國立勤益科技大學企業管理系

一、期刊論文

1. Lian, Y. M., Chen, J. H., & Liao, S. L. (2020). Cojump risks and their impacts on option pricing. Quarterly Review of Economics and Finance. (科技部財務學門A- 級期刊)
2. Lian, Y. M., & Chen, J. H. (2020). Joint dynamic modeling and option pricing in incomplete derivative-security market. The North American Journal of Economics and Finance, 51, 100845.(SSCI)
3. Lian, Y. M., & Chen, J. H. (2019). Portfolio selection in a multi-asset, incomplete-market economy. Quarterly Review of Economics and Finance, 71, 228-238. (科技部財務學門A- 級期刊)
4. Yang, J.T.,Liao, S. L., & Chen, J. H. (2018). Analyzing target redemption forward contract under Levy process. International Research Journal of Finance and Economic,165,6-10.(Econlit)
5. Lian, Y. M., Chen, J. H., & Liao, S. L. (2016). Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy. Finance Research Letters, 16, 208-219. .(SSCI)
6. Lian, Y. M., Liao, S. L., & Chen, J. H. (2015). State-dependent jump risks for American gold futures option pricing. The North American Journal of Economics and Finance, 33, 115-133. .(SSCI)
7. Liao, S. L., Chen, J. H., &Lian, Y. M. (2014). Stylized empirical features of asset return and American option pricing under time-changed Lévy processes. Soochow Journal of Economics and Business, (84),
8. Liao, S. L., Tsai, M. S., Chen, J. H., & Li, C. H. (2013). Valuation of Convertible Bond UnderLévy Process with Default Risk. Journal of the Chinese Statistical Association, 50(2), 48-70. (Econlit)

二、研討會

1. Chen, J. H., & Permatasari, S. S. (2019). Evaluating the influence of current ratio(CR),debt equity ratio (DER)and price earning ratio (PER) on stock prices.( 第十七屆管理學術國際研討會及2019台灣精實企業系統學會年會)
2. Lian, Y. M., Chen, J. H., & Liao, S. L. (2019). Pricing catastrophe equity puts with counterparty risks under Markov-modulated default intensity processes.(Financial Engineering Association of Taiwan 2019 Annual Conference)

三、歷屆指導專題

1. 杜邦方程式三因子對於台灣股市填權息效果之影響之探究(2020).
2. 基金風險評等衡量之實證分析(2020).
3. 股利宣告效果對於股價報酬影響之實證研究(2020).
4. 機器學習下之產業分類與企業評價(2020).
5. 美中貿易戰對於台灣產業的外溢效果-以事件研究法分析(2020).