研發績效
期刊: 9 筆
獲獎: 0 筆 |
研討會: 2 筆
技術報告: 0 筆 |
專書: 0 筆
計畫案: 0 筆 |
2009
- 研討會 汪青萍, 黃鴻禧*, Which Insurance Is Mean-Variance Efficient with Dependent Background Risk?, 2009『屏東科技大學』暨『北京科技大學』第四屆學術交流研討會, 屏東科技大學, 中華民國
- 期刊 黃鴻禧, 汪青萍*, 林坤輝, 趙婉如, Does Corporate Governance Affect Institutional Investor Ownership and Share Repurchase Decision, Global Journal of Business Research, forthcoming
- 期刊 黃鴻禧, 洪仁杰, 汪青萍*, 謝元培, Does Fund Manager Herding Vary over the Business Cycle?, Applied Economics Letters, forthcoming
- 期刊 黃鴻禧*, 周國端, Multiperiod Dynamic Investment for a Generalized Situation, Applied Financial Economics, 19, 21, 1761-1765
2008
- 研討會 黃鴻禧, 謝元培*, 景氣循環對基金經理人從眾行為影響之研究, 第九屆管理學域學術研討會, 朝陽大學, 中華民國
- 期刊 黃鴻禧, 許永明*, 林佩珣, HDD and CDD Option Pricing with Market Price of Weather Risk for Taiwan, Journal of Futures Market, 28, 8, 790-814
2007
- 期刊 汪青萍, 許守德, 黃鴻禧*, Optimal Dynamic Asset Allocation under Value at Risk Constraint, Review of Securities & Futures Markets, 19, 3, 23-48
2006
- 期刊 黃鴻禧*, Optimal Insurance Contract under a Value-at-Risk Constraint, The Geneva Risk and Insurance Review , 31, 2, 91-110
2005
- 期刊 汪青萍*, 許守德, 黃鴻禧, Optimal Insurance Design under a Value at Risk Framework, The Geneva Risk and Insurance Review, 30, 2, 161-179
- 期刊 周國端, 黃鴻禧*, 不確定所得下的保險與儲蓄決策, 管理評論, 24, 2, 19-30
- 期刊 黃鴻禧*, Comment on “Optimal Portfolio Selection in a Value-at-Risk Framework”, Journal of Banking and Finance, 29, 12, 3181-3185