| Solving norm constrained portfolio optimization via coordinate-wise descent algorithms YM Yen, TJ Yen Computational Statistics & Data Analysis 76, 737-759, 2014 | 69 | 2014 |
| Bond variance risk premia P Mueller, A Vedolin, Y Yen Financial Markets Group, The London School of Economics and Political Science, 2012 | 64 | 2012 |
| Sparse weighted-norm minimum variance portfolios YM Yen Review of Finance 20 (3), 1259-1287, 2016 | 43 | 2016 |
| A note on sparse minimum variance portfolios and coordinate-wise descent algorithms YM Yen Available at SSRN, 2010 | 12 | 2010 |
| A nonparametric test of a strong leverage hypothesis O Linton, YJ Whang, YM Yen Journal of Econometrics 194 (1), 153-186, 2016 | 11 | 2016 |
| Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions YM Yen International Journal of Forecasting, 2016 | 10* | 2016 |
| Risk evaluations with robust approximate factor models RY Chou, TJ Yen, YM Yen Journal of Banking & Finance 82, 244-264, 2017 | 7 | 2017 |
| Macroeconomic forecasting using approximate factor models with outliers RY Chou, TJ Yen, YM Yen International Journal of Forecasting 36 (2), 267-291, 2020 | 4 | 2020 |
| Forecasting Expected Shortfall and Value-at-Risk with the FZ Loss and Realized Variance Measures RY Chou, TJ Yen, YM Yen Available at SSRN 3448882, 2019 | 3 | 2019 |
| Testing jumps via false discovery rate control YM Yen PloS one 8 (4), e58365, 2013 | 3 | 2013 |
| Grouped variable selection via nested spike and slab priors TJ Yen, YM Yen arXiv preprint arXiv:1106.5837, 2011 | 3 | 2011 |
| Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning YC Hsu, M Huber, YM Yen arXiv preprint arXiv:2307.01049, 2023 | 2 | 2023 |
| Estimations of the conditional tail average treatment effect LY Chen, YM Yen arXiv preprint arXiv:2109.08793, 2021 | 2 | 2021 |
| The lower regression function and testing expectation dependence dominance hypotheses O Linton, YJ Whang, YM Yen Econometric Reviews 40 (8), 709-727, 2021 | 2 | 2021 |
| Forward-looking information on growth and uncertainty implied by derivative securities: Evidence from an emerging market YM Yen International Review of Economics & Finance 62, 240-266, 2019 | 2 | 2019 |
| Three essays in financial econometrics BD Seo University of California, Santa Barbara, 2006 | 2 | 2006 |
| An attention algorithm for solving large scale structured -norm penalty estimation problems TJ Yen, YM Yen Japanese Journal of Statistics and Data Science 4 (1), 345-371, 2021 | 1 | 2021 |
| Estimating links of a network from time to event data TJ Yen, ZR Lee, YH Chen, YM Yen, JS Hwang | 1 | 2017 |
| Structured variable selection via prior-induced hierarchical penalty functions TJ Yen, YM Yen Computational Statistics & Data Analysis 96, 87-103, 2016 | 1 | 2016 |
| A nonparametric test of the leverage hypothesis O Linton, YJ Whang, YM Yen cemmap working paper, 2012 | 1 | 2012 |
