Wan-Ni Lai

Publication Activity (10 Years)

Years Active: 2021-2022
Publications (10 Years): 3

Top Topics

Portfolio Optimization

Trading Strategies

Chinese Stock Market

Top Venues

Ann. Oper. Res.

Oper. Res. Lett.

Publications

Wan-Ni Lai, Claire Y. T. Chen, Edward W. Sun
Risk factor extraction with quantile regression method. Ann. Oper. Res. 316 (2) (2022)
Wan-Ni Lai
Detecting stock market regimes from option prices. Oper. Res. Lett. 50 (3) (2022)
Wan-Ni Lai, Yi-Ting Chen, Edward W. Sun
Comonotonicity and low volatility effect. Ann. Oper. Res. 299 (1) (2021)