劉 裕宏

Associate Professor

  • 63 引文
  • 3 h-指數
20032019
如果您對這些純文本內容做了任何改變,很快就會看到。

個人檔案

學歷

  • 台大國際企業所財工組博士

研究專長

  • 財務工程
  • 金融計算
  • 衍生性金融商品
  • 風險管理

經歷

  • 2005年08月 ~ 2011年7月 國立成功大學會計學系助理教授
  • 2011年08月~ 迄今 國立成功大學會計學系副教授

指紋 查看啟用 Yu-Hong Liu 的研究主題。這些主題標籤來自此人的作品。共同形成了獨特的指紋。

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

網絡 國家層面的近期外部合作。點選圓點深入探索詳細資料。

研究計畫 2005 2018

研究成果 2003 2019

  • 63 引文
  • 3 h-指數
  • 20 Article
  • 1 Chapter
  • 1 Conference contribution
Managers
Decision making
Budget control
Uncertainty
1 引文 (Scopus)

Optimal proportion decision-making for two stages investment

Liu, Y-H. & Jiang, I. M., 2019 四月 1, 於 : North American Journal of Economics and Finance. 48, p. 776-785 10 p.

研究成果: Article

Proportion
Decision making
Investment decision-making
Optimal investment
Uncertainty
Shareholders
shareholder
real estate
merger
structural change
1 引文 (Scopus)

Compound option pricing under a double exponential Jump-diffusion model

Liu, Y-H., Jiang, I. M. & Hsu, W. T., 2018 一月 1, 於 : North American Journal of Economics and Finance. 43, p. 30-53 24 p.

研究成果: Article

Option pricing
Compound options
Jump-diffusion model
Real options
Exponential distribution
1 引文 (Scopus)

Price Discovery and Trading Activity in Taiwan Stock and Futures Markets

Hung, J. C., Liu, Y-H., Jiang, I. M. & Liang, S., 2018 一月 1, (Accepted/In press) 於 : Emerging Markets Finance and Trade.

研究成果: Article

Futures markets
Trading activity
Taiwan
Price discovery
Traders

論文

Applying the Modern Asset Allocation and Smart-Beta Models to the Securities Markets of Mainland China Hong Kong and Taiwan

作者: 淼華, 賴., 2015 七月 1

監督員: Liu, Y. (Supervisor)

學生論文: Master's Thesis

Does Subprime Mortgage Crisis Influence Risk Appetite of US REITs Investors: A Study on Domestic and Cross-border M&A

作者: 暄, 張., 2017 六月 28

監督員: Liu, Y. (Supervisor)

學生論文: Master's Thesis

How a capital provider affect the housing market entrance decision

作者: 岩錫, 周., 2014 七月 16

監督員: Liu, Y. (Supervisor)

學生論文: Master's Thesis

Optimal Proportion Decision-Making of Two-stage Investment with Jump Risk

作者: 光隆, 李., 2017 八月 11

監督員: Liu, Y. (Supervisor)

學生論文: Master's Thesis

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

作者: ?筑, 張., 2019

監督員: Liu, Y. (Supervisor)

學生論文: Master's Thesis