S. M. Yen

Can hedge fund elites consistently beat the benchmark? A study of portfolio optimization

Ying-Lin Hsu, Yi-Long Hsiao, S. M. Yen, 2015 .

Re-examining covariance risk dynamics in international stock markets using quantile regression analysis

S. M. Yen, M. Li, 2011 .

Statistical inference for the availability of repairable system with general repair, reboot delay, and switching railure

Jau-Chuan Ke, Ying-Lin Hsu, Tzu-Hsin Liu, 2017, Commun. Stat. Simul. Comput..

Open interest, volume, and volatility: evidence from Taiwan futures markets

Ming-Hsiang Chen, S. M. Yen, 2010 .

Profitability of technical analysis in financial and commodity futures markets - A reality check

Stéphane Meng-Feng Yen, Ying-Lin Hsu, Ying-Lin Hsu, 2010, Decis. Support Syst..