Chih-Ying Hsiao

Bielefeld University - Department of Business Administration and Economics

P.O. Box 100131

D-33501 Bielefeld, NRW 33501

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

292

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Intertemporal Investment Strategies Under Inflation Risk

Quantitative Finance Research Centre Working Paper No. 192
Number of pages: 53 Posted: 16 Mar 2008
Carl Chiarella, Chih-Ying Hsiao and Willi Semmler
University of Technology, Sydney - UTS Business School, Finance Discipline Group, Bielefeld University - Department of Business Administration and Economics and The New School - Department of Economics
Downloads 170 (184,612)
Citation 4

Abstract:

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inflation-indexed bonds, intertemporal asset allocation, inflationary expectations

2.

The Impact of Short-Sale Constraints on Asset Allocation Strategies Via the Backward Markov Chain Approximation Method

Quantitative Finance Research Centre Research Paper No. 171
Number of pages: 23 Posted: 02 May 2006
Carl Chiarella and Chih-Ying Hsiao
University of Technology, Sydney - UTS Business School, Finance Discipline Group and Bielefeld University - Department of Business Administration and Economics
Downloads 122 (241,490)
Citation 1

Abstract:

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