臧仕维 Tzang, Shyh-Weir
状态 专任师资,专任教授
姓名 臧仕维 Tzang, Shyh-Weir
电子邮件 swtzang@asia.edu.tw
职称 教授
研究室 8024
学校分机 (04) 2332-3456 ext. 48024
学历
.国立中山大学财务管理所博士
.美国伊利诺大学香槟校区企管硕士
.国立台湾大学经济学士
经历
.亚洲大学-财务金融学系 专任教授(2015/8-迄今)
.亚洲大学-财务金融学系 专任副教授(2008/8-2015/7)
.玄奘大学-财务金融学系 专任副教授(2007/8-2008/7)
专长 时间序列分析、投资组合、衍生性金融商品
在校时程表 臧仕维 教授 教师在校时程表
网页连结 http://research.asia.edu.tw/TchEportfolio/index_1/swtzang
年度 论文名称
2022 蔡永顺(Yung-shun Tsai)、张俊评(Chun Ping Chang)*、萧坤明、臧仕维(TZANG, SHYH-WEIR), 两岸电子支付比较分析-以街口支付与支付宝为例, 艺见学刊, vol.2022 no.23 pp.11-28, 2022
2022 蔡永顺(Yung-shun Tsai)、臧仕维(TZANG, SHYH-WEIR)*、黄乃玟、张俊评(Chun Ping Chang), 房贷需求与房屋供给对房价的影响, 艺见学刊, vol.2022 no.23 pp.49-68, 2022
2021 臧仕维(TZANG, SHYH-WEIR)、蔡永顺(Yung-shun Tsai)*、张俊评(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 蔡永顺(Yung-shun Tsai)、陈彦宸、张俊评(Chun Ping Chang)、臧仕维(TZANG, SHYH-WEIR)*, 风险对散户投资人过度自信的影响, 艺见学刊, vol.2021 no.4 pp.51-68, 2021
2021 张俊评(Chun Ping Chang)、张仁骏、蔡永顺(Yung-shun Tsai)、谢宗祐(Hsieh, Tsung-Yu)、臧仕维(TZANG, SHYH-WEIR)*, 异质性风险、公司特性与股票报酬率-台湾上市公司之实证, 艺见学刊, vol.2021 no.4 pp.109-124, 2021
2021 洪志兴(Chih-Hsing Hung)、臧仕维(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 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、廖梅如、臧仕维(TZANG, SHYH-WEIR)*, 成长股与价值股的投资策略:以台湾股市(1999-2019)为例, 艺见学刊, vol.2021 no.22 pp.87-111, 2021
2020 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、臧仕维(TZANG, SHYH-WEIR)*、徐秀芬, 异质性风险与股票报酬率:台湾上市公司之实证分析, 艺见学刊, vol.19 no.4 pp.101-119, 2020
2018 蔡永顺*、臧仕维、张俊评、蔡宜家, 资讯不对称、流动性冲击与公司异常报酬关联性, 管理资讯计算(Management Information Computing), vol.7 no.2 pp.200-209, 2018
2017 蔡永顺(Yung-shun Tsai)*、臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、郑雅匀, 公司绩效与融资对散户过度自信的影响, 管理资讯计算(Management Information Computing), vol.6 no.4 pp.58-68, 2017
2016 臧仕维(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、臧仕维(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 蔡永顺(Yung-shun Tsai)、张俊评(Jun-Pin Chang)、吴淑贞、臧仕维(TZANG, SHYH-WEIR), 除权除息与处分效果 -台湾实证研究, 龙阳学术, vol.11 pp.43-75, 2015
2013 Yih Jeng、Chen-Ju Lee、臧仕维(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)*、臧仕维(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、臧仕维(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、臧仕维(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、臧仕维(Tzang, Shyh-Weir)*, Modeling Mortgages with Prepayment Penalties, EMERGING MARKETS FINANCE AND TRADE, vol.48 no.S3 pp.156-173, 2012
2011 臧仕维(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 洪志兴*、郑义、臧仕维(Tzang, Shyh-Weir)、徐守德, 考虑破产成本与不同代理目标下的公司破产机率与相关成本分析, 中山管理评论/Sun Yat-Sen Management Review, vol.18 no.3 pp.677-719, 2010
2009 臧仕维(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、臧仕维(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
年度 书名
2021 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、臧仕维(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
2021 臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、蔡永顺(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 蔡永顺(Yung-shun Tsai)、张俊评(Chun Ping Chang)、臧仕维(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
2020 蔡永顺(Yung-shun Tsai)、臧仕维(TZANG, SHYH-WEIR)、张俊评(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 臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、洪志兴(Chih-Hsing Hung)、蔡永顺(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
2020 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、臧仕维(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
2019 郑义、臧仕维(TZANG, SHYH-WEIR), 财富管理:理论与实务, 新陆书局, 2019/10
2019 蔡永顺(Yung-shun Tsai)、张俊评(Chun Ping Chang)、臧仕维(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
2019 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、臧仕维(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 臧仕维(TZANG, SHYH-WEIR)、张俊评(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 臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、蔡永顺(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
2018 蔡永顺(Yung-shun Tsai)、张俊评(Chun Ping Chang)、臧仕维(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
2018 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、臧仕维(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 臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、蔡永顺(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
2017 蔡永顺(Yung-shun Tsai)、张俊评(Chun Ping Chang)、臧仕维(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
2017 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、臧仕维(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 臧仕维(TZANG, SHYH-WEIR)、蔡永顺(Yung-shun Tsai)、张俊评(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
2015 臧仕维(TZANG, SHYH-WEIR), The Efficacy of Model-Free and Model-Based Volatility Forecasting: Empirical Evidence in Taiwan, Golden Light Academic Publishing, 2015/12
发表日期 论文名称
2022.05 臧仕维(TZANG, SHYH-WEIR)、蔡永顺(Yung-shun Tsai)、Chih-Hsin Hung、张俊评(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 蔡永顺(Yung-shun Tsai)、张俊评(Chun Ping Chang)、臧仕维(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 臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、蔡永顺(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 臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、Chih-Hsin Hung, Factors affecting the housing size: a viewpoint from market demanders , 2022财务金融与管理研讨会, Mar. 2022, 台湾嘉义南华大学
2022.03 张俊评(Chun Ping Chang)、臧仕维(TZANG, SHYH-WEIR)、Anh Huy Tran、Nguyen Hong Nhung, The uncertainty to strategy and economy investment , 2022财务金融与管理研讨会, Mar. 2022, 台湾嘉义南华大学
2022.01 张俊评(Chun Ping Chang)、臧仕维(TZANG, SHYH-WEIR)、蔡永顺(Yung-shun Tsai)、Anh Huy Tran, The Innovative Investment in Strategic Decision , Future Information and Communication Technology (Future ICT) 2022, Jan. 2022, 台湾台中亚洲大学/东海大学
2022.01 蔡永顺(Yung-shun Tsai)、臧仕维(TZANG, SHYH-WEIR)、张俊评(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, 台湾台中亚洲大学/东海大学
2022.01 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、臧仕维(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, 台湾台中亚洲大学/东海大学
2022.01 臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、Nguyen Hong Nhung, The competitive investment and real option , Future Information and Communication Technology (Future ICT) 2022, Jan. 2022, 台湾台中亚洲大学/东海大学
2021.07 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、Batjargal Khunshagai、Nguyen Hong Nhung、臧仕维(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 臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、Tsatsral Ochirbal、Bolor Sukhbaatar、蔡永顺(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 蔡永顺(Yung-shun Tsai)、张俊评(Chun Ping Chang)、臧仕维(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 臧仕维(TZANG, SHYH-WEIR)、Shih-Yun Chen、郑义(Yih Jeng)、张俊评(Chun Ping Chang), Quasi, Passive Investment Portfolio: Corporate Bond Enhanced by Multi-Style Factor - 2021财务金融与管理研讨会, Mar. 2021, 台湾/嘉义
2021.03 张俊评(Chun Ping Chang)、臧仕维(TZANG, SHYH-WEIR)、Leh Thao Linh, 在外部效果与风险成本改变下最佳购回时机 , 2021财务金融与管理研讨会, Mar. 2021, 台湾/嘉义
2021.03 张俊评(Chun Ping Chang)、臧仕维(TZANG, SHYH-WEIR)、 Khunshagai Batjargal, The choice between Foreign Direct Investment and export with industry competition and marginal cost , 2021财务金融与管理研讨会, Mar. 2021, 台湾/嘉义
2020.09 洪志兴(Chih-Hsing Hung)、臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、蔡永顺(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 蔡永顺(Yung-shun Tsai)、臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、洪志兴(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 蔡永顺(Yung-shun Tsai)、张俊评(Chun Ping Chang)、臧仕维(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 张俊评(Chun Ping Chang)、Munkhnaran(Munkhnaran Duurenja、Zolzaya Bat(Zolzaya Batjargal)、臧仕维(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 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、臧仕维(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 臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、洪志兴(Chih-Hsing Hung)、蔡永顺(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 蔡永顺(Yung-shun Tsai)、张俊评(Chun Ping Chang)、臧仕维(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 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、Sheena Kaur、臧仕维(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 臧仕维(TZANG, SHYH-WEIR)、Munkhzaya U(Munkhzaya Usukhjar、张俊评(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 臧仕维(TZANG, SHYH-WEIR)、蔡永顺(Yung-shun Tsai)、张俊评(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 张俊评(Chun Ping Chang)、臧仕维(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 臧仕维(TZANG, SHYH-WEIR), World Finance and Banking Symposium, Dec. 2018, Taiwan, Taichung, Asia University
2018.07 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、臧仕维(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 臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、蔡永顺(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 蔡永顺(Yung-shun Tsai)、臧仕维(TZANG, SHYH-WEIR)、张俊评(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、臧仕维(TZANG, SHYH-WEIR), 放空限制对于买卖报价间资讯分类不对称的影响:以台湾股票市场为例 , 2018中部财金学术联盟国际研讨会, May. 2018, 台湾虎尾科技大学
2017.12 Tsung-Yu Hsieh、臧仕维(TZANG, SHYH-WEIR)、张俊评(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 蔡永顺(Yung-shun Tsai)、臧仕维(TZANG, SHYH-WEIR)、张俊评(Chun Ping Chang)、宋政兴, 人口结构、经济波动、税制冲击与房市泡沫化 , The 2017 annual conference of Global Chinese Real Estate Congress (GCREC), Jul. 2017, Taiwan/Taichung
2017.07 Chih-Hsing Hung、Ming-Chi Chen、臧仕维(TZANG, SHYH-WEIR)、蔡永顺(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 张俊评(Chun Ping Chang)、蔡永顺(Yung-shun Tsai)、臧仕维(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 臧仕维(TZANG, SHYH-WEIR)、蔡永顺(Yung-shun Tsai)、张俊评(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 洪志兴、陈明吉、臧仕维(TZANG, SHYH-WEIR)、蔡永顺(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 蔡永顺(Yung-shun Tsai)、张俊评(Jun-Pin Chang)、臧仕维(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、臧仕维(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 多因子阿尔发模型在台湾之应用:以增值型股票基金为例 , 2013玄奘大学语文教学暨文化交流国际学术研讨会, May. 2013, 新竹玄奘大学
2012.12 郑义、张易嘉、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, 国立高雄中山大学
2012.07 许玉枝、洪志兴, 房屋抵押贷款提前清偿因素之探讨, 以台湾地区银行为例 - 第四届世界华人不动产学会2012年会, Jul. 2012, 澳门
2012.05 臧仕维(Tzang, Shyh-Weir)、洪志兴, 不动产抵押贷款提前清偿罚款之房价突破点探讨 , 2012玄奘大学应用外语学系语文教学暨文化交流国际学术研讨会, May. 2012, 新竹玄奘大学
2011.07 洪志兴(Chih-Hsing Hung)、陈柏村(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 郑义、李宜熹、徐裕翔, Enhanced Index Fund Performance Analysis by Multi, factor Alpha Model: Evidence from Taiwan - 2011台湾财务金融学会年会暨财务金融学术论文研讨会, May. 2011, 国立高雄第一科技大学
2009.01 洪志与(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)、臧仕维(Tzang, Shyh-Weir)、洪志兴(Chih-Hsing Hung)、吴锦文(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
课程类别 课程代码 课程名称 年度
大学日间部 86U00013C 投资学 111
大学日间部 86U00184C 学辅时间(三) 111
大学日间部 86U00200A 金融数据库管理与应用 111
大学日间部 86U00208B 投资分析与科技应用 111
大学日间部 86U00264A 金融科技概论与实务 111
年分 计画名称 指导教授 学系 学生姓名
111 REITs and the Idiosyncratic Risk in Portfolio Performance 臧仕维 财务金融学系 Ha Kieu Anh
109 Residual or residual reversal? Empirical evidence of the Taiwan Stock Market 臧仕维 财务金融学系 Nana
103 波动率择股策略之绩效分析: 台湾股票市场实证 臧仕维 财务金融系 黄佳琪
99 非常态分配假设之GARCH模型在汇率风险值之应用-以Generalized Hyperbolic分配为例 臧仕维 财务金融系 吴佩蓁