Lai, Shu-Miao
Journal Publications
Selected Conference Presentations
Ho, Hsiao Wei
Journal Publication
‧ Hsiao-Wei Ho, Ming-Long Liu, and Yu-Ting Tseng, 2019, Valuation of Reverse Mortgages Using Stochastic Programming Models, forthcoming, Journal of Financial Studies (TSSCI).
‧ Darren Ho and Hsiao-Wei Ho, 2017, The Impact of Local Low-Cost Entrants on Full Service Carriers in Taiwan, Journal of Aviation Safety and Management, 4, 164-183.
‧ Hsiao-Wei Ho, Henry H. Huang, Yildiray Yildirim, 2014, Affine Model of Inflation-Indexed Derivatives and Inflation Risk Premium, European Journal of Operational Research, 235, 159–169 (SCI).
‧ Hsiao-Wei Ho and Tzu-Hsiang Liao, 2014, The Valuation of Quanto Derivatives Using Bivariate GARCH-Jump Models, Journal of Financial Studies, 22, 1-35 (TSSCI).
‧ Hsiang-Hui Chu, Kuan-Cheng Ko, Shinn-Juh Lin, and Hsiao-Wei Ho, 2013, Credit Rating Anomaly in Taiwan Stock Market, Asia-Pacific Journal of Financial Studies, 42, 403-441 (SSCI).
‧ Chuang-Chang Chang, Hsiao-Wei Ho, Ruey-Jenn Ho, and Wei-Chang Cheng, 2013, The Valuation of Employee Reload Options with Stochastic Interest Rates, Journal of Financial Studies, 21, 29-61 (TSSCI).
Selected Conference Presentations
‧ Chuang-Chang Chang, Hsiao-Wei Ho, Tzu-Hsiang Liao, and Yaw-Huei Wang, The Valuation of Quanto Derivatives Using Bivariate GARCH-Jump Models, 2019 FeAT Annual Conference, Taipei, Taiwan, May 2019.
‧ Chuang-Chang Chang, Hsiao-Wei Ho, Henry H. Huang, and Yildiray Yildirim, Simultaneous Implication of Credit Risk and Embedded Options in Lease Contracts, American Real Estate and Urban Economics Association meeting, Chicago, America, January 2017.
‧ Chuang-Chang Chang, Hsiao-Wei Ho, Henry H. Huang, and Yildiray Yildirim, Simultaneous Implication of Credit Risk and Embedded Options in Lease Contracts, 2016 Chinese Statistical Association and National Chengchi University Joint Statistical Meetings, Taipei, Taiwan, December 2016.
‧ Chuang-Chang Chang, Hsiao-Wei Ho, Henry H. Huang, and Ting-Pin Wu, Valuation of the Inflation Rate Guarantee Embedded in Defined Contribution Pension Plans, 2013 International Conference of Taiwan Finance Association, Yunlin, Taiwan, May 2013.
‧ Kuan-Cheng Ko, Shinn-Juh Lin, Hsiang-Hui Chu, and Hsiao-Wei Ho, Credit Rating Anomaly in Taiwan Stock Market, 2012 KFA-TFA Joint Conference in Finance, Seoul, Korea, September 2012.
‧ Kuan-Cheng Ko, Shinn-Juh Lin, Hsiang-Hui Chu, and Hsiao-Wei Ho, Credit Rating Anomaly in Taiwan Stock Market, Asian Finance Association and Taiwan Finance Association Joint International Conference, Taipei, Taiwan, July 2012.
‧ Chuang-Chang Chang, Hsiao-Wei Ho, Tzu-Hsiang Liao, and Yaw-Huei Wang, The Valuation of Quanto Derivatives Using a Bivariate GARCH-Jump Model, 2011 Korea Finance Association and Taiwan Finance Association, Taipei, Taiwan, September 2011.
‧ Chuang-Chang Chang, Hsiao-Wei Ho, Henry H. Huang, and Yildiray Yildirim, Pricing Adjustable-Rate Real Estate Lease Contracts with Embedded Options and Credit Risk, 2011 Taiwan Finance Association Annual Meeting, Kaohsiung, Taiwan, May 2011.
‧ Chuang-Chang Chang, Hsiao-Wei Ho, Ruey-Jenn Ho, and Wei-Chang Cheng, The Valuation of Employee Reload Options with Stochastic Interest Rates, 2011 Conference of Quantitative Finance, Hsinchu, Taiwan, January 2011.