Tzang,Shyh-Weir(臧仕維)
Name Tzang,Shyh-Weir(臧仕維)
Email
Job title Professor
Office Hour OFFICE HOUR
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
2024 Chih-Hsing Hung、Yen-Hung Chen、Chung-Chieh Cheng、臧仕維(TZANG, SHYH-WEIR)*, HOUSING PRICE, FAMILY STRUCTURES AND HOUSEHOLD CONSUMPTION: EMPIRICAL EVIDENCE OF TAIWAN, International Journal of Strategic Property Management, vol.28 no.4 pp.211-222, 2024
2023 Chih-Hsing Hung、Ming-Chin Cheng、臧仕維(TZANG, SHYH-WEIR)*、Chung-Chieh CHENG4, DOES HIGH-END HOUSING ALWAYS HAVE A PREMIUM LUXURY VALUE? A THEORETICAL AND NUMERICAL STUDY, International Journal of Strategic Property Management, vol.27 no.4 pp.246-260, 2023
2023 蔡永順(Yung-shun Tsai)、陳映銓、張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR)*, 隨機指標平滑曲線優化之投資績效分析－以元大寶來台灣卓越 50 指數股票型基金為例, 藝見學刊 no.25 pp.105-137, 2023
2023 臧仕維(TZANG, SHYH-WEIR)、蔡永順(Yung-shun Tsai)*、張俊評(Chun Ping Chang)、陳美智, 股利政策與股票異常報酬關聯性, 藝見學刊 no.25 pp.51-64, 2023
2022 蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang)*、蕭坤明、臧仕維(TZANG, SHYH-WEIR), 兩岸電子支付比較分析-以街口支付與支付寶為例, 藝見學刊, vol.2022 no.23 pp.11-28, 2022
2022 蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR)*、黃乃玟、張俊評(Chun Ping Chang), 房貸需求與房屋供給對房價的影響, 藝見學刊, vol.2022 no.23 pp.49-68, 2022
2021 臧仕維(TZANG, SHYH-WEIR)、蔡永順(Yung-shun Tsai)*、張俊評(Chun Ping Chang)、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
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
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
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, 2021
2021 張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、廖梅如、臧仕維(TZANG, SHYH-WEIR)*, 成長股與價值股的投資策略：以臺灣股市(1999-2019)為例, 藝見學刊, vol.2021 no.22 pp.87-111, 2021
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, 2020
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, 2018
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, 2017
2016 臧仕維(TZANG, SHYH-WEIR)、Chou-Wen Wang、Min-Teh Yu, Systematic risk and volatility skew, International Review of Economics & Finance, vol.43 pp.72-87, 2016
2015 Yih Jeng、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, 2015
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
2013 Yih Jeng、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, 2013
2013 Shoou-Lian Hwang Gu、S. S.-F. Gau(Susan Shur-Fen Gau)*、臧仕維(TZANG, SHYH-WEIR)、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
2012 C.-W. Wang(Chou-Wen Wang)*、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, 2012
2012 Chih-Hsing Hung、臧仕維(Tzang, Shyh-Weir)*、Ren-He Liu、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
2012 Chih-Hsing Hung、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
2011 臧仕維(Tzang, Shyh-Weir)*、Chih-Hsing Hung、Chou-Wen Wang、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, 2011
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, 2010
2009 臧仕維(Tzang, Shyh-Weir)*、Chih-Hsing Hung、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, 2009
2009 Chih-Hsing Hung、臧仕維(Tzang, Shyh-Weir)*、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
Year Book Title
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, Jan. 2021
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, Jan. 2021
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, Jan. 2021
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, Jan. 2020
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, Jan. 2020
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, Jan. 2020
2019 鄭義、臧仕維(TZANG, SHYH-WEIR), 財富管理：理論與實務, 新陸書局, Oct. 2019
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, Jan. 2019
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, Jan. 2019
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, Jan. 2019
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, Jan. 2019
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, Jan. 2018
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, Jan. 2018
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, Jan. 2018
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, Jan. 2017
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, Jan. 2017
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, Jan. 2017
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, Dec. 2015
Date of Publication Paper Title
2024.07 蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、Chuang, Ruei-Tsz, The Impact of Investor Sentiment on Abnormal Returns and Abnormal Volumes , The Study of ESG Event - 18th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2024), Jul. 2024, Taiwan/Taichung/Tunhai University
2023.07 張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR)、Chih-Yun Liu, The Relationships Between Underpricing and Turnover: The Study of Seasoned Equity Offerings , 17th International Conference on Complex, Intelligent and Software Intensive Systems (IMIS 2023), Jul. 2023, Toronto, Canada
2023.06 臧仕維(TZANG, SHYH-WEIR)、蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang), Exploring the use of artificial intelligence (AI) in EMI classrooms to enhance language learning and teaching effectiveness , 2023 International Conference on Bilingual Education: Course Design and Teaching Practices, Jun. 2023, Taiwan/Taichung/Asia University
2023.01 臧仕維(TZANG, SHYH-WEIR)、洪志興(Chih-Hsing Hung)、Yu-Tung Hsi(Yu-Tung Hsia)、蔡永順(Yung-shun Tsai), Housing Price, Family Structures and Household Consumption: Emprical Evidence of Taiwan , International Conference on Science, Social Science and Economics (IC3SE 2023), Jan. 2023, 日本/大阪
2022.05 臧仕維(TZANG, SHYH-WEIR)、蔡永順(Yung-shun Tsai)、Chih-Hsin Hung、張俊評(Chun Ping Chang), Analysis of the Optimal Housing Size for Housing Demanders , The 4th Asia Pacific Management Research Conference, May. 2022, Indonesia/Widya Mandala Surabaya Catholic University
2022.05 蔡永順(Yung-shun Tsai)、張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR), The relationship between money supply and stock return before and after quantitative easing policy , The 4th Asia Pacific Management Research Conference, May. 2022, Indonesia/Widya Mandala Surabaya Catholic University
2022.05 臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、Nguyen Hong Nhung, The Innovative Investment in Strategic Decision with Externalities , The 4th Asia Pacific Management Research Conference, May. 2022, Indonesia/Widya Mandala Surabaya Catholic University
2022.03 臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、Chih-Hsin Hung, Factors affecting the housing size: a viewpoint from market demanders , 2022財務金融與管理研討會, Mar. 2022, 台灣嘉義南華大學
2022.03 張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR)、Anh Huy Tran、Nguyen Hong Nhung, The uncertainty to strategy and economy investment , 2022財務金融與管理研討會, Mar. 2022, 台灣嘉義南華大學
2022.01 張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR)、蔡永順(Yung-shun Tsai)、Anh Huy Tran, The Innovative Investment in Strategic Decision , Future Information and Communication Technology (Future ICT) 2022, Jan. 2022, 台灣台中亞洲大學/東海大學
2022.01 蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、Chih-Hsing Hung, Factors affecting the housing size: a viewpoint from market demanders , Future Information and Communication Technology (Future ICT) 2022, Jan. 2022, 台灣台中亞洲大學/東海大學
2022.01 張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、臧仕維(TZANG, SHYH-WEIR), Will quantitative easing policies affect the correlation between money supply and stock returns? , Future Information and Communication Technology (Future ICT) 2022, Jan. 2022, 台灣台中亞洲大學/東海大學
2022.01 臧仕維(TZANG, SHYH-WEIR)、張俊評(Chun Ping Chang)、蔡永順(Yung-shun Tsai)、Nguyen Hong Nhung, The competitive investment and real option , Future Information and Communication Technology (Future ICT) 2022, Jan. 2022, 台灣台中亞洲大學/東海大學
2021.07 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-th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing, Jul. 2021, Korea/ Virtual conference / online presentation
2021.07 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-th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing, Jul. 2021, Korea/ Virtual conference / online presentation
2021.07 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-th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing, Jul. 2021, Korea/Virtual conference / online presentation
2021.03 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-Style Factor - 2021財務金融與管理研討會, Mar. 2021, 台灣/嘉義
2021.03 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, Mar. 2021, 台灣/嘉義
2021.03 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, Mar. 2021, 台灣/嘉義
2020.09 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, Sep. 2020, Taiwan/Nantou
2020.09 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, Sep. 2020, Taiwan/Nantou
2020.07 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-2020), Jul. 2020, Poland, Lodz
2020.07 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-2020), Jul. 2020, Poland, Lodz
2020.07 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-2020), Jul. 2020, Poland, Lodz
2020.07 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 - The 14th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2020), Jul. 2020, Poland, Lodz
2019.07 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-2019), Jul. 2019, Sydney, Australia
2019.07 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-2019), Jul. 2019, Sydney, Australia
2019.07 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-2019), Jul. 2019, Sydney, Australia
2019.07 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, Jul. 2019, Sydney, Australia
2018.12 張俊評(Chun Ping Chang)、臧仕維(TZANG, SHYH-WEIR), Optimal Timing for Share Repurchase under a Sticky Dividend Policy , World Finance and Banking Symposium, Dec. 2018, Taiwan, Taichung, Asia University
2018.12 臧仕維(TZANG, SHYH-WEIR), World Finance and Banking Symposium, Dec. 2018, Taiwan, Taichung, Asia University
2018.07 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-2018), Jul. 2018, Japan/Matsue
2018.07 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-2018), Jul. 2018, Japan/Matsue
2018.07 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-2018), Jul. 2018, Japan/Matsue
2018.05 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, May. 2018, 台灣虎尾科技大學
2017.12 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 - The 25th SFM conference on the Theories and Practices of Securities and Financial Markets, Dec. 2017, Taiwan/Kaohsiung/National Sun Yat-sen University
2017.07 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), Jul. 2017, Taiwan/Taichung
2017.07 Chih-Hsing Hung、Ming-Chi Chen、臧仕維(TZANG, SHYH-WEIR)、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), Jul. 2017, Taiwan/Taichung
2017.07 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-th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing, Jul. 2017, Torino, Italy
2017.07 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-th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing, Jul. 2017, Torino, Italy
2017.07 洪志興、陳明吉、臧仕維(TZANG, SHYH-WEIR)、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), Jul. 2017, Taiwan/Taichung
2016.07 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-th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing, Jul. 2016, Japan/Fukuoka
2013.07 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, Jul. 2013, Bali, Indonesia
2013.05 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, May. 2013, 新竹玄奘大學
2012.12 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 - 20th SFM conference, Dec. 2012, 國立高雄中山大學
2012.07 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 - 第四屆世界華人不動產學會2012年會, Jul. 2012, 澳門
2012.05 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, May. 2012, 新竹玄奘大學
2011.07 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, Jul. 2011, Bangkok, Thailand
2011.05 鄭義、李宜熹、徐裕翔, Enhanced Index Fund Performance Analysis by Multi, factor Alpha Model: Evidence from Taiwan - 2011台灣財務金融學會年會暨財務金融學術論文研討會, May. 2011, 國立高雄第一科技大學
2009.01 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, Jan. 2009, Singapore
2008.12 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-Pacific Financial Markets (CAFM), Dec. 2008, Korea
Project Title Participator Period
適應性投資策略與趨勢投資策略之比較 (20161111220529) 臧仕維(TZANG, SHYH-WEIR) 2015.07 ~ 2016.06
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 (20120310133822) 2011.07 ~ 2012.02
Award Name Awarding Unit
國際財務管理 (創新數位教材)
財務報表分析及證照考試輔導 (創新數位教材)
最適化之資產配置—結合量化方法與軟體實作之投資組合分析 (創新教材)
自由軟體R在財務上之應用—以時間序列模型之估計及預測為例 (創新教材) 財務金融系
Category Course Code Course Title Year
大學日間部 86U00144A 投資組合分析 113
大學日間部 86U00152C 國際財務管理 113
大學日間部 86U00167C 金融機構管理專題 113
大學日間部 86U00168C 投資管理專題 113
大學日間部 86U00269A 財金軟體應用 113
大學日間部 86U00271C 金融科技專題 113
Year Research Title Authors
104 馬可維茲資產配置與趨勢策略之比較：以美國REITs為例 黎鄧明維
103 高現金殖利率選股投資策略之研究 翁崇傑
103 異質性風險與股票報酬率之關係：台灣上市公司實證分析 徐秀芬
103 資產配置對殘差投資策略績效影響分析 林柏盛
103 適應性資產配置法之績效分析：以台灣50、100為例 蔡明麟
103 機率動能或趨勢投資?以台灣50、100為例 蔡明琪
103 異質性風險、公司特性與股票報酬率-台灣上市公司之實證 張仁駿
102 探討台灣電子商務之發展現況 與政策法律 劉克強
101 在不同波動率下的移平均擇時策略績效：以台灣股票市場為例 楊雅萍
101 短期殘差反轉策略在台灣股市有效性之分析 李香玫
101 Macroeconomic condition and capital structure adjustment speed - evidence from Indonesia stock exchange Relia Novita Rahim
100 零股投資報酬績效評估－ 定時定額投資策略為例 沈明珠
100 利用動能策略建構Black-Litterman模型之投資組合有效性分析－以台灣50指數為例 許筌鈞
Year Project name Advising professor Department Student name
111 REITs and the Idiosyncratic Risk in Portfolio Performance 臧仕維 財務金融學系 Ha Kieu Anh
109 Residual or residual reversal? Empirical evidence of the Taiwan Stock Market 臧仕維 財務金融學系 Nana
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