Education

  • PhD Finance, Rutgers University

Selected Publications

  • “Portfolio models with return forecasting and transaction costs” International Review of Economics and Finance 66, 118 – 130, 2020.
  • “Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models” Computers and Operations Research, 104, 239 – 255, 2019.
  • “Paying Attention to Social Media Stock” International Review of Economics and Finance, 59, 106-119, 2019.
  • “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.

Selected Presentations

  • 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

Research & Teaching Interests

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 investments, corporate finance, portfolio management, valuation and value creation, international finance, bank management, financial markets and institutions, and financial management.

Industry & Academic Experience

Prior to joining Northeastern University, Chiou held full-time faculty positions at Central Michigan University, Rutgers University, and others. He was a banker, working of credit analyses and economic research before entering academia. He was interviewed by several media agencies, such as the Voice of America (VOA) in Washington, DC, for the issues of international financial markets numerous times.

Services to the Profession

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.