Publications-期刊論文

Showing 1-25 of 26

                                                 
Date▼ Title Type  Full Text Scopus WOS Altmetric
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 (34)
2020-05 基於媒體情緒的企業違約預警: 公開資訊語意分析 article (32)
2020-01 Relevance of the disposition effect on the options market: New evidence 期刊論文 (103)
2019-12 Relevance of the Disposition Effect on the Options Market: New Evidence article (63)
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 (149)
2019-03 公司治理與獨特性風險異象 article (115)
2018.02 Are Investors Always Compensated for Information Risk? Evidence from Chinese Reverse-Merger Firms article (415)
2018-12 Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps article (200)
2018-09 A Liquidity-based Betting-against-beta Strategy article (311)
2018-09 Analytical Approximations for American Options: The Binary Power Option Approach article (20)
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 (142)
2014.09 Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy article (976)
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 (693)
2014-09 On the characterization and information contents of dynamic default correlation under the doubly stochastic assumption: the case of iTraxx CDO tranches article (598)
2013.10 Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model article (1103)
2012.12 The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model article (886)
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 (818)
2012-06 Estimation Risk and Optimal Portfolio Construction in a Lognormal Market article (1348)(1223)
2009.12 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios article (980)
2009.09 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios article (1020)
2009 條件獨立假設下合成型擔保債權憑證之評價與避險 article (3324)
2008.03 Option Pricing Based on the Alternating Direction Implicit Finite Difference Method article (780)
2008-09 雙層保護合成型擔保債權憑證之評價與風險特徵研究 article (459)
2008-01 違約的代價: 契約違約金存在之合理性 article (774)
2007-12 An Efficient Algorithm for Basket Default Swap Valuation article (1166)