著作管理系統

發表年月：

從 -- 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973 1972 1971 1970 1969 1968 1967 1966 1965 1964 1963 1962 1961 1960 1959 1958 1957 1956 1955 1954 1953 1952 1951 1950 年 到 -- 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973 1972 1971 1970 1969 1968 1967 1966 1965 1964 1963 1962 1961 1960 1959 1958 1957 1956 1955 1954 1953 1952 1951 1950 年

匯出:Excel格式

期刊論文

1. Sheng-Feng Luo; Hsin-Chieh Wong , “Continuity correction: on the pricing of discrete double barrier options” , 2023 , Review of Derivatives Research , vol.26 , p.51-90. (SSCI期刊)(Scopus期刊)
2. Sheng-Feng Luo , “Dynamic mean-variance portfolios with risk budget” , 2020 , International Journal of Theoretical and Applied Finance , vol.23 , p.2050007-1-2050007-16. (Scopus期刊)(EconLit期刊)
3. Cheng-Der Fuh; Sheng-Feng Luo , “Buy-and-hold mean-variance portfolios with a random exit strategy” , 2018 , Quantitative Finance , vol.18 , p.1365-1377. (SSCI期刊)
4. Sheng-Feng Luo; Huei-Wen Teng; Yu-Hsuan Lee , “Forecasting mortality using imputed data: The case of Taiwan” , 2016 , Asia-Pacific Journal of Risk and Insurance , vol.10 , p.1-20. (EconLit期刊)
5. Cheng-Der Fuh; Sheng-Feng Luo; Ju-Fang Yen , “Pricing discrete path-dependent options under a double exponential jump-diffusion model” , 2013 , Journal of Banking and Finance , vol.37 , p.2702-2713. (SSCI期刊)

研討會論文

1. Sheng-Feng Luo , “Measuring systemic importance in a portfolio selection framework ” , 2019 , 台灣經濟學會2019年年會 , 2019 /12 /14 ~ 2019 /12 /14 , 中華民國 台灣 .
2. Sheng-Feng Luo; Hsin-Chieh Wong , “On the pricing of discrete options of double-barrier” , 2018 , The Quantitative Methods in Finance 2018 Conference , 2018 /12 /11 ~ 2018 /12 /14 , Australia .
3. Sheng-Feng Luo; Hsin-Chieh Wong , “On corrected diffusion approximation with two simultaneous flat boundaries” , 2018 , 107年統計學術研討會暨中央大學統計所40週年國際學術研討會 , 2018 /11 /9 ~ 2018 /11 /10 , 中華民國 台灣 .
4. Cheng-Der Fuh; Steven Kou; Sheng-Feng Luo; Hsin-Chieh Wong , “Marketability and discrete options with jump risk” , 2018 , The 2nd International Conference on Econometrics and Statistics , 2018 /6 /19 ~ 2018 /6 /21 , Hong Kong .
5. Sheng-Feng Luo; Hsin-Chieh Wong , “On corrected diffusion approximation with two-flat boundaries and Its applications to option pricing” , 2018 , 2018智慧科技與應用統計研討會 , 2018 /5 /19 ~ 2018 /5 /19 , 中華民國 台灣 .
6. Cheng-Der Fuh; Steven Kou; Sheng-Feng Luo; Hsin-Chieh Wong , “On continuity correction for first-passage times in a flexible jump diffusion model with application to option pricing” , 2017 , The 13th Conference of Asia-Pacific Association of Derivatives , 2017 /7 /10 ~ 2017 /7 /11 , Republic of Korea .
7. Sheng-Feng Luo , “On dynamic mean-variance portfolio with a random stop” , 2016 , The 5th International Conference on Social Science and Business , 2016 /8 /25 ~ 2016 /8 /27 , Japan .
8. Cheng-Der Fuh; Steven Kou; Sheng-Feng Luo; Hsin-Chieh Wong , “On continuity correction for first-passage times in double exponential jump diffusion models” , 2015 , Second GOSS Private Equity & Ninth RMI Annual Risk Management Joint Conference , 2015 /7 /30 ~ 2015 /7 /31 , Republic of Singapore .
9. Cheng-Der Fuh; Sheng-Feng Luo , “On buy-and-hold mean-variance portfolio with strategic exit” , 2014 , 2014 International Statistical Symposium , 2014 /12 /6 ~ 2014 /12 /6 , 中華民國 台灣 .
10. Cheng-Der Fuh; Sheng-Feng Luo , “On mean-variance portfolio selection with uncertain time-horizon” , 2013 , Seminar on Financial Mathematics and Financial Statistics , 2013 /8 /22 ~ 2013 /8 /22 , 中華民國 台灣 .