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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Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence
Kao, L. J., Lee, C. F. & Lee, H. H., 2025, (Accepted/In press) In: Review of Quantitative Finance and Accounting.Research output: Contribution to journal › Article › peer-review
Open Access -
Asset allocation with cryptocurrencies
Lee, H. H. & Su, K. K., 8 Apr 2024, Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives (In 4 Volumes). World Scientific Publishing Co., Vol. 4-4. p. 2795-2858 64 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Do Old Board Directors Promote Corporate Social Responsibility?
Lee, H. H., Liang, W. L., Tran, Q. N. & Truong, Q. T., Nov 2024, In: Journal of Business Ethics. 195, 1, p. 67-93 27 p.Research output: Contribution to journal › Article › peer-review
Open Access8 Scopus citations -
Empirical performance of the constant elasticity variance option pricing model
Chen, R. R., Lee, C. F. & Lee, H. H., 8 Apr 2024, Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives (In 4 Volumes). World Scientific Publishing Co., Vol. 4-4. p. 2751-2794 44 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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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., 8 Apr 2024, Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives (In 4 Volumes). World Scientific Publishing Co., Vol. 2-4. p. 1649-1706 58 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review