Who benefits more from international diversification? WJP Chiou Journal of International Financial Markets, Institutions and Money 18 (5 …, 2008 | 89 | 2008 |
Diversified portfolios with different entropy measures JR Yu, WY Lee, WJP Chiou Applied Mathematics and Computation 241, 47-63, 2014 | 85 | 2014 |
Stock return, risk, and legal environment around the world WJP Chiou, AC Lee, CF Lee International Review of Economics & Finance 19 (1), 95-105, 2010 | 81 | 2010 |
Do investors still benefit from international diversification with investment constraints? WJP Chiou, AC Lee, CCA Chang The Quarterly Review of Economics and Finance 49 (2), 448-483, 2009 | 78 | 2009 |
Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets CP Hsu, CW Huang, WJP Chiou Review of Quantitative Finance and Accounting 39, 447-468, 2012 | 69 | 2012 |
Benefits of international diversification with investment constraints: An over-time perspective WJP Chiou Journal of Multinational Financial Management 19 (2), 93-110, 2009 | 66 | 2009 |
Portfolio models with return forecasting and transaction costs JR Yu, WJP Chiou, WY Lee, SJ Lin International Review of Economics & Finance 66, 118-130, 2020 | 43 | 2020 |
How Do Investors Benefit from Culturally Home-biased Diversification? An Empirical Study in China, Hong Kong, and Taiwan WJP Chiou, CF Lee Review of Quantitative Finance and Accounting 40 (2), 341-381, 2013 | 27 | 2013 |
Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models JR Yu, WJP Chiou, WY Lee, TY Chuang Computers & Operations Research 104, 239-255, 2019 | 23 | 2019 |
Variation in stock return risks: an international comparison WJP Chiou, AC Lee, CF Lee Review of Pacific Basin Financial Markets and Policies 12 (02), 245-266, 2009 | 21 | 2009 |
Incorporating Transaction Costs, Weighting Management, and Floating Required Return in Robust Portfolios JR Yu, WJP Chiou, RT Liu Computers & Industrial Engineering 109, 48–58, 2017 | 19 | 2017 |
How Has Capital Affected Bank Risk Since Implementation of the Basel Accords? RL Porter, WJP Chiou Banks and Bank Systems 8 (1), 62-78, 2013 | 16 | 2013 |
Does entropy model with return forecasting enhance portfolio performance? JR Yu, WJP Chiou, WY Lee, KC Yu Computers & Industrial Engineering 114, 175-182, 2017 | 15 | 2017 |
Paying attention to social media stocks WJP Chiou, HS Knewtson, JR Nofsinger International Review of Economics & Finance 59, 106-119, 2019 | 14 | 2019 |
A linearized value-at-risk model with transaction costs and short selling JR Yu, WJP Chiou, DR Mu European Journal of Operational Research 247 (3), 872-878, 2015 | 14 | 2015 |
Understanding the channels of bank value creation during times of crisis: deconstructing ROA WJP Chiou, RL Porter, BJ Sopranzetti Journal of Accounting and Finance 14 (5), 11-23, 2014 | 9 | 2014 |
Dynamic rebalancing portfolio models with analyses of investor sentiment JR Yu, WP Chiou, CH Hung, WK Dong, YH Chang International Review of Economics & Finance 77, 1-13, 2022 | 8 | 2022 |
Diversification benefits of risk portfolio models: a case of Taiwan’s stock market JR Yu, WJP Chiou, JH Yang Review of Quantitative Finance and Accounting 48, 467 – 502, 2017 | 7 | 2017 |
Does Banking Capital Reduce Risk?: An Application of Stochastic Frontier Analysis and GMM Approach WJP Chiou, RL Porter Handbook of financial econometrics and statistics, 349-382, 2015 | 7 | 2015 |
International variations in the benefits of feasible diversification strategies WJP Chiou, VW Boasson Review of Pacific Basin Financial Markets and Policies 18 (04), 1550022, 2015 | 5 | 2015 |