Concepedia

Lan-chih Ho

LH

4

Publications

149

Citations

4

H-Index

2000

Active since

Affiliations

University of Birmingham(Current)

Lan-chih Ho is an author at University of Birmingham specializing in business, finance, and management.

Top concepts

FinanceBusinessManagementEconomicsAsset PricingFinancial CrisisFinancial EconomicsPortfolio SelectionPortfolio ManagementCredit Risk

Publications per year

2000–2010

4

Publications

4

Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil

Lan-chih Ho, Peter Burridge, John Cadle et al. · Pacific-Basin Finance Journal · 2000 · 78 citations

Empirical Finance, Emerging Market, Economics +12

Intra‐lndustry Effects of Corporate Capital Investment Announcements

Sheng‐Syan Chen, Lan-chih Ho, Yi‐Cheng Shih · Financial Management · 2007 · 39 citations

Market Microstructure, Intra‐lndustry Effects, Negative Valuation Effect +12

An analysis of risk-based asset allocation and portfolio insurance strategies

Lan-chih Ho, John Cadle, Michael Theobald · Review of Quantitative Finance and Accounting · 2010 · 18 citations

Economics, Risk-based Asset Allocation, Asset Pricing +9

Portfolio selection in an expected shortfall framework during the recent ‘credit crunch’ period

Lan-chih Ho, John Cadle, Michael Theobald · Journal of Asset Management · 2008 · 14 citations

Economics, Portfolio Optimization, Financial Economics +11

Rows per page

1–4 of 4