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 李漢星(Han-Hsing Lee)
專任師資
職稱 副教授兼財金專班組長
姓名 李漢星(Han-Hsing Lee)
聯絡電話 03-5712121 Ext. 57076
電子郵件 hhlee@mail.nctu.edu.tw
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、風險管理
研究專長 信用風險、資產定價實證研究、投資分析
學歷 美國羅格斯大學財務博士
年度 論文名稱
2016 Han-Hsing Lee, Distress Risk, Product Market Competition, and Corporate Bond Yield Spreads,
2013 Hou-Jen Chao, Han-Hsing Lee, Investor Sentiment and Market's Reaction to Federal Reserve Monetary Policy– A Revisit,
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. 2003.07 ~ 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
國立交通大學 資訊管理與財務金融學系
國立交通大學 財務金融研究所
Rutgers University Finance Department
Rutgers University
Rutgers University
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