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Ken Hung

来源: 北京大学在职研究生招生信息网    发布时间:2014-03-12

教育背景:

  国立台湾大学 动物科学 学士

  弗吉尼亚理工大学 金融学 MBA

  马里兰大学 企业管理学 博士

 

荣誉:

  Phi Kappa Phi, Omega Rho, Beta Gamma Sigma

  摩根州立大学 MBA教育奖

  西华盛顿大学商学院 院长研究奖

  ISI (国际统计学会) 委员

  ABI/Inform 研究会 会员

  美国德克萨斯A&M国际大学 2010年度大学研究学者

 

专业协会:

  美国金融协会,美国统计协会,财务管理协会,决策学协会,国际预测员研究所,国际统计学会。

 

行政管理经验:

  摩根州立大学 MBA/EMBA 会计与金融课程主管

  美国德克萨斯A&M国际大学 国际银行及金融研究学院分院 主席

 

访问学者:

  烟台大学 商学院

  北京大学 光华学院

  华盛顿大学 金融学院

  阿拉斯加大学 工商管理学院

  马里兰大学 会计与管理学院

 

国际企业管理经验:

  林麦集团 市场代表

  Tartan公司 / Titans国际有限公司 创始人

 

Book Chapters:

  Handbook of Financial Econometrics and Statistics 2014

  Chapter 6 Multi Risk-Premia Model of US Bank Returns: An Integration of CAPM and APT

  Chapter 9 Determinations of Corporate Earnings Forecast Accuracy: Taiwan Market Experience

  Chapter 17 Dynamic Interactions in the Taiwan Stock Exchange : A Threshold VAR Model

  Chapter 21 Effect of Merger on the Credit Rating and Performance of Taiwan Security Firms

  Chapter 45 Optimal Asset Allocation under VaR Criterion: Taiwan Stock Market

  Encyclopedia of Finance 2nd edition 2013

  Chapter 4 Pre-Funded Coupon and Zero-Coupon Bonds: Cost of Capital Analysis

  Chapter 22 The Le Chatelier Principle of the Capital Market Equilibrium

  Chapter 49 A Critical Evaluation of the Portfolio Performance Indices under Rank Transformation

 

Refereed Papers:

  1.“DOES MILITARY SPENDING REALLY MATTER FOR ECONOMIC GROWTH IN CHINA AND G7 COUNTRIES: THE ROLES OF DEPENDENCY AND HETEROGENEITY” (TSANGYAO CHANG, CHIEN-CHIANG LEE, KEN HUNG, KUO-HAO LEE) Defence and Peace Economics, Accepted. (SSCI)

  2.“Cointegration and Causal Relationships among Steel Prices of Mainland China, Taiwan, and USA in the Presence of Multiple Structural Changes (Chien-Chung Nieh, Hwey-Yun Yau, Ken Hung, Hong-Kou Ou, Shine May Hung) Empirical Economics, Volume 44, Issue 2 (2013), Page 545-561. (SSCI)

  3.“Revisiting Purchasing Power Parity for East Asian Countries: Sequential Panel Selection Method” (Dongxiang Zhang, Tsangyao Chang, Chia-Hao Lee, Ken Hung) Applied Economics Letters, 2013, 20, 62-66. (SSCI)

  4.“Are Mathematics, Economics, and Accounting Courses Important Determinants in Financial Management: A Rank Order Approach” (Rod D. Raehsler, Ken Hung, Chin W. Yang) Journal of Economics and Finance Education, Volume 11 • Number 1 • Summer 2012, 48-59.

  5.“A Note on Allen’s Arc Elasticity with Arithmetic, Geometric and Harmonic Means” (Chin W. Yang, Anthony L. Loviscek, Hui Wen Chang, Ken Hung) Atlantic Economic Journal, 2012, Volume 40, Number 2, Pages 161-171. (EconLit)

  6.“Why U.S. Firms Delist from the Tokyo Stock Exchange: An Empirical Analysis” (Shinhua Liu, John D. Stowe, Ken Hung) International Review of Economics and Finance, 24 (2012), 62-70. (SSCI)

  7.“Can the PPP Stand on the BRICS? The ADL Test for Threshold Cointegration” (T.Y. Chang, Chia-Hao Lee, and Ken Hung) Applied Economics Letters, 19, 1123-1127, 2012. (SSCI)

  8.“Is Product of Two Convex Functions Necessarily Convex? A Case of the MRP Curve” (Chin Wei Yang, Hui Wen Cheng, Ken Hung, Paul R. Woodburne, Paul Kim) Theoretical Economics Letters, 2012, 2, 511-516.

  9.“Nonlinear Adjustment to Purchasing Power Parity for Germany’s Real Exchange Rate Relative to its Major Trading Partners” (Tsangyao Chang, Hsu-Ling Chang, Ken hung, and Chi-Wei Su) Applied Economics Letters, 19, 197–202, 2012. (SSCI)

  10.“Index Options and Informativeness of the Underlying Stocks’ Prices: An Empirical Study” Journal of Financial Studies, Vol. 19, No. 4, December 2011, Page 119 – 139. (TSSCI)

  11.“Revisiting Rational Bubbles in the G-7 Stock Markets Using the Fourier Unit Root Test and the Nonparametric Rank Test for Cointegration” Mathematics and Computers in Simulation, Vol. 82, 2011, Page 346 – 357. (SCI)

  12.“Nonlinear Integer Programming Transportation Models: An Alternative Solution” Advances in Management & Applied Economics, Vol. 1, No. 3, 2011, Page 31 – 57. (EconLit)

  13.“Stability of Rents and Returns as a Source of Internal Financing: Evidence from Appalachian Coal Producers” (C. W. Yang, Ken Hung) Accounting and Taxation, Volume 2, Number 1, 33-46, 2010.

  14.“The Effects of Lump Sum, Profit and Property Taxes on Regulated Monopolies” (Ken Hung, Chin-Wei Yang, John Anthony Fox) International Journal of Economics, Volume 4, Number 2, 311-322, 2010. (EconLit)

  15.“The Effect of Net Buying Pressure on Implied Volatility: Empirical Study on Taiwan’s Options Market” (Chang-Wen Duan, Ken Hung) International Review of Accounting, Banking and Finance, Vol. 2, No. 2, 51-84, 2010.

  16.“The Impact of Integrated Tax System on the Capital Structure and Effective Tax Rates of Firms in Taiwan” (Ken Hung, Philip S. Russel, Yin-Chou Chao) Advances in Financial Planning and Forecasting, Volume 4, 1-24, 2010. (FLI)

  17.“Mean Reversion in G-7 Stock Prices: Further Evidence from a Panel Stationary Test with Multiple Structural Breaks" (Yang-Cheng Lu, Tsangyao Chang, Ken Hung, Wen-Chi Liu) Mathematics and Computers in Simulation, Volume 80, Issue 10, 2019-2025, 2010. (SCI)

  18.“The Le Chatelier Principle in the Markowitz Quadratic Programming Investment Model: A Case of World Equity Fund Market” (Chin W. Yang, Ken Hung, Jing Cui) Handbook of Quantitative Finance and Risk Management, Springer Science, pp. 235-245, 2010.

  19.“A Generalized Markowitz Portfolio Selection Model with Higher Moments” (Chin W. Yang, Ken Hung) International Review of Accounting, Banking and Finance, Vol. 2, No. 1, 1-7, 2010.

  20.“The Asymmetric Impact of Financial Intermediaries Development on Economic Growth” (C.C. Nieh, Ya-Kai Chang, Philip Russel, Ken Hung) International Journal of Finance, Volume 21, Number 2, pp. 6035-6079, 2009. (FLI)

  21.“Optimization of Multi-Currency Holdings for Multinational Corporation” (Ken Hung, Yu-Ching Ho) The Journal of American Academy of Business, Vol. 15, Num. 1, 110-117, September 2009.

  22.“A Note on the Lump Sum Tax of the Rate-of-Return Regulated Monopoly Model: (Chin Wei Yang, Ken Hung, John A. Fox) International Review of Accounting, Banking and Finance, Vol. 1, No. 2, 57-64, July 2009.

  23.“The Comparison Forecasting Ability on Default Risk using Z-score and improved KMV Approach” (Chang-Wen Duan, Ken Hung), Quarterly Journal of Finance, Volume 5, Issue 1, 85-111, 2009. ( The Official Journal of Chinese Finance Association )

  24.“Is Volatility Priced?” (Yueh-Neng Lin, Ken Hung) Annals of Economics and Finance, 9-1, 39-75, 2008. (EconLit, SSCI)

  25.“A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles” (Paul Kim, Chin W. Yang, Cindy Peng, Ken Hung) The Advances in Quantitative Analysis of Finance and Accounting, Vol 6, 15-26, 2008. (FLI)

  26.“The Rent-Minimizing Spatial Equilibrium Model with Pollution Taxes on Coal” (Chin W. Yang, Ken Hung), Review of Business Research, Vol VI, No. 5, 1-8, 2006.

  27.“Rating, Credit Spread, and Pricing Risky Debt: Empirical Study in Taiwan’s Security Market” (Ken Hung, Chang-Wen Duan, Chin W. Yang), Annals of Economics and Finance, page 401-420, 2006. (EconLit, SSCI)

  28.“Valuation of Timing Option in Futures Contracts and Convenience Yields” (Chang-Wen Duan, Ken Hung, Qiwen Wang), Quarterly Journal of Finance, page 24-53, July 2006. ( The Official Journal of Chinese Finance Association )

 

教学经验:

  摩根州立大学 会计与金融学院 助教授/副教授

  西华盛顿大学 金融、市场管理及决策学学院 副教授

  美国德克萨斯A&M国际大学 国际银行及金融研究学院分院 教授和主席

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