Orbit

Han-Hsing Lee
Full-Time
Name Han-Hsing Lee
Email hhlee@mail.nctu.edu.tw
Office Tel No. 03-5712121 Ext. 57076
Fax 03-5729915
Office Room 420, Management Building 1
Discipline Investments
Options and Futures
Statistics
Research expertise Credit Risk, Empirical Asset Pricing, Investment
Title Associate Professor
Education Ph.D. in Finance, Rutgers, The State University of New Jersey
Year Paper Title
2014 Wan-Chien Chiu, Han-Hsing Lee, Chih-Wei Wang, Have Domestic Institutional Investors Become as Market Savvy as Foreign Investors? Evidence from the Taiwan Options Market., Journal of Derivatives, 21, 4, pp63-81, (SSCI)
2013 Che-Min Chen, Han-Hsing Lee, Default Risk, Liquidity Risk and Equity Returns: Evidence from Taiwan Market, Emerging Markets Finance and Trade, 49, 1, pp101-129, (SSCI)
2013 H. H. Huang, H. H. Lee, Product Market Competition and Credit Risk, Journal of Banking and Finance, 37, 2, pp324-340, (SSCI)
2012 Han-Hsing Lee, Chun-Hsuan Tseng, Optimal Capital Structure Model under the CEV Process, Advances of Quantitative Analysis of Finance and Accounting, 11, pp55-86, (Others)
2012 Huimin Chung, Han-Hsing Lee, Pei-Chun Tsai, Are Green Fund Investors Really Socially Responsible?, Review of Pacific Basin Financial Markets and Policies, 15, 4, pp1250023-1-1250023-25, (Others)
2011 San-Lin Chung, Weifeng Hung, Han-Hsing Lee, Pai-Ta Shih, On the rate of convergence of binomial Greeks, Journal of Futures Markets, 31, 6, pp562-597, (SSCI)
2011 張森林、屈誠銘、李漢星、葉宗穎, Applying Control Variate Technique to the Monte Carlo Simulation of Option Prices, Journal of Futures and Options, 4, 1, pp35-68, (Others, TSSCI)
2010 Chen, S. S., C. F. Lee and H. H. Lee, Alternative Methods to Determine Optimal Capital Structure: Theory and Application, Handbook of Quantitative Finance and Risk Management, pp993-952, (Others)
2009 Han-Hsing Lee, Ren-Raw Chen, Cheng-Few Lee , Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence , International Journal of Information Technology and Decision Making, 8, 4, pp629-675, (SCI)
2009 Ren-Raw Chen, Cheng-Few Lee, Han-Hsing Lee , Empirical Performance of the Constant Elasticity Variance Option Pricing Model , Review of Pacific Basin Financial Markets and Policies , 12, 2, pp177-217, (Others)
Year Paper Title
2012 Han-Hsing Lee, Che-Ming Lin, Industry Effect, Credit Contagion and Bankruptcy Prediction, 20th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, New Brunswick, New Jersey, USA, 會議論文, 2012-09-01-2012-09-01
2012 Kehluh Wang, Han-Hsing Lee, Kuanyu Shih, Measuring Sovereign Credit Risk Using Barrier Option Approach, EUROCONFERENCE 2012, Global Economic and Financial System:Crisis or Change?, Portorož, Slovenija, 會議論文, 2012-07-01-2012-07-01
2011 H. H. Huang, Han-Hsing Lee, Product Market Competition and Credit Risk, 19th Conference on the Theories and Practice of Securities and Financial Markets (SFM), 會議論文
2010 W. C. Chiu, Han-Hsing Lee, C. W. Wang, Have Domestic Institutional Investors Become As Market Savvy As Foreign Investors? Evidence from Taiwan Options Market , 18th Conference on the Theories and Practice of Securities and Financial Markets, 會議論文
2009 Han-Hsing Lee, Default Prediction of Alternative Structural Credit Risk Models and Implications of Default Boundaries, 2009 Annual Meeting, Financial Management Association, 會議論文
2008 Han-Hsing Lee , Default Prediction of Alternative Structural Credit Risk Models and Implications of Default Barriers, 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management, 會議論文
2008 Han-Hsing Lee , Alternative Methods to Determine Optimal Capital Structure: Theory and Application , 會議論文
2006 Han-Hsing Lee , An Empirical Comparison of the Constant Elasticity Variance and Alternative Option Pricing Models , 14th Annual Conference on Pacific Basin Finance, Economics, and Accounting, 會議論文
Country School Name Department Degree Duration
U.S.A. Rutgers, The State University of New Jersey Finance Ph.D. 2003.09 ~ 2007.06
U.S.A. Rutgers, The State University of New Jersey Quantitative Finance Master 2002.09 ~ 2003.08
R.O.C (Taiwan) Tung Hai Universtity Industrial Engineering Master 1996.09 ~ 1998.06
R.O.C (Taiwan) National Tsing Hua University Mathematics Bachelor 1992.09 ~ 1996.06
Organization Title Department Job Title
National Chiao Tung University Part-Time MS in Finance Director
National Chiao Tung University Information Management and Finance / Institute of Finance Associate Professor
National Chiao Tung University Information and Finance Management / Institute of Finance Assistant Professor
Rutgers University Finance Instructor
2007年07月 Rutgers University Teaching Assistant
Rutgers University Research Assistant
Silicon Integrated Systems Corp. Integrated Product Division Product Marketing Engineer