| 2005-01 |
Market Imperfections and the Information Content of Implied Volatility：From GARCH Modelling of TAIEX Returns |
杜化宇 |
conference |
|
| 2004-12 |
Mean Reversion Tests of Put-Call Parity for Equity Index Options with Randomization and Bayesian Gibbs Sampling Viewpoint：S&P500 versus DAX |
杜化宇 |
conference |
|
| 2004-08 |
The Pricing of Purchase Discount Options in Taiwanese Housing Market |
Yao-Min Chiang 、Chia-Hsin Huang、Jay Sa-Aadu |
conference |
|
| 2003-07 |
The Pricing of Equity Swaptions in Taiwanese Housing Market |
姜堯民、Chia-Hsin Huang、Jay Sa-Aadu |
conference |
|
| 2004-07 |
Effects of Employee Stock Bonuses on Productive Efficiency: Evidence from Taiwan`s Electronic Industry |
YUAN-CHEN CHANG、Robert C.W. Fok、Vivian Jeng |
conference |
|
| 2002-12 |
不動產交換選擇權 |
姜堯民 |
conference |
|
| 2002-12 |
壽險公司房屋抵押貸款提前償還原因分析 |
姜堯民 |
conference |
|
| 2002-12 |
日本經驗對台灣發展不動產證券化市場的啟示 |
姜堯民 |
conference |
|
| 2002-09 |
不動產證券化代理人問題之研究 |
姜堯民、黃嘉興 |
conference |
|
| 2002-09 |
Taiwan-REITs 發行金額可行性研究 |
姜堯民 |
conference |
|
| 2002-07 |
Wealth inequality and house price in Taiwan |
姜堯民 |
conference |
|
| 2002-02 |
策略思考不動產教育未來 |
姜堯民 |
conference |
|
| 2002-02 |
購屋折扣選擇權 |
姜堯民 |
conference |
|
| 2002-02 |
Wealth inequality and house price in Taiwan (南投) |
姜堯民 |
conference |
|
| 2001-01 |
Demand Distribution the Choice of Initial Public Offering Method and Underpricing |
姜堯民、Todd Houge |
conference |
|
| 2001-05 |
Wealth inequality and house price in Taiwan (taipei) |
姜堯民 |
conference |
|
| 2001-01 |
房屋仲介業佣金的差別定價 |
姜堯民 |
conference |
|
| 2006-06 |
The Patents Valuation with Capital Shortage Risk |
SIMON H . YEN、吳聰皓 |
conference |
|
| 2006-05 |
Dynamic Asset Allocation with Downside Risk and Extreme Returns |
SIMON H . YEN、李美杏 |
conference |
|
| 2002-04 |
The Trading Behavior of Derivative Warrant Issuer and Its Bearing on the Price and Liquidity of the Warrant and the Underlying Stock |
HSING-YI CHOW、Li-Wen Chen |
conference |
|
| 2003-12 |
Dynamic Asset Allocation Strategy for Intertemporal Pension Fund Management with Stochastic Volatility in Incomplete Markets |
Yen,Simon H.、Yuan-Hung Hsu Ku |
conference |
|
| 2002-05 |
存在多項R&D投資計畫下的實質放棄選擇權評價方法 |
SIMON H . YEN、吳明政 |
conference |
|
| 2002-05 |
Decomposition of bid-ask spreads in the stock index futures market |
SIMON H . YEN、闕河士 |
conference |
|
| 2002-05 |
Resolving the Asset Allocation Puzzle with Intertemporal Hedging and Nontraded Assets in the Stochastic Environment |
SIMON H . YEN、徐辜元宏 |
conference |
|
| 2001-12 |
An Intertemporal General Equilibrium Model of International Investment Barriers with Heterogeneous Preference and Incomplete Markets－Using the Perturbation Method |
SIMON H . YEN、徐辜元宏 |
conference |
|
