Huei-Wen Teng

每年研究成果

篩選

2024
Comparisons between the Markowitz model and the black-litterman model
Teng, H. W., 8 4月 2024, Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives (In 4 Volumes). World Scientific Publishing Co., 卷 3-4. p. 2727-2750 24 p.
研究成果: Chapter › 同行評審
2020
A heteroskedastic black-litterman portfolio optimization model with views derived from a predictive regression
Lin, W. H., Teng, H. W. & Yang, C. C., 1 1月 2020, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (In 4 Volumes). World Scientific Publishing Co., p. 563-581 19 p.
研究成果: Chapter › 同行評審
2 引文斯高帕斯（Scopus）
Estimation procedures of using five alternative machine learning methods for predicting credit card default
Teng, H. W. & Lee, M., 1 1月 2020, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (In 4 Volumes). World Scientific Publishing Co., p. 3545-3572 28 p.
研究成果: Chapter › 同行評審
4 引文斯高帕斯（Scopus）

鄧 惠文