Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Hung-Hsi Huang"'
Autor:
Hung-Hsi Huang1 d86723002@ntu.edu.tw, Ting-Hao Chang1 h59950409@gmail.com, Ching-Ping Wang2 cpwang@nkust.edu.tw
Publikováno v:
Asia Pacific Management Review. Jun2024, Vol. 29 Issue 2, p195-214. 20p.
Autor:
Hung-Hsi Huang1 d86723002@ntu.edu.tw, Jia-Xie Liao1 liaojx0201@gmail.com, Ching-Ping Wang2 cpwang@nkust.edu.tw
Publikováno v:
Asia Pacific Management Review. Dec2023, Vol. 28 Issue 4, p611-624. 14p.
Autor:
Hung-Hsi HUANG1 d86723002@ntu.edu.tw, Yi-Ru LIN1
Publikováno v:
Finance a Uver: Czech Journal of Economics & Finance. 2023, Vol. 73 Issue 1, p24-55. 32p.
This study conducts an empirical analysis of corporate financial crisis to develop an early warning model using Taiwanese listed and OTC companies that experienced financial crises from 2018 to 2020 as research samples. Results show that the predicti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3a711e653fca0b1ec435ae5eb30de12a
This study conducts the company’s performance analysis from the perspective of corporate governance. The results indicate for the companies selected for inclusion in the CG100, the role of the shareholding ratio of major shareholders has no positiv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c5922ac5194820d3d7fef8575fc8a3e6
Autor:
Hung-Hsi Huang, Ching-Ping Wang
Publikováno v:
Asia-Pacific Journal of Risk and Insurance. 16:187-218
Most existing researches on optimal reinsurance contract are based on an insurer’s viewpoint. However, the optimal reinsurance contract for an insurer is not necessarily to be optimal for a reinsurer. Hence, this study aims to develop the optimal r
Publikováno v:
The North American Journal of Economics and Finance. 48:111-130
This study aims to reasonably evaluate VXO (volatility index option) prices on the Taiwan stock index using four popular pricing models, namely, Black-Scholes (BS), square root (SQR), log-normal Ornstein-Uhlenbeck (LOU), and GARCH models. Since VXOs
Publikováno v:
Emerging Markets Finance and Trade. 56:1055-1072
This study examines whether the stock capitalization and book-to-price (B/P) ratio can affect the VaR (value-at-risk) estimation performances in six VaR estimation methodologies. Examining on the d...
Autor:
Hung-Hsi Huang
Publikováno v:
Emerging Markets Finance and Trade. 56:961-962
Publikováno v:
Emerging Markets Finance and Trade. 53:670-687
Previous studies have addressed many anomalies that violate the capital asset pricing model (CAPM). However, recent studies have employed either the reverse-engineering (RE) approach or the options-adjusted approach to verify the validity of CAPM on