Results 1-20 of 20 (Search time: 0.009 seconds).
| Issue Date | Title | Author(s) | Source | WOS | Fulltext/Archive link | |
|---|---|---|---|---|---|---|
| 1 | 2023 | Momentum investing and a tale of intraday and overnight returns: Evidence from Taiwan | Ho, Hsiao-Wei ; Hsiao, Yu-Jen; Lo, Wen-Chi; Yang, Nien-Tzu | PACIFIC-BASIN FINANCE JOURNAL | ||
| 2 | 2019 | Valuation of Reverse Mortgages Using Stochastic Programming Models | 何曉緯 ; 劉明郎; 曾郁婷 | |||
| 3 | 2019 | The Valuation of Quanto Derivatives Using Bivariate GARCH-Jump Models | Chuang-Chang Chang; Hsiao-Wei Ho ; Tzu-Hsiang Liao; Yaw-Huei Wang | 2019 FeAT Annual Conference | ||
| 4 | 2018 | 青少年金融知識程度對其金融行為的影響 | 蕭育仁; 李其峰; 何曉緯 | |||
| 5 | 2017 | The Impact of Local Low-Cost Entrants on Full Service Carriers in Taiwan | 何大任(Darren Ho); 何曉偉(Hsiao-Wei Ho) | |||
| 6 | 2017 | Simultaneous Implication of Credit Risk and Embedded Options in Lease Contracts | Chuang-Chang Chang; Hsiao-Wei Ho ; Henry H. Huang; Yildiray Yildirim | American Real Estate and Urban Economics Association meeting | ||
| 7 | 2017 | A General Framework for the Valuation of Loan Guarantee Contracts: Plain Vanilla Option Structures vs. Barrier Option Structures | 張傳章; 何瑞鎮; 何曉緯 | 管理學報 | ||
| 8 | 2014 | Affine Model of Inflation-Indexed Derivatives and Inflation Risk Premium | Hsiao-Wei Ho ; Henry H. Huang; Yildiray Yildirim | |||
| 9 | 2014 | Valuation of Quanto Derivatives Using Bivariate GARCH-Jump Models | 何曉緯 ; 廖子翔 | |||
| 10 | 2013 | The Valuation of Employee Reload Options with Stochastic Interest Rates | 張傳章; 何曉緯 ; 何瑞鎮; 鄭濰昌 | Journal of Financial Studies | ||
| 11 | 2013 | Credit Rating Anomaly in Taiwan Stock Market | Hsiang‐Hui Chu; Kuan‐Cheng Ko; Shinn‐Juh Lin; Hsiao-Wei Ho | 0 | ||
| 12 | 2013 | Valuation of the Inflation Rate Guarantee Embedded in Defined Contribution Pension Plans | Chuang-Chang Chang; Hsiao-Wei Ho ; Henry H. Huang; Ting-Pin Wu | 2013 International Conference of Taiwan Finance Association | ||
| 13 | 2013 | 租賃契約與退休計劃之評價研究 | 何曉緯 | |||
| 14 | 2013 | Pricing Adjustable-Rate Real Estate Lease Contracts with Embedded Options and Credit Risk | Chuang-Chang Chang; Hsiao-Wei Ho ; Henry H. Huang; Yildiray Yildirim | |||
| 15 | 2012 | Credit Rating Anomaly in Taiwan Stock Market | Kuan-Cheng Ko; Shinn-Juh Lin; Hsiang-Hui Chu; Hsiao-Wei Ho | |||
| 16 | 2012 | Credit Rating Anomaly in Taiwan Stock Market | Kuan-Cheng Ko; Shinn-Juh Lin; Hsiang-Hui Chu; Hsiao-Wei Ho | |||
| 17 | 2011 | The Valuation of Quanto Derivatives Using a Bivariate GARCH-Jump Model | Chuang-Chang Chang; Hsiao-Wei Ho ; Tzu-Hsiang Liao; Yaw-Huei Wang | 2011 Korea Finance Association and Taiwan Finance Association | ||
| 18 | 2011 | Pricing Adjustable-Rate Real Estate Lease Contracts with Embedded Options and Credit Risk | Chuang-Chang Chang; Hsiao-Wei Ho ; Henry H. Huang; Yildiray Yildirim | 2011 Taiwan Finance Association Annual Meeting | ||
| 19 | 2011 | The Valuation of Employee Reload Options with Stochastic Interest Rates | Chuang-Chang Chang; Hsiao-Wei Ho ; Ruey-Jenn Ho; Wei-Chang Cheng | |||
| 20 | 2002 | 模糊中位數及其在財金與經濟分析之應用 | 何曉緯 | 統計學類 |
