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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Research output
- 3 Article
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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. 754-807Research output: Contribution to journal › Article › peer-review
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Portfolio optimization with tri-objective for index fund management
Chen, Y-T. & Sheng, Y., 3 Aug 2022, In: Algorithmic Finance. 9, 3-4, p. 121-127Research 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., 1 Jun 2020, In: International Journal of Computational Economics and Econometrics. 10, 3, p. 209-221Research output: Contribution to journal › Article › peer-review
1 Scopus citations