Bowen Hu

Bowen Hu
  • University of Waterloo

About

2
Publications
578
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Introduction
Skills and Expertise
Financial Mathematics
Financial Modelling
Time Series Analysis
Stochastic Processes
Asset Pricing
Risk Management
Financial Risk Management
Stochastic Modeling
Portfolio Management
Portfolio Theory
Current institution
University of Waterloo
University of Waterloo
  • Department of Statistics and Actuarial Science
  • Waterloo, Canada

Publications

Publications (2)
Optimal Selection of Assets and Portfolios: IV AMMCS International Conference, Waterloo, Canada, August 20–25, 2017
Chapter
  • Jan 2018
In this paper, we propose a new method that allows an investor to rank available financial securities such as equities and exchange-traded funds (ETFs) in accordance with his or her risk preferences. We have demonstrated that using a linear combination of several risk measures and performance metrics as a ranking function can help us to select the...
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Table 1 Application of the bootstrapping method to optimal ETFs...
Optimal Selection of Assets and Portfolios
Conference Paper
Full-text available
  • Aug 2017
In this paper, we propose a new method that allows an investor to rank available financial securities such as equities and exchange-traded funds (ETFs) in accordance with his or her risk preferences. We use a combination of several risk and performance metrics as a ranking function and then apply three different methods to evaluate the long-term va...
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