
Veröffentlicht in The North American journal of economics and finance (2019)

Comment on "Optimal portfolio selection in a value-at-risk framework"

von Huang, Hung-Hsi
Veröffentlicht in Journal of banking & finance (2005)

Reverse-engineering and real options-adjusted CAPM in the Taiwan stock market

von Wang, Ching-Ping
Veröffentlicht in Emerging markets finance & trade (2017)

HDD and CDD option pricing with market price of weather risk for Taiwan

von Huang, Hung-hsi
Veröffentlicht in The journal of futures markets (2008)

Dynamic portfolio frontier in a mean-variance framework

von Wang, Ching-ping
Veröffentlicht in Applied financial economics (2011)

Does past performance affect mutual fund tracking error in Taiwan?

von Wang, Ching-Ping
Veröffentlicht in Applied economics (2015)

Investor SAD sentiment and stock returns in Taiwan

von Wang, Ching-ping
Veröffentlicht in Emerging markets finance & trade (2012)

Momentum and contrarian profits corresponding to the coincident economic indicator on the Taiwan stock market

von Wang, Ching-ping
Veröffentlicht in Emerging markets finance & trade (2012)

Momentum strategy and institutional investing in Taiwan stock market

von Wang, Ching-ping
Veröffentlicht in Applied financial economics (2010)