公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
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 | | | |
1993 | Equity Premium Puzzle, Riskfree Rate Puzzle, and the Non-expected Utility Model | Lee, Shyan-Yuan | The Chinese Finance Association Annual Conference Proceedings | | | |
1996 | Equity Premium Puzzle, Riskfree Rate Puzzle, and the Non-Expected Utility Model | 李賢源 | 中國財務學刊 | 0 | 0 | |
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 | | | | |