Tzu-Pu Chang

Publication List Details

Number

2

Co-Authors

Incorporating a leading indicator into the trading rule through the Markov-switching vector autoregression model

Tzu-Pu Chang, Jin-Li Hu

This article examines the profitability of trading rules based on the smoothed probability of Markov-switching models and executes two models in Taiwan's case. The results present that both proposed...

Decomposition of mutual fund underperformance

Jin-Li Hu, Tzu-Pu Chang

This article follows a three-stage data envelopment analysis (DEA) approach proposed by Fried et al. (2002) to decompose mutual fund underperformance, in order to obtain pure managerial performance....