朱香蕙

職稱:副教授


 學歷:國立台灣大學財務金融博士
專長:風險管理、衍生性金融商品
E-mail:hhchu@ncnu.edu.tw
辦公室:5098
聯絡電話:049-2910960 ext 4622
Office Hours:星期三13:00~15:00(請事先以e-mail與老師預約)

 


 

主要學歷 / Education
國立臺灣大學財務金融研究所博士
Department of Finance,National Taiwan University(PHD)
東海大學數學研究所碩士
Department of Mathematics,Tunghai University(Master)
東海大學數學系學士
Department of Mathematics,Tunghai University(Bachelor)

 

主要經歷 / Resume of Working Experience

朝陽科技大學助理教授
Assistant Professor,Chaoyamg University of Technology
中臺科技大學講師
Lecturer,Central Taiwan University of Science and Technology
中央研究院研習員
Intership,Academia Sinica

 

研究領域 / Research Areas

風險管理 (Risk Management)
衍生性金融商品 (Financial Derivatives)
投資策略
 

期刊論文

1.     Lin, Chaonan, Kuan-Cheng Ko , Yu-Lin Chen, Hsiang-Hui Chu , 2016, Information discreteness, price limits and earnings momentum. Pacific-Basin Finance Journal, 37, 1-22. ( SSCI )

2.     Ying Hao, Hsiang-Hui Chu, Keng-Yu Ho, Kuan-Cheng Ko , 2016 , The 52-Week High and Momentum in the Taiwan Stock Market: Anchoring or Recency Biases? , International Review of Economics and Finance, 43 , 121 - 138 . ( SSCI )

3.      Ying Hao, Hsiang-Hui Chu, Kuan-Cheng Ko , Lin Lin , 2016 , Momentum Strategies and Investor Sentiment in the REIT Market. International Review of Finance, 16(1), 41-71. ( SSCI )

4.     Hsiang Hui Chu and Yi Fang Chung, 2016, Analysis of the Contagion Effect to the Credit Derivative Valuation. Asian Economic and Financial Review, 6(10), 571-582. ( EconLit )

5.     Ko, Kuan-Cheng, Hsiang-Ju Su, Shinn-Juh Lin and Hsiang-Hui Chu*, 2016, 技術分析對台灣波動度及規模效果之影響.管理學報33(2), 281-309。(TSSCI)

6.      朱香蕙*、鄒佩綺,2016,流動性對不動產投資信託風險值績效之影響,住宅學報25(1), 1-18。(TSSCI)

7.      Nicholas Ruei-Lin Lee, Hsiang-Hui Chu, Jung-Fang Liu, and Yih-Bey Lin*, 2014, Threshold cointegration and dynamics of crude oil futures volatility and financial speculation, 應用經濟論叢96, 1-34。(TSSCI)

8.      朱香蕙*、張榮顯、林玉森,2014,評估具厚尾分配風險之避險效果,經濟研究50:2 , 141-173。(TSSCI)

9.     Chu, Hsiang-Hui, Kuan-Cheng Ko, Shinn-Juh Lin and Hsiao-Wei Ho, 2013. Credit Rating Anomaly in Taiwan Stock Market, Asia-Pacific Journal of Financial Studies, 42(3),403-441. (SSCI)

10.    李賢源、朱香蕙、許嘉玲,2006,”利率交換之利差期間結構模型--吻合殖利率曲線與分析解”,管理與系統,13(4),415-440 。(TSSCI) 

 

研討會論文

  1. Ko, Kuan-Cheng, Hsiang-Ju Su, Shinn-Juh Lin and Hsiang-Hui Chu, 技術分析對台灣波動度及規模效果之影響.財務金融管理特刊與實務論壇研討會,中山大學, 05/2015.
  2. Hao, Ying, Hsiang-Hui Chu, Keng-Yu Ho and Kuan-Cheng Ko, The 52-Week High and Momentum in Taiwan Stock Market: Anchoring or Recency Biases? The 2014 Asian Finance Association Conference, Bali, Indonesia, 06/2014.
  3. Chu Hsiang-Hui and Yi-Fang Chung, A Stock Future Reversal Trading Strategy Based on CBBC---Evidence from Taiwan Market, The Fourth Asian Conference on the Social Sciences 2013, Osaka, Japan, 06/ 2013.
  4. Lee Nicholas Rueilin, Hsiang-Hui Chu and Hsiang-Jane Su, Electricity consumption and bank deposits for pollution prevented policy : a threshold co-integration approach, 臺灣經濟計量學會2013 年會, Taipei, Taiwan, November 2013.

技術報告(國科會計劃)

1. 朱香蕙,(2007).債券回收比率假設對於風險中立違約機率與信用違約交換利差的影響。國家科學委員會(計畫主持人: 2007/10/01 ~ 2008/07/31 ) The impact of recovery assumptions on the implied risk-neutral default probabilities and default swap spreads. (96-2416-H-260-021-)

2. 朱香蕙,(2008).考量共有風險與各債信評等特有風險因子下評價信用價差選擇權。國家科學委員會(計畫主持人: 2008/08/01 ~ 2009/07/31) Credit spreads option pricing model with common and rating-specific factors. (97-2410-H-260-054-)

3. 朱香蕙,(2009). 違約過程和回收比率與無風險利率相關之一般化信用債券評價模型(計畫主持人:2009/08/01 ~ 2010/07/31) Pricing risky debt under default process and recovery rates are correlated with interest rates. (98-2410-H-260-013-)

專書論文

     Chu Hsiang-Hui. 2006. “Risk Premiums in the Term Structure of Interest Rates.” Ph.D. Dissertation,  NationalTaiwanUniversity.

最後更新日期:2016/09/01