Orbit

 李漢星
專任
姓名 李漢星
電子郵件 hhlee@mail.nctu.edu.tw
聯絡電話 03-5712121 Ext. 57076
傳真 03-5729915
辦公室 管理一館M-420室
授課領域 投資學
期貨與選擇權
統計學
研究專長 信用風險、資產定價實證研究、投資分析
職稱 副教授
學歷 美國羅格斯大學財務博士
年度 論文名稱
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, 控制變數法運用於蒙地卡羅模擬法計算選擇權價格, 期貨與選擇權學刊, 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)
年度 論文名稱
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 , 數量財務研討會, 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
國家 學校名稱 系所 學位 期間
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
中華民國 東海大學 工業工程學系 碩士 1996.09 ~ 1998.06
中華民國 國立清華大學 數學系 學士 1992.09 ~ 1996.06
服務機關名稱 單位 職務
國立交通大學 管理學院財務金融專班 組長
國立交通大學 資訊管理與財務金融學系/財務金融研究所 副教授
國立交通大學 資訊與財金管理學系/財務金融研究所 助理教授
Rutgers University Finance Instructor
2007年07月 Rutgers University Teaching Assistant
Rutgers University Research Assistant
矽統科技股份有限公司 綜合產品事業部 產銷工程師