研究成果列表
單位名稱財務金融學系教師姓名黃鴻禧
教師分級教授專兼任專任
在校狀態在職行政職務財務金融學系主任

期刊論文(共計30筆)
序號學年度學期年度月份作者題目通訊作者作者順位期刊名稱卷數頁數關鍵字
10951200612Hung-Hsi HuangOptimal Insurance Contract under a Value-at-Risk Constraint第一順位The Geneva Risk and Insurance Review31 91-110  
20961200710Ching-Ping Wang, David Shyu, and Hung-Hsi Huang*Optimal Dynamic Asset Allocation under Value at Risk Constraint第三順位Review of Securities and Futures Markets19 25-50  
3097120089Hung-Hsi Huang, Yung-Ming Shiu* and Pei-Syun LinHDD and CDD Option Pricing with Market Price of Weather Risk for Taiwan第一順位Journal of Futures Market 28 790-814  
40981200911Hung-Hsi Huang* and David Jou Multiperiod Dynamic Investment for a Generalized Situation第一順位Applied Financial Economics19 1761-1766  
50991201010Hung-Hsi Huang, Ching-Ping Wang*, Kun-Hui Lin and Wan-Ru JhaoDoes Corporate Governance Affect Institutional Investor Ownership and Share Repurchase Decision第一順位Global Journal of Business Research 35-40  
60991201010Hung-Hsi Huang, Rern-Jay Hung, Ching-Ping Wang, Yuan-Pei Hsieh Does Fund Manager Herding Vary over the Business Cycle第一順位Applied Economics Letters 17 1531-1535  
70991201011Ching-Ping Wang, Hung-Hsi Huang* and Wei-Li LinMomentum Strategy and Institutional Investing in Taiwan Stock Market第二順位Applied Financial Economics 20 1651-1658  
80991201011Ching-Ping Wang, Hung-Hsi Huang* and Ding-Yuan WangInvestment, Dividend, Debt Decisions and Business Life Cycle第二順位Journal of Statistics and Management Systems 13 1305-1321  
9099220114Ching-Ping Wang*, Hung-Hsi Huang, Chien-Chia HungImplied Index and Option Pricing Error: Examining on Taiwan Option Market第二順位International Journal of Business and Finance Research115-125  
10099220115Hung-Hsi Huang, Ching-Ping Wang* and Shiau-Hung ChenPricing Taiwan Option Market with GARCH and Stochastic Volatility第一順位Applied Financial Economics21 747–754  
11100120119Ching-Ping Wang, Hung-Hsi Huang*, and David JouDynamic Portfolio Frontier in a Mean-Variance Framework第二順位Applied Financial Economics21 1255–1261  
121011201210黃鴻禧Optimal Insurance Contract and Coverage Levels under Loss Aversion Utility Preference第二順位Quantitative Finance12 1615-1628  
13100220122黃鴻禧Momentum and Contrarian Profits Corresponding to the Coincident Economic Indicator on the Taiwan Stock Market第二順位Emerging Markets Finance and Trade48 29-40  
14100220123黃鴻禧Unsystematic Risk Explanation to Momentum Profits in Taiwan第一順位Review of Pacific Basin Financial Markets and Policies15 1-29  
15100220124黃鴻禧Using Neural Network for Forecasting TXO Price under Different Volatility Models第三順位Expert Systems with Applications39 5025-5032  
16100220127黃鴻禧Investor SAD Sentiment and Stock Returns in Taiwan第二順位Emerging Markets Finance and Trade48 40-57  
171021201312Hung-Hsi Huang and Ching-Ping Wang*Portfolio Selection and Portfolio Frontier with Background Risk第一順位North American Journal of Economics and Finance26 177-196  
18101220134Hung-Hsi Huang, Yung-Ming Shiu* and Ching-Ping WangOptimal Insurance Contract with Stochastic Background Wealth第一順位Scandinavian Actuarial Journal2013 119-139  
19102120139Mu-Lan Wang*, Hung-Hsi Huang and Shu-Hui HoMeasure of Loss Aversion Behavior Under Prospect Theory: Comparison of Various Kinds of Individuals第二順位Indian Journal of Finance5-15  
201031201411Ching-Ping Wang, 黃鴻禧* and Mei-Ling KuoRationality of Option Prices Relative to Underlying Asset Prices in Taiwan第二順位Journal of Statistics and Management Systems27 381  
21102220143Jean Yu, 黃鴻禧* and Shu-Wei HsuInvestor Sentiment Influence on Risk-Reward Relation in Taiwan Stock Market第二順位Emerging Markets Finance and Trade50 174  
22102220147黃鴻禧, Shin-Hung Lin, Ching-Ping Wang* and Chia-Yung Chiu Adjusting MV-Efficient Portfolio Frontier Bias for Skewed and Non-Mesokurtic Returns第一順位North American Journal of Economics and Finance 29 29 Mean–variance efficient; Estimation error; Portfolio frontier; Copula function; Gram-Charlier series 
231041201511Hung-Hsi Huang, Ching-Ping Wang* and Cheng-Yu ChenDoes Past Performance Affect Mutual Fund Tracking Error in Taiwan第一順位Applied Economics 47 5476-5490  
24103220153Ching-Ping Wang 與 黃鴻禧Which Insurance Policy is Mean-Variance Efficient with Dependent Background Risk第二順位Academia Economic Papers43 115-152  
25103220154Shin-Hung Lin, 黃鴻禧* and Sheng-Han Li Option Pricing under Truncated Gram–Charlier Expansion第一順位North American Journal of Economics and Finance32 77-97  
26103220154Shin-Hung Lin and Hung-Hsi Huang*Performance Comparison among Various Mean-Variance Efficient Portfolios with Estimation Error第二順位Wulfenia22 447-469  
27103220157Ching-Ping Wang and Hung-Hsi Huang*Portfolio Efficiency Loss Caused by Mental Accounting第二順位Wulfenia22 129-142  
28104220167Ching-Ping Wang and Hung-Hsi Huang*Optimal Insurance Contract under VaR and CVaR Constraints 第二順位North American Journal of Economics and Finance37 110-127  
29105220172Ching-Ping Wang, Hung-Hsi Huang* and Jin-Sheng HuReverse- Engineering and Real Options Adjusted CAPM in Taiwan Stock Market第二順位Emerging Markets Finance and Trade53 670–687  
30107220194Hung-Hsi Huang*, Shin-Hung Lin, Chiu-Ping WangReasonable Evaluation of VIX Options for Taiwan Stock Index第一順位North American Journal of Economics and Finance48 111-130 VIX options pricing; GARCH; Black-Scholes model; Mean-reverting 

會議論文(共計36筆)
序號學年度學期年度月份作者題目通訊作者作者順位發表性質會議論文集或研討會名稱地點
1104220164Hung-Hsi Huang* and Ching-Ping WangSample Portfolio Frontiers for Multivariate Skewed-t Distribution and ARMA-GARCH Series第一順位口頭發表 International Academic Business Conference Washington DC  
2104220167Hung-Hsi Huang*, Ching-Ping Wang and Yi-Lin ZhongThe Influences of Book-to-Market Ratio and Stock Capitalization on Value-at-Risk Estimation第一順位口頭發表 17th International Conference of Management and Behavioural Sciences  
3107220195黃鴻禧總體經濟因子對臺灣股市榮枯的影響第一順位書面發表 2019中部財金學術聯盟研討會暨國際研討會 台中東海大學財 

研究計畫(共計24筆)
序號學年度學期年度月份參與性質委辦單位計畫名稱開始日期結束日期經費
1095120068總計畫主持人科技部在風險值限制下的最適保險契約2006/08/012007/07/31568000
2095120068共同主持人科技部基於展望理論之最適保險契約2006/08/012007/07/310
3096120078總計畫主持人科技部面臨背景風險之最適保險契約:應用於預期效用架構、平均數-變異數架構、與平均數-風險值架構2007/08/012009/07/311137000
4096120078共同主持人科技部各種保險契約的平均數—變異數效率分析:考慮背景風險與投資組合2007/08/012008/07/310
5097120088共同主持人科技部展望理論架構下投資組合的風險容忍度與平均數-變異數效率分析2008/08/012009/07/310
6098120098總計畫主持人科技部背景風險下的投資組合理論2009/08/012011/07/31986000
7098120098共同主持人科技部相加型暨相乘型背景風險下的保險與儲蓄需求2009/08/012010/07/310
8099120108共同主持人科技部樣本均異效率投資組合權重的分配與估計改進2010/08/012011/07/310
9100120118共同主持人科技部條件風險值限制下之最適保險契約2011/08/012012/07/310
10100120118計畫主持人科技部歸因於心理帳戶之投資組合效率損失2011/08/012012/07/310
111011201208計畫主持人科技部風險限制下最適互惠再保險(1/2)2012/08/012014/07/31437000
12101120128計畫主持人科技部風險限制下最適互惠再保險2012/08/012014/07/310
13101120128共同主持人科技部符合損失趨避偏好之最適互惠保險契約2012/08/012014/07/310
141021201308計畫主持人科技部風險限制下最適互惠再保險(2/2)2013/08/012014/07/31437000
151031201408計畫主持人科技部調整樣本投資組合前緣偏誤於多元偏斜t分配與ARMA-GARCH序列報酬2014/08/012015/10/31421000
161031201408計畫主持人科技部調整樣本投資組合前緣偏誤於多元偏斜t分配與ARMA-GARCH序列報酬2014/08/012015/07/31421000
171041201508總計畫主持人科技部改良在風險限制或損失趨避偏好的最適保險契約(1/2)2015/08/012016/07/31563000
181041201508總計畫主持人科技部改良在風險限制或損失趨避偏好的最適保險契約2015/08/012017/07/311080000
191051201608總計畫主持人科技部改良在風險限制或損失趨避偏好的最適保險契約(2/2)2016/08/012017/07/31517000
201061201708計畫主持人科技部道德風險與逆選擇下的最適保險契約2017/08/012019/07/311012000
211061201708計畫主持人科技部道德風險與逆選擇下的最適保險契約(1/2)2017/08/012018/07/31529000
221071201808計畫主持人科技部道德風險與逆選擇下的最適保險契約(2/2)2018/08/012019/07/31483000
231081201908科技部最優互惠保險–再保險設計(1/2)2019/08/012020/07/31713000
241091202008科技部最優互惠保險–再保險設計(2/2)2020/08/012021/07/31678000

獲獎榮譽(共計12筆)
序號學年度學期年度月份獲獎種類獲獎名稱頒獎單位
1101120128全國性國科會獎優研究人才科技部
2102120138全國性國科會獎優研究人才科技部
3102120141本校特聘教授本校
4103120148本校科技部獎勵特殊優秀人才科技部
5103120151本校嘉義大學特聘教授本校
6103120151本校嘉義大學特聘教授本校
7104120158本校科技部獎勵特殊優秀人才科技部
8104120161本校嘉義大學特聘教授本校
9105120168本校科技部獎勵特殊優秀人才科技部
10105120171本校嘉義大學特聘教授本校
11106120178本校科技部獎勵特殊優秀人才科技部
12106120181本校嘉義大學特聘教授本校