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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Correction: Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence (Review of Quantitative Finance and Accounting, (2025), 10.1007/s11156-025-01474-6)
Kao, L. J., Lee, C. F. & Lee, H. H., 2026, (Accepted/In press) In: Review of Quantitative Finance and Accounting.Research output: Contribution to journal › Comment/debate
Open Access -
Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence
Kao, L. J., Lee, C. F. & Lee, H. H., Aug 2026, In: Review of Quantitative Finance and Accounting. 67, 2, p. 869-889 21 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Threat or opportunity? Strategic deviance's effect on credit ratings
Wang, C. W., Lee, H. H., Lin, W. & Chen, W. S., Aug 2026, In: International Review of Financial Analysis. 116, 105202.Research output: Contribution to journal › Article › peer-review
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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 Access12 Scopus citations