Education

  • PhD Finance, Rutgers University

Selected Publications

  • “Transparency in the Equity Market: Evidence from a Natural Experiment”  International Review of Economics & Finance 89, 1348-1368, 2024
  • “Performance of Using Machine Learning Approaches for Credit Rating Prediction: Decision Forest and Boosting Algorithms”  Journal of Financial Transformation 58, 44–53, 2023.
  • “An Omega Portfolio Model with Dynamic Return Thresholds” International Transactions in Operational Research  58, 44–53, 2023.
  • “Omega portfolio models with floating return threshold”  International Review of Economics and Finance  82, 743 – 758, 2022.
  • “Social Media as Market Antennas: Dynamic Rebalancing Portfolio Models with Analyses of Inventor Sentiment”  International Review of Economics and Finance  77, 1-13, 2022.
  • “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.

Selected Presentations

  • INFORM Annual Meeting, Oct. 2021, Anaheim, CA.
  • 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

Investments; International Finance; Portfolio Modeling; Financial Institutions

Industry & Academic Experience

Prior to joining Northeastern University, professor Chiou held faculty positions at Central Michigan University. He was a banker, working on credit analyses and economic research before entering academia. He was interviewed by several media agencies, such as Forbes, MarketPlace, Boston Business Journal, the Voice of America (VOA), and others for the issues of financial markets numerous times.

Services to the Profession

  • Associate Editor, Review of Pacific Basin Financial Markets and Policies  
  • Associate Editor, Global Journal of Accounting and Finance
  • Membership: The American Finance Association, Financial Management Association

Awards & Recognition

  • Semi Finalist of Best Paper Award, Financial Management Association, 2014, 2012.
  • Top 10% session, Financial Management Association, 2014, 2009, 2006.

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