Jing-Rung Yu
National Chi Nan University
H-index: 15
Asia-Taiwan
Top articles of Jing-Rung Yu
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Extending the Omega model with momentum and reversal strategies to intraday trading | Plos one | Jing-Rung Yu Chieh-Hui Wei Chi-Ju Lai Wen-Yi Lee | 2023/9/8 |
An omega portfolio model with dynamic return thresholds | International Transactions in Operational Research | Jing‐Rung Yu Wan‐Jiun Paul Chiou Wen‐Yi Lee | 2023/9 |
Omega portfolio models with floating return threshold | International Review of Economics & Finance | Jing-Rung Yu Wan-Jiun Paul Chiou Yi-Ting Hsin Her-Jiun Sheu | 2022/11/1 |
Dynamic rebalancing portfolio models with analyses of investor sentiment | International Review of Economics & Finance | Jing-Rung Yu W Paul Chiou Cing-Hung Hung Wen-Kuei Dong Yi-Hsuan Chang | 2022/1/1 |
Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness | Wan-Jiun Paul Chiou Jing-Rung Yu | 2021 | |
Portfolio models with return forecasting and transaction costs | International Review of Economics & Finance | Jing-Rung Yu Wan-Jiun Paul Chiou Wen-Yi Lee Shun-Ji Lin | 2020/3/1 |
