Dealer spread and portfolio selection under price risks : evidence from the gold service industry

von Lu, Jin-ray
Veröffentlicht in The service industries journal (2011)

Risky asset allocation and consumption rule in the presence of background risk and insurance markets

von Lin, Wen-chang
Veröffentlicht in Insurance / Mathematics & economics (2012)

Identifying the fair value of Sharpe ratio by an option valuation approach

von Lu, Jin-Ray
Veröffentlicht in The quarterly review of economics and finance (2021)

Effect of oil price risk on systematic risk from transportation services industry evidence

von Lu, Jin-ray
Veröffentlicht in The service industries journal (2010)

Optimal portfolio choice of gold assets in the differential market and differential game structures

von Lu, Jin-ray
Veröffentlicht in Review of quantitative finance and accounting (2014)

Religious-based portfolio selection

von Lu, Jin-ray
Veröffentlicht in Review of financial economics (2012)

Option valuations and asset demands and supplies

von Lu, Jin-Ray
Veröffentlicht in The quarterly review of economics and finance (2021)

Interdependence of international equity variances : evidence from East Asian markets

von Chuang, I-Yuang
Veröffentlicht in Emerging markets review (2007)

Do shareholders appreciate capital investment policies of corporations?

von Lu, Jin-Ray
Veröffentlicht in International review of economics & finance (2016)

Forecasting volatility in the financial markets : a comparison of alternative distributional assumptions

von Chuang, I.-yuan
Veröffentlicht in Applied financial economics (2007)

Which demands affect optimal international portfolio choices?

von Lu, Jin-ray
Veröffentlicht in Journal of international financial markets, institutions & money (2012)

Portfolio selections with innate learning ability

von Lu, Jin-ray
Veröffentlicht in International journal of business and economics (2011)

An incentive problem of risk balancing in portfolio choices

von Lu, Jin-Ray
Veröffentlicht in The quarterly review of economics and finance (2016)

Valuing seller-defaultable options

Veröffentlicht in The journal of futures markets (2013)

Including more information content to enhance the value at risk estimation for real estate investment trusts

Veröffentlicht in International journal of financial research (2013)