Yu-Hong Liu

Associate Professor

  • 63 Citations
  • 3 h-Index
20032019
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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.

Projects 2005 2018

Research Output 2003 2019

  • 63 Citations
  • 3 h-Index
  • 20 Article
  • 1 Chapter
  • 1 Conference contribution

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 journalArticle

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 1, In : North American Journal of Economics and Finance. 48, p. 776-785 10 p.

Research output: Contribution to journalArticle

Proportion
Decision making
Investment decision-making
Optimal investment
Uncertainty
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 journalArticle

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 journalArticle

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 1

Supervisor: 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 28

Supervisor: Liu, Y. (Supervisor)

Student thesis: Master's Thesis

How a capital provider affect the housing market entrance decision

Author: 岩錫, 周., 2014 Jul 16

Supervisor: 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 11

Supervisor: Liu, Y. (Supervisor)

Student thesis: Master's Thesis

Pricing Vulnerable Asian Options with the Correlated Credit Risk under Jump-diffusion Process

Author: ?筑, 張., 2019

Supervisor: Liu, Y. (Supervisor)

Student thesis: Master's Thesis