江彌修 - 政大學術集成

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Date▼ Title Type  Full Text
2021.01 基於集成學習框架之信用違約預測-以信用卡客戶為例 article (55)
2020-05 基於媒體情緒的企業違約預警: 公開資訊語意分析 article (73)
2020-01 Relevance of the disposition effect on the options market: New evidence 期刊論文 (111)
2019-12 Relevance of the Disposition Effect on the Options Market: New Evidence article (68)
2019-09 漫步於隨機森林: 輔以多數決學習的台股指數期貨交易策略 article (157)
2019-03 公司治理與獨特性風險異象 article (121)
2018.02 Are Investors Always Compensated for Information Risk? Evidence from Chinese Reverse-Merger Firms article (428)
2018-12 Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps article (208)
2018-09 A Liquidity-based Betting-against-beta Strategy article (322)
2018-09 Analytical Approximations for American Options: The Binary Power Option Approach article (40)
2015-01 集中度風險於結構式商品的量化與分析:以房屋抵押貸款證券為例 article (153)
2014.09 Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy article (983)
2014.09 重隨機假設下動態違約相關性之描述及其資訊內涵:以指數型信用擔保債權憑證為例 article (700)
2014-09 On the characterization and information contents of dynamic default correlation under the doubly stochastic assumption: the case of iTraxx CDO tranches article (605)
2014 流動性風險下信用違約傳染模型之建構及實證研究 report (673)
2013.10 Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model article (1112)
2013 模型不確定性下信用投資組合之風險度量、控管、及其避險成效分析 report (640)(335)
2012.12 The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model article (890)
2012-12 跳躍擴散模型下固定比例債務債券之評價、風險構面與其避險機制 article (829)
2012-06 Estimation Risk and Optimal Portfolio Construction in a Lognormal Market article (1392)(1269)
2012 固定比例擔保債務憑證之研究 report (549)
2011 固定比例擔保債務憑證之研究 report (593)
2010 重隨機假設下之動態違約相關性描述 report (479)
2009.12 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios article (983)
2009.09 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios article (1032)