Projects per year
Personal profile
Education
- PhD, National Taiwan University
Research Interests
- Financial Derivatives
- 金融計算
- 衍生性金融商品
- 風險管理
Experience
- 2005/02 ~ 2011/07 Assistant Professor, Department of Accountancy, National Cheng Kung University
- 2011/08~ present Assistant Professor, Department of Accountancy, National Cheng Kung University
Fingerprint Dive into the research topics where Yu-Hong Liu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
Option Pricing
Mathematics
Budget control
Engineering & Materials Science
Managers
Engineering & Materials Science
Costs
Engineering & Materials Science
Shareholders
Engineering & Materials Science
Taiwan
Mathematics
Risk management
Engineering & Materials Science
Life cycle
Engineering & Materials Science
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2003 2019
Influence of Managers' Subjective Judgments on Project Abandonment Decision Making
Liu, Y-H., Jiang, I. M. & Tsai, M. I., 2019 Mar 1, In : International Journal of Information Technology and Decision Making. 18, 2, p. 419-443 25 p.Research output: Contribution to journal › Article
Managers
Decision making
Budget control
Uncertainty
1
Citation
(Scopus)
Optimal proportion decision-making for two stages investment
Liu, Y. H. & Jiang, I. M., 2019 Apr, In : North American Journal of Economics and Finance. 48, p. 776-785 10 p.Research output: Contribution to journal › Article
Proportion
Decision making
Investment decision-making
Optimal investment
Uncertainty
An analysis of gains to US Acquiring REIT shareholders in domestic and cross-border Mergers before and after the subprime mortgage crisis
Wang, T-S., Liu, Y-H. & Chang, Y. C., 2018 Dec 4, In : Sustainability (Switzerland). 10, 12, 4586.Research output: Contribution to journal › Article
Shareholders
shareholder
real estate
merger
structural change
1
Citation
(Scopus)
Compound option pricing under a double exponential Jump-diffusion model
Liu, Y-H., Jiang, I. M. & Hsu, W. T., 2018 Jan 1, In : North American Journal of Economics and Finance. 43, p. 30-53 24 p.Research output: Contribution to journal › Article
Option pricing
Compound options
Jump-diffusion model
Real options
Exponential distribution
1
Citation
(Scopus)
Price Discovery and Trading Activity in Taiwan Stock and Futures Markets
Hung, J. C., Liu, Y-H., Jiang, I. M. & Liang, S., 2018 Jan 1, (Accepted/In press) In : Emerging Markets Finance and Trade.Research output: Contribution to journal › Article
Futures markets
Trading activity
Taiwan
Price discovery
Traders
Thesis
Applying the Modern Asset Allocation and Smart-Beta Models to the Securities Markets of Mainland China Hong Kong and Taiwan
Author: 淼華, 賴., 2015 Jul 1Supervisor: Liu, Y. (Supervisor)
Student thesis: Master's Thesis
Does Subprime Mortgage Crisis Influence Risk Appetite of US REITs Investors: A Study on Domestic and Cross-border M&A
Author: 暄, 張., 2017 Jun 28Supervisor: Liu, Y. (Supervisor)
Student thesis: Master's Thesis
How a capital provider affect the housing market entrance decision
Author: 岩錫, 周., 2014 Jul 16Supervisor: Liu, Y. (Supervisor)
Student thesis: Master's Thesis
Optimal Proportion Decision-Making of Two-stage Investment with Jump Risk
Author: 光隆, 李., 2017 Aug 11Supervisor: Liu, Y. (Supervisor)
Student thesis: Master's Thesis
Pricing Vulnerable Asian Options with the Correlated Credit Risk under Jump-diffusion Process
Author: ?筑, 張., 2019Supervisor: Liu, Y. (Supervisor)
Student thesis: Master's Thesis