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Han-Hsing Lee
Full-Time Faculty
Job title Associate Professor and Director, Part-Time MS in Finance
Name Han-Hsing Lee
Office Tel No. 03-5712121 Ext. 57076
Email hhlee@mail.nctu.edu.tw
Fax 03-5729915
office Room 420, Management Building 1
Discipline Investment Analysis, Options and Futures, Risk Management
Research expertise Credit Risk, Empirical Asset Pricing, Investment
Education Ph.D. in Finance, Rutgers, The State University of New Jersey
Year Paper Title
2016
2013
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
Country School Name Department Degree Duration
U.S.A. Rutgers, The State University of New Jersey Finance Ph.D. 2003.07 ~ 2007.06
U.S.A. Rutgers, The State University of New Jersey Quantitative Finance Master 2002.09 ~ 2003.08
Taiwan Tung Hai Universtity Industrial Engineering Master 1996.09 ~ 1998.06
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
National Chiao Tung University Department of Information Management and Finance
National Chiao Tung University Graduate Institute of Finance
Rutgers University Finance Department
Rutgers University
Rutgers University
Silicon Integrated Systems Corp. Integrated Product Division