Publications-Proceedings

Showing 76-100 of 191
Date Title Author Type Full Text(downloads)
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
2005-05 The empirical test of bid-ask spread clientele effect on holding periods for futures contracts traded on the SGX-DT SIMON H . YEN、闕河士 conference
2002 The Trading Behavior of Derivative Warrant Issuer and Its Bearing on the Price and Liquidity of the Warrant and the Underlying Stock (ROC) HSING-YI CHOW、Li-Wen Chen conference
1999 台灣資本市場發展與管理研討 SIMON H . YEN conference
1999 台灣股票市場過度反應現象之實證研究 SIMON H . YEN、程淑美 conference
1997 股票股利與資訊傳遞 SIMON H . YEN conference
1996 台灣企業宣告發行海內外、可轉換公司債之財務特性 SIMON H . YEN conference
1994-09 台灣企業購併支付方式與財務特質關係之實證研究 SIMON H . YEN conference
1994 International Diversification Benefits in Asia-Pacific Stock Markets SIMON H . YEN conference
1998 Institutional Trades and Price Impacts on the Taiwan Stock Exchange Wei K. C. John、劉玉珍、Huan-Di Yi、Le-Ming Su conference
2003 Dynamic Asset Allocation Strategy for Intertemporal Pension Fund Management with Stochastic Volatility in Incomplete Markets SIMON H . YEN、徐辜元宏 conference
2002 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
1991 Cross-Hedging Foreign Interest Rates with US.Financial Futures SIMON H . YEN conference
1996 Management of Foreign Trade and Investment: Taiwan`s Experiences and the Implications for Central Asia 杜化宇 conference
1988 The Buy-and-Hold Implimentation Bias in the Trading Rule Test JIMMY D . CHEN conference
1988 Trading Rule Effects on the Results of Market Efficiency Tests--A Comparative test of several Widely Used Trading Rules JIMMY D . CHEN conference
1987-11 A Conceputual Framework for Trading Rule Market Efficiency Test with and Improved Trading Rule JIMMY D . CHEN、Chung, C. H. conference
2003-06 The Performance of Auction in Pricing IPO Shares:New Evidence Lee Yi-Tsung、劉玉珍、戴維芯 conference