Orbit

 俞明德
兼任
职称 讲座教授
姓名 俞明德
联络电话 03-5712121 Ext. 31883
电子邮件 mtyu@nctu.edu.tw
传真 03-5729915
办公室 管理一馆M-404室
授课领域 财务风险管理
研究专长 金融机构管理
风险管理与保险
期货与选择权
学历 PhD, Ohio State University
年度 论文名称
2017 C. W Chang, E. M.-H. Lin, Y. Zhao, and M.T. Yu, Interconnectedness, Non-core Activities, and Systemic Risk in Insurance Sectors: Evidence from Taiwan, International Review of Economics and Finance, 44, (SSCI)
2017 E. M.-H. Lin, E. W. Sun, and M.T. Yu, Systemic Risk, Financial Markets, and Performance of Financial Institutions in Taiwan, Annals of Operation Research
2017 C. -C. Chang and M.T. Yu, Bank Contingent Capital: Valuation and Market Discipline, Journal of Financial Services Research, (SSCI)
2016 C-W Wang, S-W Tzang, and Min-Teh Yu, Systematic Risk and Volatility Skew, International Review of Economics and Finance, 43, pp72-87, (SSCI)
2016 T.-L Liao, H.-C. Sung and M.T. Yu, Advertising and Investor Recognition of Banking Firms: Evidence from Taiwan, Emerging Markets Finance and Trade, 52, 4, pp812-824, (SSCI)
2016 A. Y F Ho, C.-T. Huang, and Min- Teh Yu, Why Do Firms Issue SEOs and Increase Dividends Simultaneously? Evidence from U.S. Firms, Journal of Accounting, Auditing and Finance
2016 S.-C. Lee, C.-T. Lin, and M.T. Yu, A Comparative Analysis of Accounting Based Valuation Models, Journal of Accounting, Auditing and Finance
2016 C. -C. Chang, and M.T. Yu, Valuing Vulnerable Mortgage Insurance under Capital Forbearance, Journal of Real Estate Finance and Economics, (SSCI)
2016 C. -C. Chang and Min-Teh Yu, Catastrophe Risk Management with Climate and CO2 Indices, Journal of Risk and Insurance
2016 T.C. Chiang and M.T. Yu, Empirical Finance of Financial Institutions and Market Behavior, International Review of Economics and Finance, 43, pp1-2, (SSCI)
2015 E. Sun, T. Kruse and M.T. Yu, Financial Transaction Tax: Policy Analytics based on Optimal Trading, Computational Economics, 46, 1, pp103-141, (SSCI)
2015 Y.T. Chen, E. Sun and M.T. Yu, Improving Model Performance with Integrated Wavelet Denoising Method, Studies in Nonlinear Dynamics & Econometrics , 19, 4, pp445-467, (SSCI)
2015 Y.T. Chen, E. Sun, M.T. Yu, Generalized Optimal Wavelet Decomposing Algorithm for Big Financial Data, International Journal of Production Economics , 165, pp194-214, (Others)
2014 C.-L. Lo, A. Palmer and Min-Teh Yu, On Moment-Matching Approximations for Asian Options, Journal of Derivatives, 21, pp103-122, (SSCI)
2014 E. Sun, T. Kruse and Min-Teh Yu, High Frequency Trading, Liquidity, and Execution Cost, ANOR (Annals of Operation Research), 223, pp403-432, (SCI)
2013 SC Lee, CT Lin and Min-Teh Yu, A Fractional Cointegration Approach to Testing the Ohlson Accounting Based Valuation Model, Review of Quantitative Finance and Accounting, 41, 3, pp535-547, (Others)
2013 T.L. Liao and Min-Teh Yu, Price and Liquidity Effects of Switching Exchange Listings, Emerging Market Finance and Trade, 49, 3, pp20-34, (SSCI)
2013 Min-Teh Yu, Institutional characteristics and trading mechanisms of financial markets in East Asia, Emerging Market Finance and Trade, (SSCI)
2013 S.-C. Lee, C.-T. Lin and Min-Teh Yu, Book-to-Market Equity, Asset Correlations and the Basel Capital Requirements, Journal of Business Finance and Accounting, 40, pp991-1008, (SSCI)
2013 C.-L. Lo, J-P Lee and Min-Teh Yu, Valuation of Insurers' Contingent Capital with Counterparty Risk and Price Endogeneity, Journal of Banking and Finance, 37, pp5025-5035, (SSCI)
2011 Y.P. Shen, H. P. Tsai and Min-Teh Yu, Research Performance of Finance Departments in Taiwan: 2003-2008, Journal of Financial Studies, 19, 1, pp97-132, (TSSCI)
2011 S. K. Lin, C. C. Chang and Min-Teh Yu, Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes, Journal of Risk and Insurance, (SSCI)
2010 H.-L. Chuang and Min-Teh Yu, Pricing Unemployment Insurance - An Unemployment-Duration-Adjusted Approach, ASTIN Bulletin - The Journal of the International Actuarial Association, (SCI, SSCI)
2009 H. Chuang, S. Lee, Y. Chen and Min-Teh Yu, Estimating the Cost of Deposit Insurance with Stochastic Interest Rates: The Case of Taiwan, Quantitative Finance, (SSCI)
2008 L.C. Ho and Min-Teh Yu, Futures Margin Requirement - A Comparison of Value-at-Risk with Expected Shortfall Measures, Advances in Financial Planning and Forecasting, (Others)
2008 I.D. Kuo, C.H. Lin and Min-Teh Yu, Volatility Estimation and the Performance of Multifactor Term Structure Models for Pricing and Hedging Euribor Options, Review of Futures Markets, (Others)
2007 J. -P. Lee and Min-Teh Yu, Valuation of Catastrophe Reinsurance with Catastrophe Bonds, Insurance Mathematics and Economics, (SSCI)
2007 T. -F Chiang, E. -C. Wu and Min-Teh Yu, Premium Setting and Bank Behavior in a Voluntary Deposit Insurance Scheme, Review of Quantitative Finance and Accounting, (Others)
2006 林忠机、张传章、俞明德、黄一仁, 具有隐含选择权之海外可转换公司债评价分析, Journal of Financial Studies, 14, 3, pp35-68, (TSSCI)
2006 C. -C. Chang, S. -L. Chung and Min-Teh Yu, Loan Guarantee Portfolios and Joint Loan Guarantees with Stochastic Interest Rates, Quarterly Review of Economics and Finance, (Others)
2006 P. -H. Chou, M. -C. Lin and Min-Teh Yu, Margins and Price Limits in Taiwan’s Stock Index Futures Market, Emerging Markets Finance and Trade,, (SSCI)
2006 C.-H. Chang, H.-C. Tien and Min-Teh Yu, Optimal Reset Ratio for Reset Options with Liquidity Cost, Journal of the Chinese Statistical Association, (Others)
2005 J. -C. Duan and Min-Teh Yu, Fair Insurance Guaranty Premia in the Presence of Risk-Based Capital Regulations, Stochastic Interest Rate and Catastrophe Risk, Journal of Banking and Finance, (SSCI)
2005 S. -C. Lee, J. -P. Lee and Min-Teh Yu, Bank Capital Forbearance and Valuation of Deposit Insurance, Canadian Journal of Administrative Sciences, (SSCI)
2005 T. -C. Lai and Min-Teh Yu, Capital Requirements for Financial Holdings Companies in Taiwan, Geneva Papers on Risk and Insurance, (Others)
2005 P. Chou, M. Lin and Min-Teh Yu, Risk Aversion and Price Limits in Futures Markets, Finance Research Letters, (SSCI)
2003 P. -H. Chou, M. -C. Lin and Min-Teh Yu, The Effectiveness of Coordinating Price Limits Across Futures and Spot Markets, Journal of Futures Markets, (SSCI)
2003 J. -P. Lee and Min-Teh Yu, Valuation of Pension Benefit Guarantees and Termination Conditions, Research in Finance, (Others)
2003 C. –G. Lin, C. –C. Chang and Min-Teh Yu, The Valuation of A Euro-Convertible Bond, Financial Engineering, Proceedings, (EI)
2002 C. -C. Chang, V. -S. Lai and Min-Teh Yu, Credit Enhancement and Loan Default Risk Premium, Canadian Journal of Administrative Sciences, (SSCI)
2002 C. Chang, S. Chung and Min-Teh Yu, Valuation and Hedging of Differential Swaps, Journal of Futures Markets, (SSCI)
2002 M. Dong, C. Chang, S. Chung and Min-Teh Yu, Pricing Currency Options Under CIR Interest Rates Process and Stochastic Volatility, 管理学报, (TSSCI)
2002 K. Hassan, V. Lai and Min-Teh Yu, Market Discipline of Canadian Banks’ Letters of Credit Activities: An Empirical Examination, Service Industries Journal, (SSCI)
2002 J. -P. Lee and Min-Teh Yu, Pricing Default-Risky CAT Bonds With Moral Hazard and Basis Risk, Journal of Risk and Insurance, (SSCI)
2000 C. Chen, C. Chang, S. Chung and Min-Teh Yu, Measuring the Normal Contribution Costs for Salary-related Corporate Sponsored Defined Benefit Pension Plans, 管理学报, (TSSCI)
2000 P. -H. Chou, M. -C. Lin and Min-Teh Yu, Price Limits, Margin Requirements and Default Risk, Journal of Futures Markets, (SSCI)
1999 J. -C. Duan and Min-Teh Yu, Capital Standard, Forbearance and Deposit Insurance Coverage Under GARCH, Journal of Banking and Finance, (SSCI)
1999 V. -S. Lai and Min-Teh Yu, An Accurate Analysis of Vulnerable Loan Guarantees, Research in Finance, (Others)
1998 J. H. McCulloch and Min-Teh Yu, Government Deposit Insurance and the Diamond-Dybvig Model, Geneva Papers on Risk and Insurance Theory, (SSCI)
1998 C. -C. Chang, M. -Y. Dong and Min-Teh Yu, Measuring Risk-Based Premium and Risk-Based Capital Requirement for Insurers, Advances in Financial Planning and Forecasting, (Others)
1996 C. Chang, J. Chang and Min-Teh Yu, Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach, Journal of Risk and Insurance, (SSCI)
1996 E. -J. Kane and Min-Teh Yu, Opportunity Costs of Capital Forbearance during the Final Years of the FSLIC Mess, Quarterly Review of Economics and Finance, (SSCI)
1995 E. -J. Kane and Min-Teh Yu, Measuring the True Profile of Taxpayer Losses in the S&L Insurance Mess, Journal of Banking and Finance, (SSCI)
1995 E. -J. Kane and Min-Teh Yu, Measuring the True Profile of Taxpayer Losses in the S&L Insurance Mess, Journal of Banking and Finance, (SSCI)
1995 E. -J. Kane and Min-Teh Yu, How Much Did Capital Forbearance Add to the Tab for the FSLIC Mess?, Bank Structure and Competition, (Others)
1994 J. Duan and Min-Teh Yu, Forbearance and Pricing Deposit Insurance In a Multiperiod Framework, Journal of Risk and Insurance, (SSCI)
1994 T. -M. Ho and Min-Teh Yu, Do Bank Runs Exist in the Diamond-Dybvig Model, Journal of Institutional and Theoretical Economics, (SSCI)
1994 J. Duan and Min-Teh Yu, Assessing the Cost of Taiwan's Deposit Insurance, Pacific-Basin Finance Journal, (Others)
1993 D. -Y. Hwang and Min-Teh Yu, Alternative Valuation of the Cost of Deposit Insurance: An Application of Option Pricing Model With Stochastic Volatility, NTU Management Review, (TSSCI)
国家 学校名称 系所 学位
Ohio State University 博士
National Taiwan University 学士
服务机关名称 单位 职务
国立交通大学 管理学院 讲座教授/院长
国立台湾大学 财务金融系 教授/特聘教授
静宜大学 财务金融系 教授/校长
元智大学 财务金融系 教授/管理学院院长
美国 Drexel大学 财务金融系 教授/客座教授
国立中央大学 财务金融系 教授/系主任暨所长
台湾财务工程学会 理事长
台湾风险与保险学会 理事长
类别 年度 奖项名称 颁奖单位
校外荣誉 2012 李国鼎管理奖章 中华民国管理学会
校外荣誉 2010 Benemerenti Medal Pope Benedict XVI
校外荣誉 2005 Shin Research Excellent Award The Geneva Association and the International Insurance Society
校外荣誉 2005 绩优主持人奖励 国科会
校外荣誉 2001 研究杰出教授 元智大学
校外荣誉 2000 研究杰出奖 国科会
校外荣誉 1997 马偕加拿大研究奖励 Award Canadian Trade
校外荣誉 1997 研究杰出奖 国科会
校外荣誉 1995 教学特优教师 教育部
校外荣誉 1995 管理学院杰出论文奖 国立中央大学
校外荣誉 1994 研究优等奖 国科会