2020 |
廖四郎*, 2020.07, 'Cojump risks and their impacts on option pricing, '.(*為通訊作者), vol. 438567, Jul. 2020 |
2020 |
Kin-Boon Tang, 2020.02, 'Excess Volatility and Market Efficiency in Government Bond Markets: The ASEAN-5 Contex, ' Journal of Asset Management, Vol.21, No.February, pp.154-165., vol. 438566, Feb. 2020 |
2019 |
廖四郎*, 2019.12, '卷積神經網路預測時間序列能力分析, '.(*為通訊作者), vol. 438565, Dec. 2019 |
2018 |
Chung-Hsiang Tung*;Szu-Lang Liao;Mian-Mian Tsai, 2018.07, 'Applying Crisis Warning Conditions of Technical Analysis to Predict Stock Market Bubbles in China, Hong Kong and Taiwan, ' International Research Journal of Finance and Economics (EconLit), Vol.July, 2018, No.Issue 168, pp.68-75.(*為通訊作者), vol. 438564, Jul. 2018 |
2018 |
Jerry T. Yang;Szu-Lang Liao;Jung-Home Chen*, 2018.01, 'Analyzing Target Redemption Forward Contracts under Levy Process, ' International Research Journal of Finance and Economics (EconLit), Vol.165, No.2018, pp.6-10.(*為通訊作者), vol. 438563, Jan. 2018 |
2018 |
Szu-Lang Liao;Chien-Hsiu Lin*;Chia-Wei Lai;Jung-Hsuan Lin, 2018.01, 'Influences of Quantitative Easing Policy on Volatility and Correlation among Asian Financial Markets, ' International Research Journal of Finance and Economics (EconLit), Vol.165, No.2018, pp.1-5.(*為通訊作者), vol. 438562, Jan. 2018 |
2017 |
Hsiao-Fen Hsiao;Szu-Lang Liao*;Chi-Wei Su;Hao-Chang Sung, 2017.08, 'Product Market Competition, R&D Investment Choice, and Real Earnings Management, ' International Journal of Accounting & Information Management, Vol.25, No.3, pp.296-312.(*為通訊作者), vol. 438559, Aug. 2017 |
2017 |
廖四郎;林士貴;廖志偉*, 2017.06, 'Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets, ' International Research Journal of Finance and Economics, No.Issue 162, pp.7-23.(EconLit)(*為通訊作者), vol. 438561, Jun. 2017 |
2015 |
Yu-Min Lian*;Jun-Home Chen;Szu-Lang Liao, 2015.12, 'Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy, ' Finance Research Letters, Vol.16, pp.208-219.(SSCI)(*為通訊作者), vol. 438558, Dec. 2015 |
2015 |
Yu-Min Lian*;Szu-Lang Liao;Jun-Home Chen, 2015.07, 'State-dependent Jump Risks for American Gold Futures Option Pricing, ' North American Journal of Economics and Finance, Vol.33, pp.115-133.(SSCI)(*為通訊作者), vol. 438551, Jul. 2015 |
2015 |
涂登才;廖志偉*;廖四郎, 2015.06, 'Volume Trading Based Volatility Forecasting in Taiwanese Equity Market, ' International Research Journal of Finance and Economics, No.Issue 135, pp.66-85.(EconLit)(*為通訊作者), vol. 438560, Jun. 2015 |
2015 |
Tsung-Ying Tsai;Yu-Min Lian*;Szu-Lang Liao, 2015.01, 'Information Transmission of International Stock Market and Domestic Futures Market: Evidence from Taiwan Stock Market, ' International Research Journal of Finance and Economics, No.129, pp.20-31.(EconLit)(*為通訊作者), vol. 438553, Jan. 2015 |
2015 |
Yu-Min Lian*;Szu-Lang Liao, 2015, 'The Volatility Structure of Oil Futures Market Returns: An Empirical Investigation, ' Investment Management and Financial Innovations, Vol.12, No.2, pp.16-25.(EconLit)(*為通訊作者), vol. 438552, 2015 |
2014 |
Yu-Min Lian*;Szu-Lang Liao, 2014.10, 'Risk Determinants of Gold Betas, ' The Empirical Economics Letters, Vol.13, pp.1099-1104.(EconLit)(*為通訊作者), vol. 438554, Oct. 2014 |
2014 |
廖四郎;蔡宗穎*, 2014.09, 'The Information Transmission Effect and Asset Prices: Evidence from the China B-Share Discount, ' Emerging Markets Finance and Trade,.(SSCI)(*為通訊作者)(本論著未刊登但已被接受), vol. 438549, Sep. 2014 |
2014 |
張惠龍*;吳壽山;廖四郎, 2014.09, 'Investment of Foreign Financial Institutions in China Banking Sector: A Survival Model Analysis, ' Journal of Financial Studies, Vol.22, No.3, pp.1-24.(TSSCI)(*為通訊作者), vol. 438547, Sep. 2014 |
2014 |
盧淑惠*;張惠龍;廖四郎, 2014.06, 'Currency Hedging Strategy and Analysis of Taiwan Export-Oriented Firms, ' International Research Journal of Finance and Economics, Vol.121.(EconLit)(*為通訊作者)(本論著未刊登但已被接受), vol. 438548, Jun. 2014 |
2014 |
林士貴;連育民*;廖四郎, 2014.04, 'Pricing gold options under Markov-modulated jump-diffusion processes, ' Applied Financial Economics, Vol.24, No.12, pp.825-836.(EconLit)(*為通訊作者), vol. 438550, Apr. 2014 |
2014 |
Szu-Lang Liao;Jun-Home Chen;Yu-Min Lian*, 2014.03, 'Stylized Empirical Features of Asset Return andAmerican Option pricing under time-changed, ' Soochow Journal of Economics and BusinessNo, No.84, pp.1-24.(其他)(*為通訊作者), vol. 438555, Mar. 2014 |
2013 |
廖四郎;連育民*;林斯郁, 2013.12, '兩岸動態利率期限結構—馬可夫狀態轉換跳躍擴散模型之實證研究及其貨幣政策意涵, ' 兩岸金融季刊, Vol.1, No.2, pp.37 - 59.(其他)(*為通訊作者), vol. 438556, Dec. 2013 |
2013 |
Szu-Lang Liao;Yu-Min Lian*, 2013.09, 'The Valuation of Currency Options with Markov-Modulated Jump Risks, ' International Research Journal of Finance and Economics, No.114, pp.93-101.(EconLit)(*為通訊作者), vol. 438557, Sep. 2013 |
2013 |
Wu, Ming-Cheng;Liao Szu-Lang;Huang Yi-Ting*, 2013.09, 'Determinants of the Adoption of Executive Stock Options in China, ' Chinese Economy, Vol.46, No.3, pp.63-84.(EconLit)(*為通訊作者), vol. 438538, Sep. 2013 |
2013 |
Wu, Ming-Cheng*;Liao, Szu-Lang;Huang, Yi-Ting, 2013.08, 'The Relation between Equity-based Compensation and Managerial Risk-taking: Evidence from China, ' Emerging Markets Finance and Trade, Vol.49, No.2, pp.107-125.(SSCI)(*為通訊作者), vol. 438543, Aug. 2013 |
2013 |
Szu-Lang Liao;Jing -Yi Chen*, 2013.08, 'Spatial and Temporal Effects of High-Speed Rail on House Prices – A Case of Kaohsiung City, ' Journal of Housing Studies, Vol.22, No.1, pp.25-54.(TSSCI)(*為通訊作者), vol. 438540, Aug. 2013 |
2013 |
Hui-Lung Chang*;Szu-Lang Liao;Sou-Shan Wu, 2013.07, 'An Analysis of Strategic Equity Stakes Acquisition of Chinese Bank by Foreign Financial Institutions, ' Emerging Markets Finance & Trade, Vol.49, No.3, pp.98-109.(SSCI, EconLit)(*為通訊作者), vol. 438544, Jul. 2013 |
2012 |
Liao Szu-Lang;Tsai Ming_shann;Chen Jun-Home;Li Chia-huang*, 2012.06, 'Valuation of Convertible Bond Under Levy Process with Default Risk, ' Journal of the Chinese Statistical Association, Vol.50, No.2, pp.48-70.(EconLit)(*為通訊作者), vol. 438541, Jun. 2012 |
2012 |
Wang Ming-Chieh;Huang Li-Jhang*;Liao Szu-Lang, 2012.05, 'Option Pricing Using the Martingale Approach with Polynomial Interpolation, ' Journal of Futures Markets, Vol.33, No.5, pp.469-491.(SSCI)(*為通訊作者), vol. 438542, May. 2012 |
2012 |
Chang Hui-Lung*;Wu Sou-Shan;Liao Szu-Lang, 2012.05, 'The Analysis of Entry Time and Model in China Banking Sector for Following Financial Institutes-Real Option Approach, ' International Research Journal of Finance and Economics, Vol.0, No.90, pp.136-145.(EconLit)(*為通訊作者), vol. 438539, May. 2012 |
2012 |
Pao-Peng Hsu;Szu-Lang Liao, 2012.04, 'The Portfolio Strategy and Hedging: a Spectrum Perspective on Mean-Variance Theory, ' International Review of Economics and Finance, Vol.22, No.1, pp.129-140.(SSCI), vol. 438535, Apr. 2012 |
2011 |
Liao Szu-Lang;Sung Hao-Chang, 2011.12, 'Not-for-Profit Service that Leads Profit: Delegation and Competition between Not-for-Profit and For-Profit Organizations, ' International Research Journal of Finance and Economics, Vol.0, No.80, pp.40-48.(FLI), vol. 438536, Dec. 2011 |
2011 |
Liao Szu-Lang;Yang Hsiu-Pi;Tsai Hung-Pin, 2011.06, 'A Valuation of Quanto Constant Maturity Swap Products under the Three-Factor BGM Model, ' Journal of the Chinese Statistical Association, Vol.49, No.2, pp.60-81.(EconLit), vol. 438537, Jun. 2011 |
2010 |
Liao Szu-Lang;Tasi Hung-Ping;Lin Shih-Kuei, 2010.09, 'An Efficient Valuation and Hedging of Constant Maturity Swap Products under BGM Model, ' Journal of the Chinese Statistical Association, Vol.48, No.3, pp.161-189.(EconLit), vol. 438534, Sep. 2010 |
2010 |
Shih-Kuei Lin*;Szu-Lang Liao;Te-Cheng Lin, 2010.08, 'Credit Risks with Levy Processes under a Stochastic Interest Rate: A Structural Form Model, ' Review of Securities and Futures Markets, Vol.21, No.4, pp.139-149.(TSSCI)(*為通訊作者), vol. 438529, Aug. 2010 |
2010 |
Chen Zeng-Hui*;Liao Szu-Lang, 2010.06, 'Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes, ' Journal of Financial Studies, Vol.18, No.2, pp.135-166.(TSSCI)(*為通訊作者), vol. 438532, Jun. 2010 |
2010 |
Jui-Jane Chang*;Szu-Lang Liao, 2010.04, 'Warrant Introduction Effects on Stock Return Processes, ' Applied Financial Economics, Vol.20, No.17, pp.1377-1395.(FLI)(*為通訊作者), vol. 438533, Apr. 2010 |
2010 |
Liao Szu-Lang;Chang Jui-Jane*, 2010.02, 'Economic Determinates of Default Risks and Their Impacts on Credit Derivative Pricing, ' Journal of Futures Markets, Vol.30, No.11, pp.1007-1105.(SSCI)(*為通訊作者), vol. 438528, Feb. 2010 |
2009 |
廖四郎*;P. P. Hsu, 2009.10, 'Pricing and Hedging of Quanto Range Accrual Notes under Gaussian HJM with Cross-Currency Levy Processes/ Journal of Futures Markets, ' Journal of Futures Markets, Vol.29, No.10, pp.973-998.(SSCI)(*為通訊作者), vol. 438523, Oct. 2009 |
2009 |
廖四郎;M. L. Chang;H. P. Lin, 2009.08, 'The Relationship between Book-Tax Difference and Earnings Management (財稅差異與盈餘管理之關聯性研究), ' 管理學報, Vol.26, No.4.(TSSCI), vol. 438527, Aug. 2009 |
2009 |
江明珠*;李政峰;廖四郎;徐守德, 2009.07, '短期利率條件分配之尾部差異性檢定與風險值/ 中山管理評論, ' 中山管理評論, Vol.17, No.2, pp.517.(TSSCI)(*為通訊作者), vol. 438530, Jul. 2009 |
2009 |
吳仰哲*;廖四郎;林士貴, 2009.07, 'Levy與GARCH-Levy過程之選擇權評價與實證分析:台灣加權股價指數選擇權為例/ 管理與系統, ' 管理與系統,.(TSSCI)(*為通訊作者)(本論著未刊登但已被接受), vol. 438520, Jul. 2009 |
2009 |
吳仰哲*;廖四郎;徐守德, 2009.02, 'Closed-form Valuations of Basket Options Using a Multivariate Normal Inverse Gaussian Model, ' Insurance: Mathematics and Economics, Vol.44, No.1, pp.95-102.(SSCI)(*為通訊作者), vol. 438525, Feb. 2009 |
2009 |
廖四郎*;M. S. Chen; F. C. Li, 2009.02, 'A Factor-Copula Based Valuation of Synthetic CDO-Squared under Stochastic Intensity/ International Journal of Information and Management Sciences, ' International Journal of Information and Management Sciences, Vol.44, No.1, pp.95-102.(EI)(*為通訊作者), vol. 438524, Feb. 2009 |
2009 |
Y. C. Wu*;廖四郎;S. D. Shyu, 2009.02, 'Closed-form Valuations of Basket Options Using a Multivariate Normal Inverse Gaussian Model/ Insurance: Mathematics and Economics, ' Insurance: Mathematics and Economics, Vol.44, No.1, pp.95-102.(SSCI)(*為通訊作者), vol. 438522, Feb. 2009 |
2009 |
廖四郎*;M. S. Chen;李福慶, 2009.02, 'A Factor-Copula Based Valuation of Synthetic CDO-Squared under Stochastic Intensity, ' International Journal of Information and Management Sciences, Vol.29, No.1, pp.103-120.(EI)(*為通訊作者), vol. 438512, Feb. 2009 |
2009 |
陳芬英*;廖四郎, 2009, 'Modelling VaR for Foreign-asset Portfolios in Continuous Time/ Economic Modelling, ' Economic Modelling, Vol.26, pp.234-240.(SSCI)(*為通訊作者), vol. 438531, 2009 |
2009 |
廖四郎;徐保鵬, 2009, 'Princing and Hedging of Quanto Range Accrual Notes under Guassian HJM with Cross-Currency Levy Processes, ' Journal of Futures Markets, Vol.29, No.40, pp.973-998.(SSCI), vol. 438526, 2009 |
2009 |
陳芬英*;廖四郎, 2009, 'Modelling VaR for Foreign-asset Portfolios in Continuous Time, ' Economic Modelling, Vol.26, No.1, pp.234-240.(SSCI)(*為通訊作者), vol. 438515, 2009 |
2009 |
張嘉倩*;王昭文;廖四郎, 2009, 'The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes, ' Applied Financial Economics, Vol.19, No.3, pp.227-256.(*為通訊作者), vol. 438511, 2009 |
2008 |
廖四郎;張智凱;林士貴, 2008.09, '可解約分紅保單之遞迴評價公式, ' 財務金融學刊, Vol.16, No.3, pp.107-147.(TSSCI), vol. 438518, Sep. 2008 |
2008 |
廖四郎*;王昭文;T. Y. Wu, 2008.07, 'Pricing Generalized Capped Exchange Options, ' Applied Financial Economics, Vol.18, No.9, pp.765-776.(*為通訊作者), vol. 438510, Jul. 2008 |
2008 |
Y. C. Wu*;S. L. Liao;S. D. Shyu, 2008.07, 'Pricing Catastrophe Insurance Derivatives with Stochastic Interest Rates and Regime-Switching Jump Diffusion Losses/ Icfai Journal of Risk and Insurance, ' Icfai Journal of Risk and Insurance, Vol.5, No.4, pp.7-28.(*為通訊作者), vol. 438521, Jul. 2008 |
2008 |
廖四郎;F. Y. Chen*, 2008.07, 'Modelling VaR for Foreign-asset Portfolios in Continuous Time/Economic Modelling, ' Economic Modelling,.(SSCI)(*為通訊作者)(本論著未刊登但已被接受), vol. 438519, Jul. 2008 |
2008 |
Szu-Lang Liao;Yang-Che Wu;So-De Shyu, 2008.07, 'Pricing Catastrophe Insurance Derivatives with Stochastic Interest Rates and Regime-Switching Jump Diffusion Losses, ' Icfai Journal of Risk and Insurnace,.(EconLit)(本論著未刊登但已被接受), vol. 438517, Jul. 2008 |
2008 |
廖四郎;吳仰哲;林士貴, 2008.07, 'Levy與Garch-Levy過程之選擇權評價與實證分析:台灣加權股價指數選擇權為例, ' 管理與系統,.(TSSCI)(本論著未刊登但已被接受), vol. 438516, Jul. 2008 |
2008 |
連春紅;廖四郎*;徐守德, 2008.07, '台灣短期利率模型樣本外預測之實證研究, ' 證券市場發展季刊, Vol.21, No.2, pp.151-181.(TSSCI)(*為通訊作者), vol. 438507, Jul. 2008 |
2008 |
廖四郎*;蔡明憲;江淑玲, 2008.07, 'Closed-Form Mortgage Valuation Using Reduced-Form Model/Real Estate Economics, ' Real Estate Economics, Vol.36, No.2, pp.313-347.(SSCI)(*為通訊作者), vol. 438500, Jul. 2008 |
2008 |
廖四郎;江明珠;李政峰;徐守德, 2008.03, '短期利率條件分配之尾部差異性檢定與風險值, ' 中山管理評論,.(TSSCI)(本論著未刊登但已被接受), vol. 438514, Mar. 2008 |
2008 |
蔡明憲;廖四郎;江淑玲, 2008, 'Analyzing Yield, Duration and Convexity of Mortgage Loans under Prepayment and Default Risks, ' Journal of Housing Economics,.(SSCI), vol. 438513, 2008 |
2008 |
廖四郎*;張智凱;林士貴, 2008, '可解約參與型保單之遞迴評價公式, ' 財務金融學刊,.(TSSCI)(*為通訊作者), vol. 438509, 2008 |
2008 |
廖四郎*;李福慶, 2008, 'Valuation of Synthetic Collateralized Debt Obligations: Application of Factor Copula and SSRD stochastic Intensity Model, ' Collaborative Research in Financial Services: Risk Management and Actuary,.(*為通訊作者), vol. 438508, 2008 |
2008 |
廖四郎, 2008, 'Closed-Form Mortgage Valuation Using, ' Real Estate Economics, Vol.V36, No.2, pp.313-347.(SSCI), vol. 438495, 2008 |
2007 |
廖四郎*, 2007.06, 'Real Estate Economics, ' Real Estate Economics,.(SSCI)(*為通訊作者)(本論著未刊登但已被接受), vol. 438493, Jun. 2007 |
2007 |
廖四郎, 2007, 'pricing Generalized Capped Exchange option, ' Financial Economics,.(EI)(本論著未刊登但已被接受), vol. 438494, 2007 |
2006 |
廖四郎;黃星華, 2006.12, 'Effects of Macroeconomic Conditions and Firm-Level Productivity on Optimal Capital Structure: Theory and Evidence, ' Journal of Financial Studies, Vol.14, No.4, pp.1-27.(TSSCI), vol. 438492, Dec. 2006 |
2006 |
廖四郎*;黃星華, 2006.09, 'Valuation and Optimal Strategies of Convertible Bonds, ' Journal of Futures Markets, Vol.26, No.9, pp.895-922.(SSCI)(*為通訊作者), vol. 438490, Sep. 2006 |
2006 |
李國榮*;廖四郎;徐守德, 2006.08, '不確定下之最適購併決策分析, ' 財務金融學刊, Vol.14, No.3, pp.111-140.(TSSCI)(*為通訊作者), vol. 438491, Aug. 2006 |
2006 |
廖四郎*;陳昭君, 2006.01, 'The Valuation of European Options When Asset Returns Are Autocorrelated, ' Journal of Futures Markets, Vol.26, No.1, pp.85-102.(SSCI)(*為通訊作者), vol. 438482, Jan. 2006 |
2005 |
廖四郎;陳芬英, 2005.10, '上限型股權連結保本票券之設計、評價和比較, ' 管理學報, Vol.22, No.5, pp.653-670.(TSSCI), vol. 438487, Oct. 2005 |
2005 |
廖四郎*;黃星華, 2005.10, 'Pricing Black-Scholes Options with Correlated Interest Rate Risk and Credit Risk: An Extension, ' Quantitative Finance, Vol.5, No.5, pp.443-457.(SSCI)(*為通訊作者), vol. 438488, Oct. 2005 |
2005 |
王昭文*;廖四郎, 2005.08, '利率、匯率及價格風險下遠期價格樹狀模型, ' 財務金融學刊, Vol.13, No.2, pp.29-70.(TSSCI)(*為通訊作者), vol. 438486, Aug. 2005 |
2005 |
廖四郎;李福慶, 2005.06, '擔保債權憑證之評價─Copula分析法, ' 台灣金融財務季刊, Vol.6, No.2, pp.53-84., vol. 438484, Jun. 2005 |
2005 |
連春紅;廖四郎;李政峰, 2005.01, '估計與比較連續時間利率模型--多國實証分析, ' 管理評論, Vol.24, No.1, pp.29-54.(TSSCI), vol. 438478, Jan. 2005 |
2005 |
廖四郎;王昭文;吳錦文, 2005, '隨機利率與信用風險下股權聯動結構型票券之訂價及避險策略, ' 證券市場發展季刊, Vol.17, No.4, pp.191-220.(TSSCI), vol. 438489, 2005 |
2005 |
廖四郎*;黃星華;呂桔誠, 2005, 'Financial Synergies and Optimal Stock Exchange Ratio in a Cross-Border M&A—Real Option Approach, ' Collaborative Research in Econometrics, Quantitative Finance, Operations Research and Risk Management,.(*為通訊作者), vol. 438506, 2005 |
2003 |
廖四郎;呂桔誠;王昭文, 2003, '組合型選擇權之評價及其在投資組合避險策略上之應用, ' 亞太經濟管理評論, Vol.6, No.3., vol. 438460, 2003 |
2003 |
廖四郎;康榮寶;張嘉倩, 2003, '保本型票券之定價及避險策略, ' 證券暨期貨管理雜誌, Vol.21, No.7, pp.52-68., vol. 438459, 2003 |
2003 |
Liao, S. L.;C.W Wang, 2003, 'The Valuation and Hedging Strategies of High Yield Notes, ' Academia Sinica Paper, Vol.31, No.3.(TSSCI), vol. 438449, 2003 |
2003 |
Liao, S. L., 2003, 'Pricing Models of Equity Swaps, ' Journal of Futures Markets, Vol.23, pp.751-772.(SSCI), vol. 438448, 2003 |
2003 |
廖四郎;陳坤銘;鄭宗松, 2003, '最適投資決策與產品生命週期─實質選擇權分析法, ' 中山管理評論,.(TSSCI), vol. 438434, 2003 |
2003 |
廖四郎*;陳坤銘;鄭宗松, 2003, '最適投資決策與產品生命週期─實質選擇權分析法, ' 中山管理評論,.(TSSCI)(*為通訊作者), vol. 438505, 2003 |
2002 |
廖四郎;呂桔誠;廖政芳, 2002.10, '信用風險下的股酬交換評價, ' 貨幣市場, Vol.6, No.5, pp.21-44., vol. 438437, Oct. 2002 |
2002 |
Liao, S. L.;C. W. Wang, 2002, 'The Valuation of Reset Options with Multipla Strike Resets and Reset Dates, ' Journal of Futures Markets, Vol.23, pp.87-107.(SSCI), vol. 438446, 2002 |
2002 |
Liao, S. L.;Y. T. Tsay;M. L. Chang, 2002, 'The Impact of Share Holding and Ability of Managers on The Firm Value of State-Owned Enterprises in China - An Application of Financial Agency Theory, ' NSYSU Management Review, No.10, pp.3-39.(TSSCI), vol. 438436, 2002 |
2002 |
Liao, S. L.;C. W. Wang, 2002, 'Pricing Arithmetic Average Reset Options with Control Variates, ' Journal of Derivatives, Vol.0, No.10, pp.59-74.(SSCI), vol. 438435, 2002 |
2001 |
廖四郎;黃瑞靜;徐守德, 2001.04, '兩稅合一對公司價值,股利政策與資本結構之影響─動態資本結構模型之應用與台灣產業之實証研究, ' 管理評論, Vol.20, No.2, pp.55-86.(TSSCI), vol. 438453, Apr. 2001 |
2000 |
廖四郎;王銘杰;徐守德, 2000.09, '股酬交換的一般化評價模型, ' 亞太經濟管理評論, Vol.4, No.1, pp.73-95., vol. 438452, Sep. 2000 |
2000 |
廖四郎;王鳳生, 2000.06, '金融市場套利模型與投資性攻擊分析─兼論1998年香港政府干預金融市場事件, ' 東吳經濟商學學報, No.29, pp.47-63., vol. 438454, Jun. 2000 |
2000 |
廖四郎;蔡明憲;徐守德;許溪南, 2000.04, '美式選擇權的定價─隱含相信模型及美國S&P 100指數選擇權的應用, ' 中國財務學刊, Vol.8, No.1, pp.33-66.(TSSCI), vol. 438451, Apr. 2000 |
2000 |
廖四郎;楊淑媛;黃瑞靜, 2000.03, '從動態資本結構模型探討台灣產業最適資本結構, ' 亞太經濟管理評論, Vol.3, No.2, pp.41-64., vol. 438458, Mar. 2000 |
2000 |
廖四郎;徐守德;王毓敏, 2000.03, '亞洲股市間的關係─動態過程的檢定, ' 亞太管理評論, Vol.5, No.1, pp.15-27., vol. 438456, Mar. 2000 |
2000 |
廖四郎;蔡明憲;徐守德, 2000, '人壽保險費率的分析─從選擇權理論觀點, ' 風險管理學報, Vol.2, No.1, pp.1-24., vol. 438455, 2000 |
2000 |
Liao, S. L.;Y.C Chang;L. K Hu, 2000, 'Valuation of Cross-Currency Two-way Equity SWAPS without Currency Risks, ' Pacific Basin Business, Economics, and Finance, Vol.4, pp.251-275., vol. 438447, 2000 |
1999 |
廖四郎;林信惠;許婉琳;王銘杰, 1999.09, '台股指數期貨套利分析與類神經網路之應用, ' 亞太經濟管理評論, Vol.3, No.1, pp.41-63., vol. 438450, Sep. 1999 |
1999 |
廖四郎;徐守德;王毓敏;葉正乾, 1999.03, '台灣地區商業銀行的技術性效率研究, ' 亞太經濟管理評論, Vol.2, No.2, pp.23-48., vol. 438457, Mar. 1999 |
1998 |
廖四郎*, 1998.10, '從Black-Scholes模型分析論數理財務模型之發展, ' 亞太經濟管理評論,.(*為通訊作者), vol. 438504, Oct. 1998 |
1997 |
廖四郎*;徐守德;王銘杰, 1997.10, '臺灣遠期美元外匯市場風險溢酬之研究, ' 中國財務學刊, Vol.5, No.2.(TSSCI)(*為通訊作者), vol. 438503, Oct. 1997 |
1997 |
廖四郎*, 1997, '評兩種資本主義之戰爭與國家競爭力, ' 中山管理評論,.(TSSCI)(*為通訊作者), vol. 438502, 1997 |