Projects per year
Personal profile
Research Interests
Credit Risk, Option Pricing, Investment Analysis
Experience
2013/2~present Associate Professor, National Chaio-Tung University, Taiwan
2013/8~2014/7 National Chiao Tung University Part-Time MS in Finance Director
Education/Academic qualification
PhD, Quantitative Finance, Rutgers University–New Brunswick
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Collaborations and top research areas from the last five years
Projects
- 17 Finished
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財務限制與交易信用對公司債收益率價差、信用傳遞及違約預測之影響
Lee, H.-H. (PI)
1/08/23 → 31/07/24
Project: Government Ministry › Other Government Ministry Institute
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財務限制與交易信用對公司債收益率價差、信用傳遞及違約預測之影響
Lee, H.-H. (PI)
1/08/22 → 31/07/23
Project: Government Ministry › Other Government Ministry Institute
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The Influence of Industry and Product Market Network on Credit
Lee, H.-H. (PI)
1/08/21 → 31/10/22
Project: Government Ministry › Other Government Ministry Institute
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The Influence of Industry and Product Market Network on Credit
Lee, H.-H. (PI)
1/08/20 → 31/10/21
Project: Government Ministry › Other Government Ministry Institute
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「iYouth voice」青年國際發聲計畫—STEAMing赴韓國國際創造力年會進行Young飛全球行動計畫之發表
Lee, H.-H. (PI)
16/10/19 → 20/10/19
Project: Government Ministry › Other Government Ministry Institute
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Inter-industry network and credit risk
Huang, M. N. & Lee, H. H., Apr 2024, In: International Review of Economics and Finance. 92, p. 598-625 28 p.Research output: Contribution to journal › Article › peer-review
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Distress risk, product market competition, and corporate bond yield spreads
Lee, H.-H., 1 Oct 2020, In: Review of Quantitative Finance and Accounting. 55, 3, p. 1093-1135 43 p.Research output: Contribution to journal › Article › peer-review
4 Scopus citations -
Empirical performance of the constant elasticity variance option pricing model
Chen, R. R., Lee, C. F. & Lee, H. H., 1 Jan 2020, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (In 4 Volumes). World Scientific Publishing Co., p. 1903-1942 40 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
1 Scopus citations -
Empirical studies of structural credit risk models and the application in default prediction: Review and new evidence
Lee, H.-H., Chen, R. R. & Lee, C. F., 1 Jan 2020, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (In 4 Volumes). World Scientific Publishing Co., p. 1845-1901 57 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Measuring sovereign credit risk using a structural model approach
Lee, H.-H., Shih, K. & Wang, K., 1 Nov 2016, In: Review of Quantitative Finance and Accounting. 47, 4, p. 1097-1128 32 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations