曾 参 與 及 發 表 的 研 究 專 題
- ‘Once-in-a-Generation’ Yen Volatility in 1998: Fundamentals, Intervention, and Order Flow, Journal of International Money and Finance 20.
- Composition of Mean-Variance Efficient Portfolio: Taiwan and Malaysia, Proceedings of the 29th Annual Meeting of Western Decision Sciences Institute, 18-22 April 2000, Maui, Hawaii.
- Continuing Professional Development for Finance Practitioners, paper presented in the Forum on Lifelong Learning in Hong Kong: Enhancing Competitiveness, Federation for Continuing Education in Tertiary Institutions, Hong Kong.
- Market Closure Effects on Return, Volatility, and Turnover Patterns in the Hong Kong Index Futures Market, Journal of International Financial Markets, Institutions & Money 8.
- Investment Horizon and Composition of Optimal Portfolio: International Evidence, Financial Engineering and the Japanese Markets 4.
- The Dynamics of Interest Rates between European and Domestic US Dollar, Applied Financial Economics 6.*
- Citation of Excellence: This paper has been cited with the Highest Quality Rating by ANBAR Electronic Intelligence, ANBAR Hall of Excellence
- “Correlation structure forecasting and ex ante portfolio selection strategies in the Japan market”, Financial Engineering and the Japanese Markets 2.
- “Correlation structure forecasting and ex ante portfolio selection strategies in the emerging Asia markets”, in Theodore Bos and Thomas A. Fetherston (eds), Advances in Pacific Basin Financial Markets Vol. 1, JAI Press: Birmingham.