Tzang,Shyh-Weir(臧仕維)
Name Tzang,Shyh-Weir(臧仕維)
Email swtzang@asia.edu.tw
Status Full-Time Faculty,Full-Time Professor
Job title Professor
Office 8024
Office phone (04) 2332-3456 ext. 48024
Education Ph D. Financial Management, National Sun Yat-Sen University, Taiwan
Expertise Portfolio Management , Time Series
Websites http://research.asia.edu.tw/TchEportfolio/index_1/swtzang
Year Paper Title
2021 張俊評(Chun Ping Chang)、張仁駿、蔡永順(Yung-shun Tsai)、謝宗祐(Hsieh, Tsung-Yu)、臧仕維(TZANG, SHYH-WEIR)*, 異質性風險、公司特性與股票報酬率-台灣上市公司之實證, 藝見學刊, vol.2021 no.4 pp.109-124
2021 蔡永順(Yung-shun Tsai)、陳彥宸、張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR)*, 風險對散戶投資人過度自信的影響, 藝見學刊, vol.2021 no.4 pp.51-68
2021 臧仕維(TZANG, SHYH-WEIR)、蔡永順(Yung-shun Tsai)*、張俊評(Chun Ping Chang)、Yu-Jun Zhang(Yu-Jun Zhang), The Relationship between Information Asymmetry and Abnormal Returns: A Study of Individual Investors and Institutional Investors, Journal of Economics and Management, vol.17 no.1 pp.79-105
2021 洪志興(Chih-Hsing Hung)、臧仕維(TZANG, SHYH-WEIR)*, Consumption and investment values in housing price: a real options approach, International Journal of Strategic Property Management, vol.25 no.4 pp.278-290
2020 張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR)*、徐秀芬, 異質性風險與股票報酬率:臺灣上市公司之實證分析, 藝見學刊, vol.19 no.4 pp.101-119
2018 蔡永順*、臧仕維、張俊評、蔡宜家, 資訊不對稱、流動性衝擊與公司異常報酬關聯性, 管理資訊計算(Management Information Computing), vol.7 no.2 pp.200-209
2017 蔡永順(Yung-shun Tsai)*、臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、鄭雅勻, 公司績效與融資對散戶過度自信的影響, 管理資訊計算(Management Information Computing), vol.6 no.4 pp.58-68
2016 臧仕維(TZANG, SHYH-WEIR)、Chou-Wen Wan(Chou-Wen Wang)、Min-Teh Yu(Min-Teh Yu), Systematic risk and volatility skew, International Review of Economics & Finance, vol.43 pp.72-87
2015 蔡永順(Yung-shun Tsai)、張俊評(Jun-Pin Chang)、吳淑貞、臧仕維(TZANG, SHYH-WEIR), 除權除息與處分效果 -台灣實證研究, 龍陽學術, vol.11 pp.43-75
2015 Yih Jeng(Yih Jeng)、Yu-Hsiang Hs(Yu-Hsiang Hsu)、臧仕維(TZANG, SHYH-WEIR), Does the Multi-Factor Model Deliver Superior Alphas? A Perspective fromthe Enhanced Index, International Research Journal of Applied Finance, vol.6 no.4 pp.250-273
2013 S.-L. H. Gu(Shoou-Lian Hwang Gu)、S. S.-F. Gau(Susan Shur-Fen Gau)*、臧仕維(TZANG, SHYH-WEIR)、W.-Y. Hsu(Wen-Yau Hsu), The ex-Gaussian distribution of reaction times in adolescents with attention-deficit/hyperactivity disorder, RESEARCH IN DEVELOPMENTAL DISABILITIES, vol.34 no.11 pp.3709-3719
2013 Yih Jeng(Yih Jeng)、Chen-Ju Lee(Chen-Ju Lee)、臧仕維(TZANG, SHYH-WEIR)*, Application of a Multifactor Model in Enhanced Index Fund: Performance Analysis in China, EMERGING MARKETS FINANCE AND TRADE, vol.49 no.S4 pp.163-183
2012 C-H. Hung(Chih-Hsing Hung)、M.-C. Chen(Ming-Chi Chen)、臧仕維(Tzang, Shyh-Weir)*, Modeling Mortgages with Prepayment Penalties, EMERGING MARKETS FINANCE AND TRADE, vol.48 no.S3 pp.156-173
2012 C.-H. Hung(Chih-Hsing Hung)、臧仕維(Tzang, Shyh-Weir)*、R.-H. Liu(Ren-He Liu)、S.-D. Shyu(So-De Shyu), The Optimal Transfer Price and the Possibility of Penalty, Middle Eastern Finance and Economics, vol.17 no.2012 pp.5-21
2012 C.-W. Wang(Chou-Wen Wang)*、J.-W. Wu(Jin-Wen Wu)、臧仕維(Tzang, Shyh-Weir), Implementing Option Pricing Models When Asset Returns Follow an Autoregressive Moving Average Process, International Review of Economics and Finance, vol.24 no.2012 pp.8-25
2011 臧仕維(Tzang, Shyh-Weir)*、C.-H. Hung(Chih-Hsing Hung)、C.-W. Wang(Chou-Wen Wang)、S.-D. Shyu(David So-De Shyu), Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan, International Review of Economics and Finance, vol.20 no.2 pp.312-324
2010 洪志興*、鄭義、臧仕維(Tzang, Shyh-Weir)、徐守德, 考慮破產成本與不同代理目標下的公司破產機率與相關成本分析, 中山管理評論/Sun Yat-Sen Management Review, vol.18 no.3 pp.677-719
2009 C.-H. Hung(Chih-Hsing Hung)、臧仕維(Tzang, Shyh-Weir)*、S.-D. Shyu(David So-De Shyu), Forecasting efficiency of implied volatility and the intraday high-low price range in Taiwan stock market, International Research Journal of Finance and Economics, vol.27 no.2009 pp.192-202
2009 臧仕維(Tzang, Shyh-Weir)*、C.-H. Hung(Chih-Hsing Hung)、S.-D. Shyu(David So-De Shyu), The Efficacy of Model-Based Volatility Forecasting: Empirical Evidence in Taiwan, International Research Journal of Finance and Economics, vol.26 no.2009 pp.21-33
Year Book Title
2021 蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR), Innovative Mobile and Internet Services in Ubiquitous Computing Proceedings of the 15th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2021), Study on the Relationship Between Dividend, Business Cycle, Institutional Investor and Stock Risk, Springer, 2021/01
2021 臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai), Innovative Mobile and Internet Services in Ubiquitous Computing Proceedings of the 15th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2021), Performance of the Initial Public Offering in the Taiwan Stock Market, Springer, 2021/01
2021 張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR), Innovative Mobile and Internet Services in Ubiquitous Computing Proceedings of the 15th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2021), The Choice Between FDI and Selling Out with Externality and Exchange Rate, Springer, 2021/01
2020 蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang), Innovative Mobile and Internet Services in Ubiquitous Computing Proceedings of the 14th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2020), Information Asymmetry, Market Liquidity and Abnormal Returns, springer, 2020/01
2020 張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR), Innovative Mobile and Internet Services in Ubiquitous Computing Proceedings of the 14th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2020), The Choice Between Foreign Direct Investment and Export with Industry Competition and Marginal Cost, Springer, 2020/01
2020 臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、洪志興(Chih-Hsing Hung)、蔡永順(Yung-shun Tsai), Innovative Mobile and Internet Services in Ubiquitous Computing Proceedings of the 14th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2020), Black-Litterman Model and Momentum Strategy: Evidence of Taiwan Top 50 ETF, Springer, 2020/01
2019 鄭義、臧仕維(TZANG, SHYH-WEIR), 財富管理:理論與實務, 新陸書局, 2019/10
2019 臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai), Innovative Mobile and Internet Services in Ubiquitous Computing: Proceedings of the 13th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2019), Residual Reversal Strategy: Empirical Evidence in the Taiwan Stock Market, Springer, 2019/01
2019 臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang), Innovative Mobile and Internet Services in Ubiquitous Computing: Proceedings of the 13th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2019), Social Impact Bonds (SIBs): Introduction and Cases Review, Springer, 2019/01
2019 張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR), Innovative Mobile and Internet Services in Ubiquitous Computing: Proceedings of the 13th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2019), Free Cash Flow and Firm Value, Springer, 2019/01
2019 蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR), Innovative Mobile and Internet Services in Ubiquitous Computing: Proceedings of the 13th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2019), Demographic Structure, Business Fluctuations, Tax Shock and Housing Bubbles, Springer, 2019/01
2018 臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai), Innovative Mobile and Internet Services in Ubiquitous Computing Proceedings of the 12th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2018), Commercial Real Estate Evaluation: The Real Options Approach, Springer, 2018/01
2018 張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR), Innovative Mobile and Internet Services in Ubiquitous Computing Proceedings of the 12th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2018), A Dynamic Model of Optimal Share Repurchase, Springer, 2018/01
2018 蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR), Innovative Mobile and Internet Services in Ubiquitous Computing Proceedings of the 12th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2018), The Relationship Between Dividend, Business Cycle, Institutional Investor and Stock Risk, Springer, 2018/01
2017 臧仕維(TZANG, SHYH-WEIR)、蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang), Innovative Mobile and Internet Services in Ubiquitous Computing Proceedings of the 11th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2017), Moving Average Timing Strategy from a Volatility Perspective: Evidence of the Taiwan Stock Market, Springer, 2017/01
2017 張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR), Innovative Mobile and Internet Services in Ubiquitous Computing Proceedings of the 11th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2017), Managers’ Bargaining Power and the Intrinsic Value, Springer, 2017/01
2017 蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR), Innovative Mobile and Internet Services in Ubiquitous Computing Proceedings of the 11th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2017), The Impact of Golden Cross and Death Cross Frequency on Stock Returns in Pre- and Post-?nancial Crisis, Springer, 2017/01
2015 臧仕維(TZANG, SHYH-WEIR), The Efficacy of Model-Free and Model-Based Volatility Forecasting: Empirical Evidence in Taiwan, Golden Light Academic Publishing, 2015/12
Paper Title
蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR), Study on the Relationship Between Dividend, Business Cycle, Institutional Investor and Stock Risk , The 15, Korea/Virtual conference / online presentation
臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、Tsatsral Ochirbal、Bolor Sukhbaatar、蔡永順(Yung-shun Tsai), Performance of the Initial Public Offering in the Taiwan Stock Market , The 15, Korea/ Virtual conference / online presentation
張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、Batjargal Khunshagai、Nguyen Hong Nhung、臧仕維(TZANG, SHYH-WEIR), The choice between FDI and Selling out with externality and exchange rate , The 15, Korea/ Virtual conference / online presentation
張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR)、 Khunshagai Batjargal, The choice between Foreign Direct Investment and export with industry competition and marginal cost , 2021財務金融與管理研討會, 台灣/嘉義
張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR)、Leh Thao Linh, 在外部效果與風險成本改變下最佳購回時機 , 2021財務金融與管理研討會, 台灣/嘉義
臧仕維(TZANG, SHYH-WEIR)、Shih-Yun Chen、鄭義(Yih Jeng)、張俊評(Chun Ping Chang), Quasi, Passive Investment Portfolio: Corporate Bond Enhanced by Multi, 台灣/嘉義
蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、洪志興(Chih-Hsing Hung)、Yu-Jun Zhang, The Relationship between Information Asymmetry of Individual Investors and Institution Investors and Abnormal Returns , International Conference of Taiwan Finance Association, Taiwan/Nantou
洪志興(Chih-Hsing Hung)、臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai), Consumption and Investment Value in Housing Price: A Real Options Approach , International Conference of Taiwan Finance Association, Taiwan/Nantou
臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、洪志興(Chih-Hsing Hung)、蔡永順(Yung-shun Tsai), Black, Litterman Model and Momentum Strategy: Evidence of Taiwan Top 50 ETF , Poland, Lodz
張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR)、Zolzaya Bat(Zolzaya Batjargal), The Choice Between Foreign Direct Investment and Export with Industry Competition and Marginal Cost , The 14th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS, Poland, Lodz
張俊評(Chun Ping Chang)、Munkhnaran(Munkhnaran Duurenja、Zolzaya Bat(Zolzaya Batjargal)、臧仕維(TZANG, SHYH-WEIR), Investment Timing and External Effects , The 14th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS, Poland, Lodz
蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR), Information Asymmetry, Market Liquidity and Abnormal Returns , The 14th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS, Poland, Lodz
臧仕維(TZANG, SHYH-WEIR)、蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang), Residual Reversal Strategy: Empirical Evidence in the Taiwan Stock Market , The 13th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing, Sydney, Australia
臧仕維(TZANG, SHYH-WEIR)、Munkhzaya U(Munkhzaya Usukhjar、張俊評(Chun Ping Chang), Social Impact Bonds (SIBs): Introduction and Cases Review , The 13th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS, Sydney, Australia
張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、Sheena Kaur、臧仕維(TZANG, SHYH-WEIR), Free Cash Flow and Firm Value , The 13th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS, Sydney, Australia
蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR), Demographic Structure, Business Fluctuations, Tax Shock and Housing Bubbles , The 13th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS, Sydney, Australia
臧仕維(TZANG, SHYH-WEIR), World Finance and Banking Symposium, Taiwan, Taichung, Asia University
Optimal Timing for Share Repurchase under a Sticky Dividend Policy , World Finance and Banking Symposium, Taiwan, Taichung, Asia University
蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang), The Relationship Between Dividend, Business Cycle, Institutional Investor and Stock Risk , The 12th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS, Japan/Matsue
臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai), Commercial Real Estate Evaluation: The Real Options Approach , The 12th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS, Japan/Matsue
張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR), A Dynamic Model of Optimal Share Repurchase , The 12th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS, Japan/Matsue
Tsung-Yu Hsieh、臧仕維(TZANG, SHYH-WEIR), 放空限制對於買賣報價間資訊分類不對稱的影響:以台灣股票市場為例 , 2018中部財金學術聯盟國際研討會, 台灣虎尾科技大學
Tsung-Yu Hsieh、臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang), The Impact of Short, Sale Constraints on the Asymmetric Responses of Ask and Bid Quotes to Informativeness: Evidence from the Taiwan Stock Market , Taiwan/Kaohsiung/National Sun Yat-sen University
Chih-Hsing Hung、洪志興、Ming-Chi Chen、陳明吉、臧仕維(TZANG, SHYH-WEIR)、臧仕維(TZANG, SHYH-WEIR)、蔡永順(Yung-shun Tsai)、蔡永順(Yung-shun Tsai), Office Space of Commercial Real Estate and its Value: a Real Option Approach , The Asian Real Estate Society (AsRES 2017), Taiwan/Taichung
臧仕維(TZANG, SHYH-WEIR)、蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang)、Ya Ping Yang, Moving Average Timing Strategy from a Volatility Perspective: Evidence of the Taiwan Stock Market , The 11, Torino, Italy
張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR), Managers’ Bargaining Power and the Intrinsic Value , The 11, Torino, Italy
Chih-Hsing Hung、洪志興、Ming-Chi Chen、陳明吉、臧仕維(TZANG, SHYH-WEIR)、臧仕維(TZANG, SHYH-WEIR)、蔡永順(Yung-shun Tsai)、蔡永順(Yung-shun Tsai), Office Space of Commercial Real Estate and its Value: a Real Option Approach , The Asian Real Estate Society (AsRES 2017), Taiwan/Taichung
蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、宋政興, 人口結構、經濟波動、稅制衝擊與房市泡沫化 , The 2017 annual conference of Global Chinese Real Estate Congress (GCREC), Taiwan/Taichung
蔡永順(Yung-shun Tsai)、張俊評(Jun-Pin Chang)、臧仕維(TZANG, SHYH-WEIR), The Impact of Stock Prices, Risks and Business Cycle on Overconfidence , The 10, Japan/Fukuoka
Chih-Hsing Hung、臧仕維(TZANG, SHYH-WEIR), A Revisit to the Optimal Bankruptcy Decision in Capital Structure When Considering Indirect Bankruptcy Costs , 2013 International Conference on Business and Information, Bali, Indonesia
多因子阿爾發模型在台灣之應用:以增值型股票基金為例 , 2013玄奘大學語文教學暨文化交流國際學術研討會, 新竹玄奘大學
鄭義、張易嘉、徐裕翔、李宜熹, Does the Multi, factor Model Deliver Superior Alphas? A Perspective From the Enhanced Index Fund , 國立高雄中山大學
許玉枝、洪志興, 房屋抵押貸款提前清償因素之探討, 以台灣地區銀行為例 , 澳門
臧仕維(Tzang, Shyh-Weir)、洪志興, 不動產抵押貸款提前清償罰款之房價突破點探討 , 2012玄奘大學應用外語學系語文教學暨文化交流國際學術研討會, 新竹玄奘大學
洪志興(Chih-Hsing Hung)、陳柏村(Po-Tsun Chen)、沈柏甫(Po-Pu Sheng), Modeling the Mortgage of Prepayment Penalties , International Symposium on Finance and Accounting, Bangkok, Thailand
鄭義、李宜熹、徐裕翔, Enhanced Index Fund Performance Analysis by Multi, factor Alpha Model: Evidence from Taiwan , 國立高雄第一科技大學
洪志與(Chih-Hsing Hung)、徐守德(David So-De Shyu), Price Information of Options and the Construction of Volatility Index: An Empirical Evidence of Taiwan , MDIS2009 International Conference on Market Development and Investment Strategies, Singapore
王昭文(Chou-Wen Wang)、臧仕維(Tzang, Shyh-Weir)、洪志興(Chih-Hsing Hung)、吳錦文(Jin-Wen Wu), Systematic Risk in GARCH Option Pricing: A Theoretical and Empirical Perspective , Third International Conference on Asia, Korea
Category Course Code Course Title Year
大學日間部 86U00200A 金融資料庫管理與應用 110
大學日間部 86U00183D 學輔時間(四) 110
大學日間部 86U00013C 投資學 110
大學日間部 86U00005A 公司理財專題 110
大學日間部 MU300025A 企業評價 110
大學日間部 86U00055A 財務數學 110
碩士在職專班 MH400006A 金融市場與投資 109
大學日間部 86U00269C 財金軟體應用 109
大學日間部 86U00184C 學輔時間(三) 109
大學日間部 86U00168C 投資管理專題 109
大學日間部 86U00167C 金融機構管理專題 109
大學日間部 86U00148C 固定收益證券 109
大學日間部 86U00144C 投資組合分析 109
大學日間部 86U00090C 證券市場 109
大學日間部 86U00009C 企業評價 109
Year Project name Advising professor Department Student name
103 波動率擇股策略之績效分析: 台灣股票市場實證 臧仕維 財務金融系 黃佳琪
99 非常態分配假設之GARCH模型在匯率風險值之應用-以Generalized Hyperbolic分配為例 臧仕維 財務金融系 吳佩蓁