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Yu-Hong Liu

Associate Professor

  • 73 Citations
  • 4 h-Index
20032019

Research output per year

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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

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Projects

企業管理者時間不一致性偏好下之最佳購併策略之探討

Liu, Y.

17-08-01 → 18-07-31

Project: Research project

資訊不對稱下的最佳投資策略：廠商應該當市場的先行者或追隨者較有利?

Liu, Y.

16-08-01 → 17-07-31

Project: Research project

在資訊不完全和不對秤之環境下評價易脆選擇權

Liu, Y.

15-08-01 → 16-07-31

Project: Research project

企業具學習曲線技術下最佳投資時間及生產比例之二階段投資模型探討

Liu, Y.

14-08-01 → 15-07-31

Project: Research project

在LIBOR市場模型環境下權益連結年金商品之評價及靜態避險策略之探討

Liu, Y.

13-08-01 → 14-07-31

Project: Research project

Research Output

  • 73 Citations
  • 4 h-Index
  • 20 Article
  • 1 Chapter
  • 1 Conference contribution

Influence of Managers' Subjective Judgments on Project Abandonment Decision Making

Liu, Y., 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

    • 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

    • 2 Citations (Scopus)

    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

    • Compound option pricing under a double exponential Jump-diffusion model

    Liu, Y. H., Jiang, I. M. & Hsu, W. T., 2018 Jan, In : North American Journal of Economics and Finance. 43, p. 30-53 24 p.

    Research output: Contribution to journal › Article

    • 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

    • 1 Citation (Scopus)

    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