Publications-會議論文

Showing 1-24 of 24

Date▼ Title Type  Full Text
2006-06 The Patents Valuation with Capital Shortage Risk conference
2006-05 Dynamic Asset Allocation with Downside Risk and Extreme Returns conference
2006 Assessing R&D Investments Using a Generalized Pricing Model: A Real Options Approach conference
2005-05 The empirical test of bid-ask spread clientele effect on holding periods for futures contracts traded on the SGX-DT conference
2004 Intertemporal Futures Pricing with Heterogeneous Expectations and Adjustment Effect conference
2004 Dynamic Asset Allocation Strategy for Investors with Mortgage Liability in the Environment of Time-Varying Interest Rates conference
2004 Optimal Management Fee and Dynamic Asset Allocation Strategy of Institutional Investors conference
2003 Dynamic Asset Allocation Strategy for Intertemporal Pension Fund Management with Stochastic Volatility in Incomplete Markets conference
2003 Dynamic International asset Allocation Strategy of Institutional Investors with Prospect Theory conference
2003 Determining Institutional Investors' Dynamic Asset Allocation Strategy with Prospect Theory conference
2002-05 存在多項R&D投資計畫下的實質放棄選擇權評價方法 conference
2002-05 Decomposition of bid-ask spreads in the stock index futures market conference
2002-05 Resolving the Asset Allocation Puzzle with Intertemporal Hedging and Nontraded Assets in the Stochastic Environment conference
2002 An Intertemporal General Equilibrium Model of International Investment Barriers with Heterogeneous Preference and Incomplete Markets-Using the Perturbation Method conference
2001-12 An Intertemporal General Equilibrium Model of International Investment Barriers with Heterogeneous Preference and Incomplete Markets-Using the Perturbation Method conference
1999 台灣資本市場發展與管理研討 conference
1999 台灣股票市場過度反應現象之實證研究 conference
1997 股票股利與資訊傳遞 conference
1996-07 台灣企業宣告發行海內外可轉換公司債財務特性 conference
1996 台灣企業宣告發行海內外、可轉換公司債之財務特性 conference
1994-09 台灣企業購併支付方式與財務特質關係之實證研究 conference
1994 International Diversification Benefits in Asia-Pacific Stock Markets conference
1993 亞太各國匯率與其股市報酬率之關係研究 conference (883)
1991 Cross-Hedging Foreign Interest Rates with US.Financial Futures conference