A portfolio-invariant capital allocation scheme penalizing concentration risk

von Kao, Lie-Jane
Veröffentlicht in Economic modelling (2015)

Credit valuation adjustment of cap and floor with counterparty risk : a structural pricing model for vulnerable European options

von Kao, Lie-Jane
Veröffentlicht in Review of derivatives research (2016)

Locally risk-neutral valuation of options in GARCH models based on variance-gamma process

von Kao, Lie-Jane
Veröffentlicht in International journal of theoretical and applied finance (2012)

Dividend changes and information about future profitability : an application of difference GMM

von Chen, Tai-yuan
Veröffentlicht in Applied economics letters (2014)

Estimating binomial and Black & Scholes option pricing models : Excel, R Language, and SAS program approach

von Kao, Lie-Jane
Veröffentlicht in Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3 (2024)

Why do banks default when asset quality is high?

von Kao, Lie-Jane
Veröffentlicht in The international journal of business and finance research (2012)

An assessment of copula functions approach in conjunction with factor model in portfolio credit risk management

von Kao, Lie-Jane
Veröffentlicht in Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1 (2024)

Bayesian portfolio mean-variance efficiency test with sampling error of Sharpe ratio

von Kao, Lie-Jane
Veröffentlicht in Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4 (2024)

Time-changed GARCH versus the GARJI model for prediction of extreme news events : an empirical study

von Kao, Lie-Jane
Veröffentlicht in International review of economics & finance (2012)

The long-term wealth effect of share repurchases evidence from Taiwan

von Chen, Tai-yuan
Veröffentlicht in The international journal of business and finance research (2011)

Why share repurchases are not a panacea for increasing share prices

von Chen, Tai-Yuan
Veröffentlicht in The international journal of business and finance research (2016)

Study guide for statistics for business and financial cconomics : a supplement to the textbook by Cheng-Few Lee, John C. Lee and Alice C. Lee

von Moy, Ronald L.
Veröffentlicht 2015

Time-changed GARCH versus GARJI model for extreme events : an empirical study

von Kao, Lie-Jane
Veröffentlicht in Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2 (2024)

Credit crunch and saving glut in Taiwan : empirical evidences

von Lee, Cheng F.
Veröffentlicht in Advances in Pacific Basin business, economics, and finance (2017)