Wei-han Liu
Associate Professor
Department of Finance
Institute of Management Technology, Dubai
United Arab Emirates
Biography
Dr. Wei-han Liu working as Associate Professor in the Department of Finance, Institute of Management Technology, Dubai.
Research Interest
Quantitative Finance, Applied Finance, Portfolio Management.
Publications
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Liu, Wei-Han. 2016.“Large-scale portfolio optimization: An improved simulation algorithm based on differential evolution and optimal computing budget allocation.†Journal of Simulation 10:1-11.
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Liu, Wei-Han. 2016.“Are-examination of maturity effect of energy futures price from the perspective of stochastic volatility.†Energy Economics 56:51-362.
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Liu, Wei-Han and Phong Nguyen. 2017.“Time-varying linkage of the possible safe-haven assets: Across-market and cross-asset analysis.†International Review of Finance 17 (1):43-76.
