Status | Full-Time Faculty,Full-Time Professor |
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Name | Tzang,Shyh-Weir(臧仕維) |
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 |
Office Hour | OFFICE HOUR |
Websites | http://research.asia.edu.tw/TchEportfolio/index_1/swtzang |
- JOURNAL PAPERS
- BOOKS / BOOK CHAPTERS
- CONFERENCE PAPERS
- RESEARCH GRANT
- AWARDS
- COURSE INFORMATION
- THESIS ADVISOR
- COLLEGE STUDENT PARTICIPATION IN RESEARCH PROJECTS
Year | Paper Title |
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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 |
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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 |
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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 | 86U00264A | 金融科技概論與實務 | 113 |
大學日間部 | 86U00156A | 金融創新 | 113 |
大學日間部 | 86U00184C | 學輔時間(三) | 113 |
大學日間部 | 86U00200A | 金融資料庫管理與應用 | 113 |
大學日間部 | 86U00208A | 投資分析與科技應用 | 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 |