| 公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
1 | 2020 | Banking Crises and Market Timing: Evidence from M&As in the Banking Sector | Shen, Chung Hua; YEH-NING CHEN ; Hsu, Hsing Hua; Lin, Chih Yung | Journal of Financial Services Research | 5 | 0 | |
2 | 2016 | 台灣股票初次上市櫃相關研究文獻回顧 | 姜堯民 ; 戴維芯 | 經濟論文叢刊 | 0 | 0 | |
3 | 2016 | Measuring inequality in physician distributions using spatially adjusted Gini coefficients | Hsu Y.E.; Lin W.; Tien J.J.; Tzeng L.Y. | International Journal for Quality in Health Care | 6 | 6 | |
4 | 2014 | Recent Developments in Quantitative Finance: An Overview | Chang, Chia-Lin; Hu, Shing-Yang ; Yu, Shih-Ti | Annals of Financial Economics | 1 | | |
5 | 2014 | Using prospect theory to explain the setting of the expected rate of return on pension assets | Hsu, Pei Hui; YAO-MIN CHIANG | Journal of Applied Business Research | 1 | 0 | |
6 | 2014 | Regret and regulation | Huang R.J.; Muermann A.; Tzeng L.Y. | GENEVA Risk and Insurance Review | 3 | 2 | |
7 | 2014 | Insurance marketing channel as a screening mechanism: Empirical evidences from Taiwan automobile insurance market | Hsieh S.-H.; Liu C.-T.; Tzeng L.Y. | Geneva Papers on Risk and Insurance: Issues and Practice | 8 | 5 | |
8 | 2012 | Disappointment and the optimal insurance contract | Huang R.J.; Shih P.-T. ; Tzeng L.Y. | GENEVA Risk and Insurance Review | 3 | 4 | |
9 | 2011 | 市場狀態與投資人對盈餘訊息之反應 | 詹場; 胡星陽 ; 呂朝元; 徐崇閔 | 經濟論文叢刊 | 0 | 0 | |
10 | 2010 | Static Hedging and Pricing American Exotic Options Presenter | 石百達 | 臺大?大?融學術研討會 | 0 | 0 | |
11 | 2010 | Hidden overconfidence and advantageous selection | Huang R.J.; Liu Y.-J.; Tzeng L.Y. | GENEVA Risk and Insurance Review | 8 | 7 | |
12 | 2009 | 網路興起對雙占廠商產品差異化決策、定價策略與社會福利之影響 | 陳其美 | 臺大管理論叢 | 0 | 0 | |
13 | 2009 | 公司策略對談判力及罷工後公司營運績效之影響 | 陳彥行 ; Chen, Yan-Shing | | | | |
14 | 2009 | Empirical evidence for advantageous selection in the commercial fire insurance market | Wang K.C.; Huang R.J.; Tzeng L.Y. | GENEVA Risk and Insurance Review | 6 | 6 | |
15 | 2009 | Accurate and efficient lattice algorithms for American-style Asian options with range bounds | Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Applied Mathematics and Computation | 7 | 7 | |
16 | 2009 | Extending the Maturity of a Defaulting Debt-Longstaff Model Revisited | 李賢源 | Review of Pacific Basin Financial Markets and Policies | | | |
17 | 2008 | 隨機過程下資產負債配適的正數管理 | 李賢源 | | | | |
18 | 2008 | 內部人交易、策略聯盟與最適財務契約 | 陳其美 | | | | |
19 | 2008 | 台灣投資人之人格特質與行為之研究 | 陳明賢 | | | | |
20 | 2008 | 保險公司殖利率曲線變動風險的免疫策略 | 曾郁仁 | | | | |
21 | 2008 | The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing | Tian-Shyr Dai; Yuh-Dauh Lyuu | 2008 FMA European Conference | | | |
22 | 2008 | Testing whether a digraph contains H-free k-induced subgraphs | Lin, Hong-Yiu; Lyuu, Yuh-Dauh; Ma, Tak-Man; Ti, Yen-Wu; YUH-DAUH LYUU | Theoretical Computer Science | 0 | 0 | |
23 | 2008 | Bounds and Prices of Currency Cross-Rate Options | Chung, San-Lin ; SAN-LIN CHUNG ; YAW-HUEI WANG | Journal of Banking and Finance | | | |
24 | 2008 | The complexity of Tarski’s fixed point theorem | Chang, Ching-Lueh; Lyuu, Yuh-Dauh ; Ti, Yen-Wu | Theoretical Computer Science | 7 | 6 | |
25 | 2008 | Demutualization and demand for reinsurance | Wang J.L.; Chang V.Y.; Lai G.C.; Tzeng L.Y. | Geneva Papers on Risk and Insurance: Issues and Practice | 10 | 12 | |
26 | 2008 | Linear-time option pricing algorithms by combinatorics | Dai, T.-S.; Liu, L.-M.; Lyuu, Y.-D.; YUH-DAUH LYUU | Computers and Mathematics with Applications | 12 | 8 | |
27 | 2008 | The overall effect of volatility on investment | PAI-TA SHIH ; Weifeng Hung | Economics Letters | 0 | 0 | |
28 | 2007 | Convergent Quadratic-Time Lattice Algorithm for Pricing European-Style Asian Options. | William Wei-Yuan Hsu; Lyuu, Yuh Dauh | Applied Mathematics and Computation | | | |
29 | 2007 | 路徑相關型與彩虹型衍生性金商品之效率計價演算法(2/3) | 呂育道 | | | | |
30 | 2007 | 熟悉度與投資行為偏誤:探索本地偏誤、錯置效果及過度自信之交互效果 | 邱顯比 | | | | |
31 | 2007 | 考慮市場價格波動下承受或墊償供應鏈契約設計之研究 | 蔣明晃 ; 郭瑞祥 ; 陳明賢 ; 白凡芸 | 管理學報 | 0 | 0 | |
32 | 2007 | Accurate pricing formulas for Asian options | Chen, Kuan-Wen ; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Applied Mathematics and Computation | 28 | 17 | |
33 | 2007 | Insurer's insolvency risk and tax deductions for the individual's net losses | Huang R.J.; Tzeng L.Y. | GENEVA Risk and Insurance Review | 6 | 6 | |
34 | 2007 | Investment Opportunities, Free Cash Flow, and Stock Valuation Effects of Secured Debt Offerings | Chang, Shao-Chi; Chen, Sheng-Syan ; Hsing, Ailing; Huang, Chia Wei | Review of Quantitative Finance and Accounting | | | |
35 | 2007 | Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios | Chen, Sheng-Syan ; Lee, Cheng-few; Keshab Shrestha | Quarterly Review of Economics and Finance | 13 | 0 | |
36 | 2007 | Organizational Form and the Economic Impact of Corporate New Product Strategies | Chen, Sheng-Syan | Journal of Business Finance and Accounting | | | |
37 | 2007 | A convergent quadratic-time lattice algorithm for pricing European-style Asian options | Hsu, William Wei-Yuan; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Applied Mathematics and Computation | 12 | 9 | |
38 | 2007 | Weather and Intraday Patterns in Stock Returns and Trading Activity | Chang, Shao-Chi; Chen, Sheng-Syan ; Chou, Robin K.; Lin, Yueh-Hsiang | Journal of Banking and Finance | | | |
39 | 2007 | Intra-Industry Effects of Corporate Capital Investment Announcements | Chen, Sheng-Syan ; Ho, Lan-Chih; Shih, Yi-Cheng | Financial Management | | | |
40 | 2007 | The Effect of Alliance Experience and Intellectual Capital on the Value Creation of International Strategic Alliances | Chang, Shao-Chi; Chen, Sheng-Syan ; Lai, Jung-Ho | OMEGA-International Journal of Management Science | | | |
41 | 2007 | Intra-industry Effects of Delayed New Product Introductions | Chen, Sheng-Syan ; Chung, Tsai-Yen; Ho, Kim Wai; Lee, Cheng-few | Review of Pacific Basin Financial Markets and Policies | | | |
42 | 2007 | An exact subexponential-time lattice algorithm for Asian options | Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Acta Informatica | 5 | 5 | |
43 | 2007 | A Family Member or Professional Management?- The choice of a CEO and its impact on performance | 胡星陽 | SSRN Electronic Journal | 0 | 0 | |
44 | 2007 | 隨機模式下保險公司盈餘管理:情境基礎資產配置策略 | 李賢源 | 台大管理論叢 | | | |
45 | 2006 | Game Theory with Applications to Finance and Marketing(Part I) | Chen, Chyi-Mei | | | | |
46 | 2006 | Game Theory with Applications to Finance and Marketing (PartII) | Chen, Chyi-Mei | | | | |
47 | 2006 | capital market theory Ⅱ | Chen, Chyi-Mei | | | | |
48 | 2006 | 台灣車體損失保險不對稱訊息的實證研究 | 曾郁仁 ; 蔡英哲; 鄭安峰 | 管理學報 | | | |
49 | 2006 | The Economic Impact of Corporate Capital Expenditures: Focused Firms versus Diversified Firms | Chen, Sheng-Syan | Journal of Financial and Quantitative Analysis | | | |
50 | 2006 | The design of an optimal insurance contract for irreplaceable commodities | Huang R.J.; Tzeng L.Y. | GENEVA Risk and Insurance Review | 3 | 3 | |
51 | 2006 | 台灣各大學院校在國際財金期刊之著作表現 | 洪茂蔚 ; 張森林 | 證券市場發展季刊 | | | |
52 | 2006 | Extensions of Options Theory Page274~Page338 | Lyuu, Yuh-Dauh | | | | |
53 | 2006 | Option Pricing Models Page188~Page230 | Lyuu, Yuh-Dauh | | | | |
54 | 2006 | 台灣各大學院校在國際財金期刊之著作表現 | 張森林 ; 洪茂蔚 | 證券市場發展季刊 | | | |
55 | 2006 | Generalized Analytical Upper Bounds for American Option Prices | Chung, S. L.; Chung S.-L. | Journal of Financial and Quantitative Analysis | 11 | 9 | |
56 | 2006 | complexity Page339~Page395 | Lyuu, Yuh-Dauh | | | | |
57 | 2006 | Stochastic Processes and Brownian Motion | Lyuu, Yuh-Dauh | | | | |
58 | 2006 | complexity Page79~Page123 | Lyuu, Yuh-Dauh | | | | |
59 | 2006 | Principles of Financial Computing | Lyuu, Yuh-Dauh | | | | |
60 | 2006 | Efficient Algorithms for PV & FV | Lyuu, Yuh-Dauh | | | | |
61 | 2006 | Developing Efficient Option Pricing Algorithms by Combinatorial Techniques | Tian-Shyr Dai; Yuh-Dauh Lyuu ; L.M. Liu | 2006 International Conference on Scientific Computing | | | |
62 | 2006 | Unbiased Expectations Theory | Lyuu, Yuh-Dauh | | | | |
63 | 2006 | 個別化行銷下的最適折價券與產品線設計 | 周善瑜 ; 陳其美 ; 戴翊亘 | 管理學報 | 0 | 0 | |
64 | 2006 | Theory of Computation Class Notes Page1~Page20 | Lyuu, Yuh-Dauh | | | | |
65 | 2006 | Toward the Black-Scholes Formula Page231~Page273 | Lyuu, Yuh-Dauh | | | | |
66 | 2006 | An Efficient Algorithm for Finding Long Conserved Regions between Genes | Yuh-Dauh Lyuu ; Tak-Man Ma; Yen-Wu Ti | 2nd International Symposium on Computational Life Science | | | |
67 | 2006 | 產婦個人特質與妊娠狀況對新生兒體重的影響 | 管中閔 ; 王心妙; 羅紀琼 | 台灣公共衛生雜誌 | 0 | 0 | |
68 | 2006 | 台灣工資函數與工資性別歧視的分量迴歸分析 | 管中閔 ; 陳建良 | 經濟論文 | 0 | 0 | |
69 | 2005 | The Wealth Effect of New Product Introductions on Industry Rivals | Chen, Sheng-Syan ; Ho, Kim Wai; Ik, Kueh Hwa | Journal of Business | | | |
70 | 2005 | Cryptanalysis of and improvement on the Hwang–Chen multi-proxy multi-signature schemes | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | Applied Mathematics and Computation | 7 | 5 | |
71 | 2005 | 管理一學門財務領域國際期刊分級排序專案計畫 | 陳聖賢 | | | | |
72 | 2005 | 以擴散指標為基礎之總體經濟預測 | 管中閔 ; 徐士勛; 羅雅惠 | 台灣經濟預測與政策 | 0 | 0 | |
73 | 2005 | 公司是否以宣告購回庫藏股作為操控股價的方式? | 王衍智 | | | | |
74 | 2005 | 與信評歷史相關之信用價差期間結構模型 | 李賢源 | | | | |
75 | 2005 | On Accurate Trinomial GARCH Option Pricing Algorithms | Lyuu, Yuh-Dauh ; Liu, Chun-Yang | | | | |
76 | 2005 | 證券交易稅對股市的影響 | 胡星陽 | | | | |
77 | 2005 | Numerical Valuation of Discrete Barrier Options with the Adaptive Mesh Model and Other Competing Techniques | Lyuu, Yuh-Dauh ; Shea, Chih-Jui | | | | |
78 | 2005 | On Accurate and Provably Efficient GARCH Option Pricing Algorithms | Lyuu, Yuh-Dauh ; Wu, Chi-Ning | | | | |
79 | 2005 | 產品市場價格競爭與多產品廠商資本結構關聯性之研究 | 陳其美 | | | | |
80 | 2005 | 兩類路徑相關型衍生性金融商品之積分計價公式與高速計價演算法(3/3) | 呂育道 | | | | |
81 | 2005 | An efficient convergent lattice algorithm for european asian options | Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh | Applied Mathematics and Computation | 9 | | |
82 | 2005 | complexity Page40~Page105 | Lyuu, Yuh-Dauh | | | | |
83 | 2005 | 多期企業短期信用風險評估模型 | 廖咸興 ; 陳宗岡 | 金融風險管理季刊 | | | |
84 | 2005 | Industrial Diversification and Its Impact on Productivity Growth in Taiwan's Electronics Industry | Jang, Show-Ling ; Weng, Ming-Hung; Wang, Yanzhi | Asian Economic Journal | 5 | 0 | |
85 | 2005 | 經理人財務預測及企業投資行為關係之研究 | 陳明賢 | | | | |
86 | 2005 | complexity Page106~Page186 | Lyuu, Yuh-Dauh | | | | |
87 | 2005 | 風險轉換及保險需求 | 曾郁仁 | | | | |
88 | 2005 | 勞工退休金條例草案的財務分析-實質選擇權應用(3/3) | 張森林 | | | | |
89 | 2005 | Analytics for geometric average trigger reset options | Dai, Tian-Shyr; Fang, Yuh-Yuan; Lyuu, Yuh-Dauh; YUH-DAUH LYUU | Applied Economics Letters | 4 | 3 | |
90 | 2005 | Real Estate Investment Trusts-An Asset Allocation Perspective | Chen, Hsuan-Chi; Keng-Yu Ho ; Chiuling Lu; Cheng-Huan Wu | Journal of Portfolio Management | | | |
91 | 2005 | 租稅減讓或定額補貼-實質選擇權之探究 | 石百達 | 管理學報 | 0 | 0 | |
92 | 2004 | A Quantum Cryptosystem with Perfect Secrecy and Message Authentication | Yu, Chia-Mu; Lyuu, Yuh-Dauh | | | | |
93 | 2004 | Enhancing the Computational Efficiency for the Monte Carlo Simulation Approach | 張傳章; 張森林 ; 林忠機 | 臺灣管理學刊 | | | |
94 | 2004 | complexity Page782~Page853 | Lyuu, Yuh-Dauh | | | | |
95 | 2004 | 行為財務學與行為會計學整合型計畫─子計畫四:除權日的下單行為和下單原因 | 胡星陽 | | | | |
96 | 2004 | Attacks on a Threshold Proxy Signature Scheme Based on the RSA Cryptosystem | Yuh-Dauh Lyuu ; Ming-Luen Wu | International Conference on Information Security | | | |
97 | 2004 | Cryptanalysis of and improvement on the Hwang–Chen multi-proxy multi-signature schemes | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | | | | |
98 | 2004 | Barrier Options | Lyuu, Yuh-Dauh | | | | |
99 | 2004 | The Economy and Demand for Finance Ph.D.s: 1989-2001 | Ding, David K.; Chen, Sheng-Syan | Research in International Business and Finance | | | |
100 | 2004 | An Exact Subexponential-Time Lattice Algorithm for Asian Options | Dai, Tian-Shyr; Lyuu, Yuh-Dauh | | | | |
101 | 2004 | Theory of Computation Lecture Notes | Lyuu, Yuh-Dauh | | | | |
102 | 2004 | CB Asset Swaps and CB Options: Structure and Pricing | Chung, S. L.; Lai, H. W.; Lin, S. Y.; SAN-LIN CHUNG | 經濟論文,32 | 0 | 0 | |
103 | 2004 | The fermat-euler theorem | Lyuu, Yuh-Dauh | | | | |
104 | 2004 | Page450~Page488 | Lyuu, Yuh-Dauh | | | | |
105 | 2004 | Bond Price Volatility | Lyuu, Yuh-Dauh | | | | |
106 | 2004 | The traveling salesman problem | Lyuu, Yuh-Dauh | | | | |
107 | 2004 | Fundamental Statistical Concepts | Lyuu, Yuh-Dauh | | | | |
108 | 2004 | 二維風險下對風險改變的比較靜態分析 | 曾郁仁 | | | | |
109 | 2004 | Cryptanalysis of an ElGamal-like Cryptosystem for Enciphering Large Messages | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | WSEAS Transactions on Information Science and Applications | | | |
110 | 2004 | complexity Page667~Page721 | Lyuu, Yuh-Dauh | | | | |
111 | 2004 | 人力財富,金融性財富及風險性資產需求之實證分析─美國消費者理財調查 | 陳明賢 | | | | |
112 | 2004 | 提升債券組合凸性之研究:考慮時間經過效果與殖利率非平行移動 | 李賢源 | | | | |
113 | 2004 | Attacks on a Threshold Proxy Signature Scheme Based on the RSA Cryptosystem | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | WSEAS Transactions on Information Science and Applications | | | |
114 | 2004 | 政府是否應允許商業銀行持有非金融業企業之股票?(1/2) | 陳業寧 | | | | |
115 | 2004 | 3SAT | Lyuu, Yuh-Dauh | | | | |
116 | 2004 | 兩類路徑相關型衍生性金融商品之積分計價公式與高速計價演算法(2/3) | 呂育道 | | | | |
117 | 2004 | Matrix Computation Page625~Page666 | Lyuu, Yuh-Dauh | | | | |
118 | 2004 | complexity Page424~Page463 | Lyuu, Yuh-Dauh | | | | |
119 | 2003 | Fund Management- Chapter6. Brokerage Transactions For Mutual Funds | Chiu, Shean-Bii | | | | |
120 | 2003 | Fund Management- Chapter5. Portfolio Management of Stocks | Chiu, Shean-Bii | | | | |
121 | 2003 | Fund Management- Chapter4. Portfolio Management of Bonds | Chiu, Shean-Bii | | | | |
122 | 2003 | Fund Management- Chapter2. Choosing Among Mutual Funds | Chiu, Shean-Bii | | | | |
123 | 2003 | Fund Management- Chapter1. Indirect Investing Through Mutual Funds | Chiu, Shean-Bii | | | | |
124 | 2003 | Futures Hedge Ratios: A Review | SHENG-SYAN CHEN ; Lee, Cheng-few; Keshab Shrestha | Quarterly Review of Economics and Finance | | | |
125 | 2003 | A Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest Rates | 張森林 | 臺灣管理學刊 | | | |
126 | 2003 | Toward Option Values of Near Machine Precision Using Gaussian Quadrature | Chung, San-Lin ; shackleton, M.B. | | | | |
127 | 2003 | Pricing of Moving-Average-Trigger-Type Options with Applications | Kao, Chih Hao; Lyuu, Yuh Dauh | The Journal of Futures Markets | | | |
128 | 2003 | Fund Management-Chapter8. Retirement Plans and The Fund Business | Chiu, Shean-Bii | | | | |
129 | 2003 | Fund Management- Chapter8~12. Supplement | Chiu, Shean-Bii | | | | |
130 | 2003 | Principles of Financial Computing Page385~Page471 | Lyuu, Yuh-Dauh | | | | |
131 | 2003 | Randomized Algorithms | Lyuu, Yuh-Dauh | | | | |
132 | 2003 | 限價委託單的資訊含量 | 胡星陽 | | | | |
133 | 2003 | Theory of Computation Lecture Notes Page1~Page13 | Lyuu, Yuh-Dauh | | | | |
134 | 2003 | 利率可調整之不動產抵押貸款證券之風險評估─風險值之應用 | 廖咸興 | | | | |
135 | 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 | | | | |
136 | 2003 | Principles of Financial Computing Page268~Page330 | Lyuu, Yuh-Dauh | | | | |
137 | 2003 | Principles of Financial Computing Page331~Page385 | Lyuu, Yuh-Dauh | | | | |
138 | 2003 | Analytics and algorithms for geometric average trigger reset options | Tian-Shyr Dai; I-Yuan Chen; Yuh-Yuan Fang; YUH-DAUH LYUU | IEEE/IAFE Conference on Computational Intelligence for Financial Engineering | 0 | 0 | |
139 | 2003 | 個人投資者投資組合特性、行為及認賠出場因素之研究 | 邱顯比 | | | | |
140 | 2003 | Convertible Group Undeniable Signatures | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | Lecture Notes in Computer Science | | | |
141 | 2003 | 銀行擠兌、暫停存款提領與銀行業之市場監督機制 | 陳業寧 | | | | |
142 | 2003 | Extracting Spot Rates from Yield Curve | Lyuu, Yuh-Dauh | | | | |
143 | 2003 | Savitch's Theorem Theorem 23 (Savitch (1970)) Page187~Page240 | Lyuu, Yuh-Dauh | | | | |
144 | 2003 | 兩類路徑相關型衍生性金融商品之積分計價公式與高速計價演算法(1/3) | 呂育道 | | | | |
145 | 2003 | complexity Page553~Page593 | Lyuu, Yuh-Dauh | | | | |
146 | 2003 | Principles of financial computing-Cash dividends | Lyuu, Yuh-Dauh | | | | |
147 | 2003 | 多決策下的風險優越理論 | 曾郁仁 | | | | |
148 | 2003 | 公司代理問題與財務契約設計中衍生性資產之效率性功能 | 陳其美 | | | | |
149 | 2003 | Principles of Financial Computing-Backward induction | Lyuu, Yuh-Dauh | | | | |
150 | 2003 | Bond Price Volatility | Lyuu, Yuh-Dauh | | | | |
151 | 2003 | Principles of Financial Computing Page1~Page26 | Lyuu , Yuh-Dauh | | | | |
152 | 2003 | Principles of Financial Computing - Numerical Methods | Lyuu, Yuh-Dauh | | | | |
153 | 2003 | Complexity of the ritchken-trevor-cakici-topyan GARCH option pricing algorithm | Lyuu, Yuh-Dauh ; Wu, Chi-Ning | IASTED International Conference on Financial Engineering and Applications | | | |
154 | 2003 | Principles of Financial Computing Page472~Page508 | Lyuu, Yuh-Dauh | | | | |
155 | 2003 | Financial Computation | Lyuu, Yuh-Dauh | | | | |
156 | 2003 | Group Undeniable Signatures | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | International Journal of Computer Research | | | |
157 | 2003 | Principles of Financial Computing Page27~Page62 | Lyuu, Yuh-Dauh | | | | |
158 | 2002 | Who Are Reluctant to Realize Their Losses? | Shu, Pei-Gi; Yeh, Yin-Hua; Chiu, Shean-Bii ; Chen, Hsuan-Chi | | | | |
159 | 2002 | Does Yearend Sweep Ameliorate the Disposition Effect of
Mutual Fund Investors? | Chiu, Shean-Bii ; Chen, Hsuan-Chi; Yeh, Yin-Hua; Shu, Pei-Gi | | | | |
160 | 2002 | Are Expected Inflation and Expected Real Rates Negatively Correlated? A Long-Run Test of the Mundell-Tobin Hypothesis | Keshab Shrestha; SHENG-SYAN CHEN ; Lee, Cheng-few | Journal of Financial Research | | | |
161 | 2002 | Wealth Effect of Private Equity Placements: Evidence from Singapore | SHENG-SYAN CHEN ; Ho, Kim Wai; Lee, Cheng-Few; Yeo, Gillian H. H. | Financial Review | | | |
162 | 2002 | 蒙地卡羅模擬法在美式選擇權評價之應用 | 張森林 ; 何振文 | 中國財務學刊 | | | |
163 | 2002 | Extremely Accurate and Efficient
Algorithms for European-Style Asian
Options with Range Bounds | Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh | | | | |
164 | 2002 | The Wealth Effect of Domestic Joint Ventures: Evidence from Taiwan | Shao-Chi Chang; SHENG-SYAN CHEN | Journal of Business Finance and Accounting | | | |
165 | 2002 | The Simulation Technique | Lyuu, Yuh-Dauh | | | | |
166 | 2002 | A Fully Public-Key Traitor-Tracing Scheme | Yuh-Dauh Lyuu ; Ming-Luen Wu | 6th WSEAS International Multiconference CSCC | | | |
167 | 2002 | Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices | Dai, Tian-Shyr; Lyuu, Yuh-Dauh | Review of Derivatives Researches | | | |
168 | 2002 | A fully public-key traitor-tracing scheme | Wu, Ming-Luen; Lyuu, Yuh-Dauh | WSEAS Transactions on Circuits | | | |
169 | 2002 | 亞洲金融風暴與不動產投資風險貼水之研究 | 廖咸興 | | | | |
170 | 2002 | 委託單驅動連續競價市場的交易成本 | 胡星陽 | | | | |
171 | 2002 | Extremely Accurate and efficient Algorithms for European-Style Asian Options with Range Bounds | Tian-Shyr Dai; Yuh-Dauh Lyuu | 2002 NTU International Conference on Finance | | | |
172 | 2002 | 複雜金融衍生性商品之計價演算法研究(I) | 呂育道 | | | | |
173 | 2002 | Convertible Group Undeniable Signatures | Yuh-Dauh Lyuu ; Ming-Luen Wu | 5th International Conference on Information Security and Cryptology | | | |
174 | 2002 | 亞式利率選擇權之評價與避險:連續型 vs 間斷型 | 李賢源 | | | | |
175 | 2002 | 證券所得稅制與交易稅制對市場效率性與流動性的影響 | 陳其美 | | | | |
176 | 2002 | Option pricing in a multi-asset, complete market economy | Chen R.-R.; Chung S.-L. ; Yang T.T. | Journal of Financial and Quantitative Analysis | 21 | 18 | |
177 | 2002 | complexity Page417~Page506 | Lyuu, Yuh-Dauh | | | | |
178 | 2002 | complexity Page378~Page416 | Lyuu, Yuh-Dauh | | | | |
179 | 2002 | 個人投資人交易行為之研究 | 邱顯比 | | | | |
180 | 2002 | 真品平行輸入之經濟分析 | 陳業寧 | | | | |
181 | 2002 | 認知歧異下的最適保險契約 | 曾郁仁 | | | | |
182 | 2001 | Dynamics of Trading Volume, Price, & Duration of Contractual Relationship | Chen, Chyi-Mei ; Chen, Ying-Ju; Wu, Ping-Chao | | | | |
183 | 2001 | The Controlling Shareholder's Personal Stock Loan and Firm Performance | Chen, Yehning; Hu, Shing-Yang | | | | |
184 | 2001 | On a Mean-Generalized Semivariance Approach to Determining the Hedge Ratio | Chen, Sheng-Syan ; Cheng-few Lee; Keshab Shrestha | Journal of Futures Markets | | | |
185 | 2001 | 保護進場時機與出場時機之認購權證:設計、評價與避險 | 李賢源 | | | | |
186 | 2001 | 亞洲金融風暴成因之探討:政府隱性保證與企業負債到期日結構 | 陳業寧 | | | | |
187 | 2001 | 台灣上市公司高階經理薪資之決定因素 | 胡星陽 | | | | |
188 | 2001 | 隨機過程下的資產負債管理 | 曾郁仁 | | | | |
189 | 2001 | 線上演算法之分析與搏奕論(2/2) | 呂育道 | | | | |
190 | 2001 | OPTIMAL BUY-AND-HOLD STRATEGIES FOR FINANCIAL MARKETS WITH BOUNDED DAILY RETURNS | Chen, Gen-Huey ; Kao, Ming-Yang; Lyuu, Yuh-Dauh ; Wong, Hsing-Kuo | SIAM Journal on Computing | | | |
191 | 2001 | 債權結構與監督機制之研究 | 陳業寧 | | | | |
192 | 2001 | 香港不動產因子風險貼水之研究 | 廖咸興 | | | | |
193 | 2000 | Corporate Diversification, Ownership Structure, and Firm Value: The Singapore Evidence | Chen, Sheng-Syan ; Ho, Kim Wai | International Review of Financial Analysis | | | |
194 | 2000 | Very Fast Algorithms for Barrier Option Pricing and the Ballot Problem | Lyuu, Yuh-Dauh | | | | |
195 | 2000 | Computational Techniques in Dreicatives Pricing | Lyuu, Yuh-Dauh | | | | |
196 | 2000 | 配適台灣票券市場遠期利率曲線:最大平滑度法與即期利率直接推估法 | 李賢源 | | | | |
197 | 2000 | 隨機優越下的風險管理與保險需求的互動 | 曾郁仁 | | | | |
198 | 2000 | 隨機波動性下障礙選擇權之評價分析 | 張森林 ; 張傳章; 許博翔 | 中國財務學刊 | 0 | 0 | |
199 | 2000 | 橫斷面資產定價模型檢定之比較 | 胡星陽 | | | | |
200 | 2000 | 金融危機整合型研究─債券市場發展與金融危機 | 李賢源 | | | | |
201 | 2000 | 台灣退休基金國際資產配置程序之研究 | 邱顯比 | | | | |
202 | 2000 | 保險公司資產負債管理 | 曾郁仁 | | | | |
203 | 2000 | Interaction between Production Decision and the Demand for Insurance under Revenue Uncertainty and Background Risk | 曾郁仁 | 風險管理學報 | | | |
204 | 2000 | 金融危機整合型研究─金融危機與公司控制--大股東負債比例之研究 | 胡星陽 | | | | |
205 | 2000 | 銀行不動產投資行為研究 | 廖咸興 | | | | |
206 | 1999 | 以一般化波動檢定法監測結構性改變 | 管中閔 | | | | |
207 | 1999 | A General Computational Method for Calibration Based on Differential Trees | Lyuu, Yuh-Dauh | Journal of Derivatives | 1 | 0 | |
208 | 1999 | 微分樹與模型校正 | 呂育道 | | | | |
209 | 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 | | | | |
210 | 1999 | 證券化與不動產市場效率 | 廖咸興 | | | | |
211 | 1999 | 亞太區域金融市場之比較、互動與整合(II)--各國金融風暴之成因與對策─亞洲金融風暴與國外機構投資人之行為與影響 | 邱顯比 | | | | |
212 | 1998 | Identifying the Turning Points of Business Cycles and Forecasting Real GNP Growth Rates in Taiwan | 林向愷; 黃裕烈; 管中閔 | 經濟論文叢刊 | | | |
213 | 1998 | 時間數列同期性的新檢定方法 | 管中閔 | | | | |
214 | 1998 | 共同基金分類與基金績效持續性之研究 | 邱顯比 | | | | |
215 | 1998 | Very Fast Algorithms for Barrier Option Pricing and the Ballot Problem | Lyuu, Yuh-Dauh | The Journal of Derivatives | 24 | 0 | |
216 | 1997 | Managerial Optimism and Corporate Investment: Some Empirical Evidence from Taiwan | Lin, Yeh-Hsiang; Hu, Shing-Yang ; Chen, Ming-Shen | | | | |
217 | 1996 | Corrigendum to“Line Digraph Iterations and Connectivity Analysis of de Bruijn and Kautz Graphs” | Du, Ding-Zhu; Hsu, D. Frank; Lyuu, Yuh-Dauh | IEEE Transactions on Computers | 2 | 0 | |
218 | - | Group-oriented encryption and signature | Lyuu, Yuh-Dauh ; Wu, Ming-Luen | | | | |