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Publications by Daniel Chiew

Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach

English

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The Experienced Utility of Expected Utility Approaches

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Research on Investment Decision of Scientific and Technology Insurance Based on the Expected Utility Model

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Efficient VAR and Expected Shortfall Computations for Non-Linear Portfolios Within the Delta-Gamma Approach

SSRN Electronic Journal

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Conditionally Fitted Sharpe Performance With an Application to Hedge Fund Rating

SSRN Electronic Journal

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A Software Vulnerability Rating Approach Based on the Vulnerability Database

Journal of Applied Mathematics

Applied Mathematics

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Entropy-Based Mesh Refinement, I: The Entropy Adjoint Approach

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Some Notes on Maximum Entropy Utility

Electronic Engineering

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Mathematical Physics

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Expected Multi-Utility Representations

Mathematical Social Sciences

Political Science

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Nonparametric Test of the Expected Utility Hypothesis

American Journal of Agricultural Economics

Biological Sciences

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