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匯出:
Excel格式
期刊論文
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)
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)
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)
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)
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
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 .
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 .
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 .
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 .
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 .
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 .
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 .
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 .
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 .
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 .