- “Does entropy model with return forecasting enhance portfolio performance?” Computers and Industrial Engineering 114, 175-182, 2017.
- “Incorporating transaction costs, weighting management, and floating required return in robust portfolios“ Computers and Industrial Engineering 109, 48–58, 2017.
- “Pricing corporate bonds and constructing credit curves in a developing country: The case of the Taiwan bond fund crisis“ International Review of Economics and Finance 50, 261–274, 2017.
- “Diversification Benefits of Risk Portfolio Models: A Case of Taiwan’s Stock Market“ Review of Quantitative Finance and Accounting 48, 467 – 502, 2017.
- “A Linearized Value-at-risk Model with Transaction Costs and Short Selling” European Journal of Operational Research, 247, 872-878, 2015.
- “Diversified Portfolios with Different Entropy Measures” Applied Mathematics and Computation, 214, 47-63, 2014.
- “Do Investors Still Benefit from Culturally Home-biased Diversification? An Empirical Study of China, Hong Kong, and Taiwan” Review of Quantitative Finance and Accounting, 40, 341-381, 2013.
- Financial Management Association Annual Meeting, Oct. 2017, Boston, MA.
- INFORM Annual Meeting, Oct. 2017, Houston, TX.
- Financial Management Association Annual Meeting, Oct. 2016, Las Vegas, NV
- Financial Management Association Annual Meeting, Oct. 2015, Orlando, FL
- Financial Management Association Annual Meeting, Oct. 2014, Nashville, TN (3 papers)
- Office of the Comptroller of the Currency, May 2014, Washington, DC
- Bureau of Economic Analysis, Feb. 2014, Washington, DC
- Ph.D. Finance, Rutgers University
Research & Teaching Interests
Professor Chiou’s current research interests include portfolio management, international finance, financial institution management, law and finance, and risk management. He has primary teaching interests in International Financial Management, Investments, Portfolio Management, Valuation and Value Creation, Bank Management, Financial Markets and Institutions, Corporate Finance, and Financial Management.
Industry & Academic Experience
Prior to joining Northeastern University, Dr. Chiou held faculty position and has taught various finance courses at graduate and undergraduate levels at Central Michigan University, Rutgers University, Shippensburg University, and the others. He was a banker before entering academia. He was interviewed by the Voice of America (VOA) in Washington, DC for the issues of Asian financial markets numerous times.
Services to the Profession
Professor Chiou is an active member of the American Finance Association and the Financial Management Association. He also serves as an Associate Editor for Review of Pacific Basin Financial Markets and Policies.
Awards & Recognition
- Semi Finalist of Best Paper Award, Financial Management Association, 2014, 2012.
- Top 10% session, Financial Management Association, 2014, 2009, 2006.