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Showing results 1 to 20 of 41
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Issue Date
Title
Author(s)
Source
scopus
WOS
Fulltext/Archive link
1995
Dedicated Bond Portfolios:Construction and Rebalancing with R.O.C. Government Bonds
SHYAN-YUAN LEE
Journal of Management Science
2009
Dynamic Models of Portfolio Credit Risk with Linear Growth Jump and Birth Process
李賢源; SHYAN-YUAN LEE
海峽兩岸經濟與管理學術研討會
2009
Empirical Performance of the Constant Elasticity Variance Option Pricing Model
Chen, Ren-Raw; Lee, Cheng-Few; SHYAN-YUAN LEE
Review of Pacific Basin Financial Markets and Policies
1996
Equity Premium Puzzle, Riskfree Rate Puzzle, and the Non-Expected Utility Model
李賢源
中國財務學刊
0
0
1993
Equity Premium Puzzle, Riskfree Rate Puzzle, and the Non-expected Utility Model
Lee, Shyan-Yuan
The Chinese Finance Association Annual Conference Proceedings
2008
Extend the debt as it is not deeply out-of-the-money
李賢源
Economics Bulletin
2009
Extending the maturity of a defaulting debt - The longstaff model revisited
SHYAN-YUAN LEE
; Chung, Yi Fang
Review of Pacific Basin Financial Markets and Policies
2
0
2009
Extending the Maturity of a Defaulting Debt-Longstaff Model Revisited
李賢源
Review of Pacific Basin Financial Markets and Policies
1994
The Information Content in Forward Interest Rates:Further Evidence on Heteroskedasticity, Long Forecast Horizon, and Simultaneous Multiple Forward Rates
Lee, Shyan-Yuan
The Chinese Finance Association Annual Conference
1998
Model selection for causal models: The global procedure with AIC C and AIC U
SHYAN-YUAN LEE
; Tsai, Chih Ling
Global Finance Journal
1
0
2017
Pricing corporate bonds and constructing credit curves in a developing country: The case of the Taiwan bond fund crisis
SHYAN-YUAN LEE
; Chiou, Wan Jiun Paul; Chung, Yi Fang
International Review of Economics and Finance
1
1
2006
Shift Function and Bond Price Formulas for the Extended Vasicek Model Which Fits Both Yield Curve and Volatility Curve
李賢源
Advances in Quantitative Analysis of Finance and Accounting
2021
Surplus Management under a Stochastic Process: Asset Allocation within a State-Security Approach
邱嘉洲; 李賢源
輔仁管理評論
2007
The Information Content in Forward Interest Rates:Further Evidence on Heteroskedasticity, Long Forecast Horizon, and Simultaneous Multiple Forward Rates
李賢源
The Chinese Finance Association Annual Conference
1997
VASICEK 利率期限結構模型之估計
李賢源
2007
不同利率模型,不同標的利率之利率選擇權評價差異分析
李賢源
證券市場發展季刊
2003
不同標的利率、殖利率曲線、波動結構對標準與亞式利率上限契約價值的影響
李賢源
1999
中央政府公債利率期間結構之研究:VASICEK模型與三次指數式逐步嵌入模型之比較
李賢源
1996
亞太地區各國票券持有報酬率及風險貼水之研究
李賢源
2002
亞式利率選擇權之評價與避險:連續型 vs 間斷型
李賢源