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出版年月 著作名稱 作者 收錄出處
2015/10 Analyzing an Elder’s Desire for a Reverse Mortgage Using an Economic Model That Considers House Bequest Motivation, Random Death Time and Stochastic House Price Chiang, S. L. and M. S. Tsai International Review of Economics and Finance (SSCI)
2015/4 A General Pricing Model for a Mortgage Insurance Contract Considering the Effects of the Random Multivariable on Termination Probabilities and the Loss Rate Tsai, M. S. and S.L. Chiang Housing Policy Debate
2015/1 The pricing of deposit insurance in the presence of systematic risk Lee, S.C., C.T. Lin, and M.S. Tsai Journal of Banking & Finance
2014/6 An Empirical Investigation of the Ohlson Model Panel Cointegration Approach, Lee, S.C., J.L. Chen and M.S. Tsai Australasian Accounting Business and Finance Journal
2014/3 A New Method to Evaluate Equity-Linked Life Insurance Tsai, M.S., S.C. Lee, J.L. Chen, and S.L. Wu Contemporary Management Research
2013- The Asymmetric Price Adjustment between REIT and Stock Markets in Asia-Pacific markets Tsai, M.S. Tsai and S.L. Chiang Economic Modelling
2012- A Closed-Form Pricing Formula for Mortgages Incorporating Termination Hazard Rates and Recovery Rate as Correlated Stochastic Processes with Jump Components Tsai, M.S. and S. L. Chiang The Journal of Derivatives
2012- Valuation of Convertible Bond under Levy Process with Default Risk Liao, S.L., M.S. Tsai, J.H. Chen, and C.H. Li Journal of the Chinese Statistical
2011/4 A Study on Asymmetric Price Adjustment for the Housing Prices and Auction Prices in Taipei (in Chinese) Chiang, S.L., M.S. Tsai and C.O. Chang Journal of Management and Systems
2011/1 The calculation of capital requirement using Extreme Value Theory Tsai, M.S. and L.C. Chen Economic Modelling
2010/9 A study of REITs in the Asia-Pacific area: volatility characters and their long-term relationship with stock indices Tsai, M.S., S.J. Chiang and C.H. Lin Applied Financial Economics
2010/3 Measurement Model of Risk Compensation: Evidences from Asian Emerging Markets Chen, S.H., M. S. Tsai, and P.Y.Yang Asia Pacific Management Review
2009/7 Pricing a defaultable bond with a stochastic recovery rate Chiang, S.L. and M.S. Tsai Quantitative Finance
2008/3 Analyzing Yield, Duration and Convexity of Mortgage Loans under Prepayment and Default Risks Tsai, M. S., S. L. Liao and S. L. Chiang* Journal of Housing Economics
2008/3 Closed-Form Mortgage Valuation Using Reduced-Form Model Szu-Lang Liao*, Ming-Shann Tsai, Shu-Ling Chiang Real Estate Economics
2007/9 An Alternative Method for Measuring Risk Compensation of Event Jumps Shu-Hsien Chen*, Ming-Shann Tsai, Fang-Ling Liao Applied Financial Economics Letters
2000/5 人壽保險費率的分析-從選擇權理論觀點 蔡明憲*,徐守德,廖四郎 風險管理學報
2000/4 美式選擇權--隱含相信模型及美國S&P100指數選擇權的應用 蔡明憲*,徐守德,廖四郎,許溪南 中國財務學刊
2000--- 台灣新商業銀行存款保險費率與風險移轉行為研究 蔡明憲*,徐守德 中山管理評論
1999/6 台灣上市公司不同產業的外匯風險之實証研究 蔡明憲*,郭照榮,江淑貞 亞太管理評論
1999--- 台灣存款保險費率與商業銀行風險移轉行為研究 蔡明憲*,徐守德 證券市場發展季刊