Wan-Jiun Paul Chiou

Publication Activity (10 Years)

Years Active: 2014-2023
Publications (10 Years): 4

Top Topics

Entropy Measure

Evaluation Measures

Robust Optimization

Probabilistic Model

Top Venues

Comput. Ind. Eng.

Comput. Oper. Res.

Appl. Math. Comput.

Int. Trans. Oper. Res.

Publications

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee
An omega portfolio model with dynamic return thresholds. Int. Trans. Oper. Res. 30 (5) (2023)
Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Tsao-Yuan Chuang
Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models. Comput. Oper. Res. 104 (2019)
Jing-Rung Yu, Wan-Jiun Paul Chiou, Renting Liu
Incorporating transaction costs, weighting management, and floating required return in robust portfolios. Comput. Ind. Eng. 109 (2017)
Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Kai-Cheng Yu
Does entropy model with return forecasting enhance portfolio performance? Comput. Ind. Eng. 114 (2017)
Jing-Rung Yu, Wan-Jiun Paul Chiou, Da-Ren Mu
A linearized value-at-risk model with transaction costs and short selling. Eur. J. Oper. Res. 247 (3) (2015)
Jing-Rung Yu, Wen-Yi Lee, Wan-Jiun Paul Chiou
Diversified portfolios with different entropy measures. Appl. Math. Comput. 241 (2014)