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W.   Paul    Chiou
W. Paul Chiou
Northeastern University, D'Amore-McKim School of Business
Verified email at neu.edu - Homepage
Title
Cited by
Cited by
Year
Who benefits more from international diversification?
WJP Chiou
Journal of International Financial Markets, Institutions and Money 18 (5 …, 2008
872008
Diversified portfolios with different entropy measures
JR Yu, WY Lee, WJP Chiou
Applied Mathematics and Computation 241, 47-63, 2014
782014
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
762010
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
752009
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
682012
Benefits of international diversification with investment constraints: An over-time perspective
WJP Chiou
Journal of Multinational Financial Management 19 (2), 93-110, 2009
682009
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
372020
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
262013
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
212019
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
212009
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
192017
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
162013
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
142015
Paying attention to social media stocks
WJP Chiou, HS Knewtson, JR Nofsinger
International Review of Economics & Finance 59, 106-119, 2019
132019
Does entropy model with return forecasting enhance portfolio performance?
JR Yu, WJP Chiou, WY Lee, KC Yu
Computers & Industrial Engineering 114, 175-182, 2017
122017
Understanding the Channels of Bank Value Creation During Times of Crisis: Deconstructing ROA.
WJP Chiou, RL Porter, BJ Sopranzetti
Journal of Accounting & Finance (2158-3625) 14 (5), 2014
92014
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
72022
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
72015
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
62017
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
52015
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