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Name & Title |
Tsai-Jung Yeh Adjunct Assistant Professor |
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Experience |
Ph D. Department of Management Science, Tamkang University EMBA. Graduate School of Management Science, Aletheia University EMBA. Graduate Institute of Applied Statistics, Fu Jen Catholic University |
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Publications |
1. Chung-Chu Chuang, Yi-Hsien Wang, Tsai-Jung Yeh and Shuo-Li Chuang (2015) “Hedging Effectiveness of the Hedged Portfolio: The Expected Utility Maximization Subject to the Value-at-Risk Approach,” Applied Economics, 47(20), 2040-2052. (SSCI & Econlit) 2. Chung-Chu Chuang, Yi-Hsien Wang, Tsai-Jung Yeh and Shuo-Li Chuang (2014) “Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios,” Economic Modelling, 42, 15-19. (SSCI & Econlit) 3. Chung-Chu Chuang, Yi-Hsien Wang, Tsai-Jung Yeh and Shuo-Li Chuang (2012). Asymmetric dynamic hedging effectiveness: Evidence from Taiwan stock index futures. African Journal of Business Management, 6(34), 9671-9680. 4. Chung-Chu Chuang, Yi-Hsien Wang, Tsai-Jung Yeh and Shuo-Li Chuang (2012). Estimation of the conditional value at risk of a minimum variance hedging portfolio via distribution kurtosis. ICIC Express Letters, 6(10), 2529-2534. |
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