Publications- All

Showing 1-25 of 76
Date Title Type Full Text
2024-09 The correlated trading and investment performance of individual investors article web page(79)
2023-03 Pre-holiday limit order cancellation of individual and institutional investors article web page(212)
2022-03 Multi-population Mortality Modeling: When the Data is Too Much and Not Enough article web page(316)
2021-09 Predictive ability of similarity-based futures trading strategies article pdf(288)
2018-12 Trader types and fleeting orders: Evidence from Taiwan Futures Exchange article pdf(351)
2018-08 Do Superstitious Traders Lose Money? article web page(474)
2016-11 A Curve-Fitting Approach to Modeling and Projecting Global Mortality Rates article pdf(719)
2015-12 台灣產業指數的外溢效果 article pdf(666)
2014-09 壽險準備金風險之衡量 article pdf(868)
2014.02 Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering article pdf(1202)
2013.09 Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market article pdf(1236)
2013.06 波動度選擇權的隱含波動度 article pdf(986)
2013-06 全球隱含波動度指數之共動性 article pdf(836)
2012 國際隱含波動度指數的緩長記憶、共動性與共同因子之研究 report pdf(1151)
2011-12 Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets article web page(1411)
2011 保險死亡率期限結構之共同因子分析與配適(II) report pdf(294)
2010-05 剩餘盈餘評價模型於追蹤保險公司股價變化的應用 article pdf(593)
2010 保險死亡率期限結構之共同因子分析與配適(I) report pdf(697)
2010 壽險業準備金評估方法之國際發展趨勢研究 report pdf(447)
2009-12 臺灣上市產業指數之權益存續期間及其結構性變化的研究 article pdf(953)
2009-12 台灣上市產業指數之權益存續期間及其結構性變化 article pdf(501)
2009-11 動態隱含波動度模型:以臺指選擇權為例 article pdf(1335)
2009.09 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios article pdf(1238)
2009 國際主要交易系統選擇權當日有效複式委託撮合處理機制與系統設計方法之研究 report
2009 監理機關評估保險業不動產投資風險之模型 report