Dr. Cheng Few Lee's Speech Materials

(The files can be downloaded by click the title)

 

Topics:

Signaling and Risk-mitigating Effects on Sequential Conversion Behavior of Convertible Bonds: A Recurrent Survival Approach *paper

Financial Econometric and Statistics Methods and Applications

 

Alternative Methods to Estimate Implied Variance:Review and Comparison  *paper

 

The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach *paper

 

Dividend Policy: Theory and Empirical Evidence

 

Dynamic Model of Optimal Growth Rate and Payout Ratio:
A Joint Optimization Approach

 

Optimal Payout Ratio under Perfect Market and Uncertainty:
Theory and Empirical Evidence

 

2010 PBFEAM Panel Session V: Asia Economic Forum

 

Real Estate Markets in Asia before/after the Subprime Crisis vs Government Macro Economy Tools (handout)

 

Overview of Quantitative Finance and Risk Management Past, Present, and Future Frontiers

 

Dynamic CAPM with Supply Effect: Theory and Empirical Results (paper)

 

Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence (paper)

 

金融海嘯對兩岸金融發展暨台商的衝擊與挑戰