1. NCCU Academic Hub
  2. Researcher
  3. College of Commerce
  4. Department of Money and Banking
  5. SHARON S. YANG

Publications-Periodical Articles

Showing 1-25 of 48
Date Title Type Full Text
2025-01 Detecting corporate ESG performance: The role of ESG materiality in corporate financial performance and risks article web page(16)
2024-12 Conditional volatility targeting strategy considering jump effects: Evidence from sustainable ESG equity index article web page(114)
2024-06 Institutional investor stewardship and material sustainability information: Evidence from Taiwan article web page(138)
2023-10 Financial Literacy and Robo-Advisor Adoption: Evidence from Taiwan article web page(307)
2023-07 Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk article web page(322)
2022-09 Modeling pandemic mortality risk and its application to mortality-linked security pricing article web page(332)
2022-03 ESG Momentum Strategies: A Comparison between Taiwanese and Japanese Markets article web page(402)
2021-09 以基本面分析強化社會責任投資績效 article pdf(522)
2021-03 Valuation of Non-Negative-Equity Guarantees, Considering Contagion Risk for House Prices Under the HJM Interest Rate Model article pdf(374)
2020-08 Do Investors Exaggerate Corporate ESG Information? Evidence from the ESG Momentum Effect in the Taiwanese Market article pdf(390)
2020-08 Model Risk on Risk Analysis for No-Negative-Equity-Guarantees article pdf(315)
2020-07 Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity- Guarantees for Equity Releasing Products article pdf(292)
2020-06 Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity- Guarantees for Equity Releasing Products article pdf(320)
2019-12 Understanding Patterns of Mortality Homogeneity and Heterogeneity across Countries and their Role in Modelling Mortality Dynamics and Hedging Longevity Risk article pdf(336)
2019-08 考量隨機利率下物價連動保證對退休金制度年金成本評價之分析 article web page(540)
2019-07 Analytic Formulae for Valuing Guaranteed Minimum Withdrawal Benefits in a Multi-Asset Framework periodical articles pdf(455)
2018-05 Modeling Temperature Behaviors: Application to Weather Derivative Valuation periodical articles pdf(353)
2017-12 Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks article pdf(625)
2017-08 年金改革與建立臺灣永續年金制度 article pdf(566)
2017-06 Detecting Causality and Long-Run Equilibrium Relationships of Mortality Rates across Countries for Developing Mortality-linked Securities article pdf(341)
2017 Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance article web page(757)
2017 Pension Reform and Building a Sustainable Pension System in Taiwan article
2016-06 The Valuation of Temperature Derivatives: The Case for Taiwan article pdf(304)
2015-09 Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks article pdf(471)
2015-07 Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach article pdf(789)