Wan-Jiun Paul Chiou

According to our database, Wan-Jiun Paul Chiou authored at least 6 papers between 2014 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

An omega portfolio model with dynamic return thresholds.

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee

Int. Trans. Oper. Res., 2023

2019

Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models.

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Tsao-Yuan Chuang

Comput. Oper. Res., 2019

2017

Does entropy model with return forecasting enhance portfolio performance?

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Kai-Cheng Yu

Comput. Ind. Eng., 2017

Incorporating transaction costs, weighting management, and floating required return in robust portfolios.

Jing-Rung Yu, Wan-Jiun Paul Chiou, Renting Liu

Comput. Ind. Eng., 2017

2015

A linearized value-at-risk model with transaction costs and short selling.

Jing-Rung Yu, Wan-Jiun Paul Chiou, Da-Ren Mu

Eur. J. Oper. Res., 2015

2014

Diversified portfolios with different entropy measures.

Jing-Rung Yu, Wen-Yi Lee, Wan-Jiun Paul Chiou

Appl. Math. Comput., 2014