Research output per year
Research output per year
Personal profile
Research Interests
Portfolio Optimization, Asset Pricing, Machine Learning
Education/Academic qualification
PhD, Finance, National Chung Hsing University
PhD, Information Management, National Sun Yat-sen University
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Dive into the research topics where Yao-Tsung Chen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 11 Article
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An investment strategy based on news sentiment words and its empirical performance
Chen, Y.-T., Yu, C.-Y. & Lin, S.-Y., 31 Jul 2024, In: Journal of Investing. 33, 5, p. 55-67 13 p.Research output: Contribution to journal › Article › peer-review
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Emoji Driven Crypto Assets Market Reactions
Zuo, X., Chen, Y.-T. & Härdle, W. K., 13 Jul 2024, In: Management and Marketing. 19, 2, p. 158-178 21 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Asset Pricing Tests of Infrequently Traded Securities: The Case of Municipal Bonds
Chen, Y.-T., Wu, C. & Yeh, C.-Y., 16 Aug 2022, In: Review of Asset Pricing Studies. 12, 3, p. 754-807 54 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Portfolio optimization with tri-objective for index fund management
Chen, Y.-T. & Sheng, Y., 3 Aug 2022, In: Algorithmic Finance. 9, 3-4, p. 121-127 7 p.Research output: Contribution to journal › Article › peer-review
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Multi-period Mean-variance Portfolio Selection with Practical Constraints using Heuristic Genetic Algorithms
Chen, Y.-T. & Yang, H.-Q., 10 Jun 2020, In: International Journal of Computational Economics and Econometrics. 10, 3, p. 209-221 13 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations