期刊論文

期刊年份 期刊名稱
2018 盧嘉梧、吳世晶, 恐慌指數與投資型保險：臺灣壽險業實證研究, 輔仁管理評論, 25(3), 1-27
2018 Hsien-Hsing Liao 、Tsung-Kang Chen、Chia-Wu Lu、Yu-Hui Su、 Wei-Hung Lin, Credit Analysis of Corporate Credit Portfolios: A Cash Flow Based Conditional Independent Default Approach, 期貨與選擇權學刊, 11(1), 1-38
2018 Chia-Wu Lu, Information Asymmetry, Credit Risk, and Growth Opportunity: The Effect of Corporate Governance, International Research Journal of Applied Finance, 9(12), 514-528
2016 盧嘉梧、林志軒, 類神經網路投資組合策略績效之實證研究：以台灣中型100電子股為例, 輔仁管理評論, 23(3), 29-50
2016 Chia-Wu Lu, Credit Risk and Lottery-type Stocks: Evidence from Taiwan, Advances in Economics and Business, 4(12), 667-673
2015 Chia-Wu Lu, Ting-Shu Chueh, Corporate Social Responsibility and Information Asymmetry, Journal of Applied Finance and Banking, 5(3), 105-122
2014 Chia-Wu Lu,Tsung-Kang Chen,Hsien-Hsing Liao, Underlying asset liquidity,heterogeneously informed investors, and REITs excess returns, Managerial Finance, 40(1), 72-96
2014 Chia-Wu Lu, Hsien-Hsing Liao, Tsung-Kang Chen, Hui-Hua Lin, A Factor-dependent Interest Rate Model---A Combination of GARCH(1,1) and Varying Coefficient Model Approach, Review of Securities and Futures Markets(證券市場發展季刊), 26(1), 1-30
2011 Tsung-Kang Chen、Hsien-Hsing Liao、 Chia-Wu Lu, A Flow-based Corporate Credit Model, Review of Quantitative Finance and Accounting, 36(4), 517-532
2009 Chen, Tsung-kang, Hsien-hsing Liao, Chia-wu Lu and Wen-yen Huang, Managerial option value, cyclicality and credit risk, Review of Securities & Futures Markets(證券市場發展季刊), 21(4), 1-42

研討會論文

研討會舉行年份 論文發表篇名
2013 Chia-Wu Lu, Ting-Shu Cyue, Corporate Social Responsibility and Information Asymmetry, 2013 Annual Conference on Global Economy, Business and Finance, Bali, Indonesia
2012 Chia-Wu Lu, Earnings Quality, Risk-taking and Firm Value: Evidence from Taiwan, 2012 International Conference on Financial Theory, Hong Kong
2011 盧嘉梧、林卓民、林志軒, 類神經網路投資策略績效之實證研究:以台灣中型100電子股為例, 2011年中華科技大學經營管理與企業創新研討會, 臺北, 臺灣
2011 Chia-Wu Lu, Credit Risks and Lottery-Type Stocks: An Empirical Study of Taiwan, World Business, Economics and Finance Conference, Bangkok, Thailand
2010 Chia-Wu Lu、 Chi-Wei Su、Wen-Chung Wang, An Efficiency Analysis of Merging Community Financial Institutions---Evidence of Taiwan’s Banks, Annual Hawaii International Business Research Conference, Hawaii, USA
2010 Chi-Wei Su、 Chia-Wu Lu、Chia-Lun Tsai, The Price Correlation between Crude Oil Spot and Futures – Applying the Rank Test Method, 2010 國際貿易與企業經營學術研討會 (ITBA 2010), 臺北, 臺灣
2010 Chia-Wu Lu、 Chi-Wei Su、 Ssu-Yin Lin, he Effects of Oil Production and Consumption on Economic Freedom and Political Liberty, 2010 真理大學財經學術研討會, 臺北, 臺灣
2009 廖咸興、陳宗岡、盧嘉梧, 企業管理決策隱含實質選擇權價值評估—隨機現金流量模型之應用, 2009 年台灣財務金融學會年會暨學術研討會, 中壢, 臺灣
2009 Chia-wu Lu, Tsung-kang Chen, and Hsien-hsing Liao, An integrated structural-form corporate credit model: Joint perspectives of asset inadequacy and liquidity crunch, he 17th Conference on the Theories and Practices of Securities and Financial Markets 2009, December 11-12, National Sun Yat-sun University, Kaohsiung, Taiwan
2009 Liao, Hsien-hsing、Tsung-kang Chen、 Chia-wu Lu、Yu-hui Su, Credit Analysis of Corporate Credit Portfolios---A Cash Flow Based Conditional Independent Default Approach, The Asian Finance Association 2009 International Conference, Brisbane, Australia
2009 Chia-wu Lu, Tsung-kang Chen, and Hsien-hsing Liao, An integrated structural-form corporate credit model: Joint perspectives of asset inadequacy and liquidity crunch, The Fourth International Conference on Asia-Pacific Financial Markets (CAFM), Seoul, Korea
2008 廖咸興、陳宗岡、盧嘉梧、林慧華, 狀態相依之均衡利率模型－結合GARCH(1,1)與變異性參數模型, 2008 年台灣財務金融學會年會暨學術研討會, 花蓮, 臺灣
2007 Liao, Hsien-hsing、Tsung-kang Chen、 Chia-wu Lu、Wei-ling Kuo, Structural models and commercial bank credit risk--An empirical analysis, The Second International Conference on Asia-Pacific Financial Markets (CAFM), Seoul, Korea
2007 Liao, Hsien-hsing、Tsung-kang Chen、 Chia-wu Lu, Estimating multi-period corporate credit risk--A cash flow based approach, 2007 Financial Management Association Annual Meeting, Orlando, USA

技術報告

出版日期 論文篇名

專書

出版日期 書名

研究計畫

經費補助單位 計畫名稱 計畫執行開始日期 擔任角色
科技部 財務危機企業風險移轉行為：中國大陸市場之實證研究 2017 共同主持人
科技部 資本預算效率、內部資本市場與政府干預－中國大陸市場實證研究 2016 主持人
科技部 資本結構調整、風險承擔與政府干預－中國大陸市場實證研究 2014 主持人
科技部 中國大陸證券市場投資者保護實證研究 2013 主持人

經歷

年度 經歷類別 服務機關名稱 職務
2016 審查人 輔仁管理評論
2014 演講 逢甲大學財務金融學系 Corporate Social Responsibility and Information Asymmetry
2014 審查人 管理學報
2013 審查人 中山管理評論
2012 其他委員 商學院 院秘書
2012 審查人 應用經濟論叢
2011 演講 淡江大學財務金融學系 A Structure Credit Model Incorporating Flow-base Insolvency

榮譽

獲獎年度 獲獎項目 頒發單位
2016 學術研究獎勵 國立臺北大學
2015 學術研究獎勵 國立臺北大學