Showing results 9 to 28 of 36
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| Date | Title | Author(s) |
| 17-Apr-2017 | Risk Evaluations with Robust Approximate Factor Models | 顏佑銘; Chou, Ray Yeutien;Yen, Tso-Jung;Yen, Yu-Min |
| 24-Nov-2014 | Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms | 顏佑銘; Yen, Yu-Min ;Yen, Tso-Jung |
| 2-Nov-2015 | Sparse Weighted Norm Minimum Variance Portfolios | 顏佑銘; Yen, Yu-Min |
| 29-Oct-2015 | Sparse Weighted-Norm Minimum Variance Portfolios | 顏佑銘; Yu-MinYen |
| 15-Jan-2016 | Structured variable selection via prior-induced hierarchical penalty functions | Yen, Tso-Jung;Yen, Yu-Min; 顏佑銘 |
| 26-Nov-2018 | Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions | 顏佑銘; Yen, Yu-Min |
| 26-Nov-2018 | Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions | 顏佑銘; Yen, Yu-Min |
| 26-Nov-2018 | Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions | 顏佑銘; Yen, Yu-Min |
| 24-Nov-2014 | Testing Jumps via False Discovery Rate Control | 顏佑銘; Yen, Yu-Min |
| 18-Dec-2014 | Testing Jumps via False Discovery Rate Control. | 顏佑銘; Yen,Yu-Min |
| 25-May-2021 | The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses | 顏佑銘; Yen, Yu-Min; Linton, O.; Whang, Y-J. |
| 4-Aug-2021 | 以範數懲罰函數建構之投資組合實證研究：以新冠肺炎區間為例 | 蔡宛廷; Tsai, Wan-Ting |
| 4-Aug-2021 | 加權範數懲罰函數之實證應用：以中美貿易戰前後期間之台灣5G供應鏈產業為例 | 陳睦宜; Chen, Mu-Yi |
| 1-Jul-2022 | 加權範數懲罰函數之實證研究：以新冠肺炎前後期間中國股市為例 | 趙思煒; ZHAO, Si-Wei |
| 2-Mar-2018 | 加權範數最小變異數投資組合之實證應用：以台灣股市為例 | 莊丹華; Jhuang, Dan-Hua |
| - | 加權範數最小變異數投資組合之運用：以新冠疫情期間之台灣半導體產業為例 | 陳芝羽 |
| 3-Aug-2020 | 是否有比歷史平均法更有效預測股票市場溢酬的方法？－以美國市場為例 | 邱芝螢; Chiu, Jhih-Ying |
| 1-Jul-2020 | 條件資本資產定價模型運用 - 比較金融海嘯後價值股與成長股之風險 | 李奇潔; Lee, Chi-Chieh |
| 11-Jul-2017 | 臺灣上櫃股票市場系統流動性風險訂價之實證探討 | 沈士堯 |
| 3-Aug-2020 | 英國脫歐前後黃金與其他資產報酬與波動的變化－GJR-GARCH模型實證 | 蔡瑋真; Tsai, Wei-Chen |