| 1 |
"An omega portfolio model with dynamic return thresholds" (with J.R. Yu, W.J. Chiou) International Transactions in Operational Research, April 2022, https://doi.org/10.1111/itor.13153. (SCI, Impact factor: 3.610) |
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| 2 |
“Portfolio models with return forecasting and transaction costs” (with J.R. Yu, W.J. Chiou, and S.J. Lin) International Review of Economics and Finance, 66, 118-130, 2020. (SSCI, Impact factor: 1.42) |
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| 3 |
“Does Worst-case Omega robust portfolio outperform CVaR-related models?” (with J.R. Yu, W.J. Chiou, and T.Y. Chang) Computers & Operations Research, 104, 239-255, 2019. (SCI, Impact factor: 3.424) |
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| 4 |
“Does entropy model with return forecasting enhance portfolio performance?” (with J.R. Yu, W.J. Chiou, and K.C. Yu) Computers and Industrial Engineering 114, 175-182, 2017. (SCI, Impact factor: 4.135) |
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| 5 |
“A proactive technological selection model for new technology: The case of 3D IC TSV” (with C.Y. Hung) Technological Forecasting and Social Change 103, 191-202, 2016. (SSCI, Impact factor: 5.846) |
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