李汉星
姓名 李汉星
职称 副教授
学历 美国罗格斯大学财务博士
专长 信用风险、资产定价实证研究、投资分析
课程 投资学 期货与选择权 统计学
联络电话 03-5712121 Ext. 57076
传真 03-5729915
电子邮件
办公室 管理一馆M-419室
国家 学校名称 系所 学位 期间
U.S.A. Rutgers, The State University of New Jersey Finance Ph.D. 2003.09 ~ 2007.06
U.S.A. Rutgers, The State University of New Jersey Quantitative Finance Master 2002.09 ~ 2003.08
中华民国 东海大学 工业工程学系 硕士 1996.09 ~ 1998.06
中华民国 国立清华大学 数学系 学士 1992.09 ~ 1996.06
服务机关名称 单位 职务 期间
国立交通大学 管理学院财务金融专班 组长 2013.08 ~ 迄今
国立交通大学 资讯管理与财务金融学系/财务金融研究所 副教授 2012.08 ~ 迄今
国立交通大学 资讯与财金管理学系/财务金融研究所 助理教授 2007.08 ~ 2012.07
Rutgers University Finance Instructor 2005.01 ~ 2007.06
2007年07月 Rutgers University Teaching Assistant 2004.09 ~ 2004.12
Rutgers University Research Assistant 2003.09 ~ 2004.05
矽统科技股份有限公司 综合产品事业部 产销工程师 2000.11 ~ 2002.06
年度 论文名称
2019 Han-Hsing Lee, Distress Risk, Product Market Competition, and Corporate Bond Yield Spreads, Review of Quantitative Finance and Accounting, 2019
2016 Han-Hsing Lee, Kuanyu Shih, Kehluh Wang, Measuring sovereign credit risk using a structural model approach, Review of Quantitative Finance and Accounting, 2016
2014 Wan-Chien Chiu, Han-Hsing Lee, Chih-Wei Wang, Have Domestic Institutional Investors Become as Market Savvy as Foreign Investors? Evidence from the Taiwan Options Market., Journal of Derivatives, vol. 21, 4, pp. 63-81, 2014
2013 Che-Min Chen, Han-Hsing Lee, Default Risk, Liquidity Risk and Equity Returns: Evidence from Taiwan Market, Emerging Markets Finance and Trade, vol. 49, 1, pp. 101-129, Jan. 2013
2013 H. H. Huang, H. H. Lee, Product Market Competition and Credit Risk, Journal of Banking and Finance, vol. 37, 2, pp. 324-340, 2013
2012 Han-Hsing Lee, Chun-Hsuan Tseng, Optimal Capital Structure Model under the CEV Process, Advances of Quantitative Analysis of Finance and Accounting, vol. 11, pp. 55-86, Dec. 2013
2012 Huimin Chung, Han-Hsing Lee, Pei-Chun Tsai, Are Green Fund Investors Really Socially Responsible?, Review of Pacific Basin Financial Markets and Policies, vol. 15, 4, pp. 1250023-1-1250023-25, Dec. 2012
2011 San-Lin Chung, Weifeng Hung, Han-Hsing Lee, Pai-Ta Shih, On the rate of convergence of binomial Greeks, Journal of Futures Markets, vol. 31, 6, pp. 562-597, Jun. 2011
2011 张森林、屈诚铭、李汉星、叶宗颖, 控制变量法运用于蒙地卡罗模拟法计算选择权价格, 期货与选择权学刊, vol. 4, 1, pp. 35-68, May. 2011
2010 Chen, S. S., C. F. Lee and H. H. Lee, Alternative Methods to Determine Optimal Capital Structure: Theory and Application, Handbook of Quantitative Finance and Risk Management, pp. 993-952, 2010
2009 Han-Hsing Lee, Ren-Raw Chen, Cheng-Few Lee , Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence , International Journal of Information Technology and Decision Making, vol. 8, 4, pp. 629-675, Dec. 2009
2009 Ren-Raw Chen, Cheng-Few Lee, Han-Hsing Lee , Empirical Performance of the Constant Elasticity Variance Option Pricing Model , Review of Pacific Basin Financial Markets and Policies , vol. 12, 2, pp. 177-217, Jun. 2009
年度 论文名称
2018 Mu-Nan Huang, Han-Hsing Lee and Kun-Feng Lin, Inter-Industry Network Risk and Default Prediction, 2018
2013 Hou-Jen Chao, Han-Hsing Lee, Investor Sentiment and Market's Reaction to Federal Reserve Monetary Policy– A Revisit, 2013
2012 Han-Hsing Lee, Che-Ming Lin, Industry Effect, Credit Contagion and Bankruptcy Prediction, 20th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, 会议论文, Sep. 01, 2012, New Brunswick, New Jersey, USA
2012 Kehluh Wang, Han-Hsing Lee, Kuanyu Shih, Measuring Sovereign Credit Risk Using Barrier Option Approach, EUROCONFERENCE 2012, Global Economic and Financial System:Crisis or Change?, 会议论文, Jul. 01, 2012, Portorož, Slovenija
2011 H. H. Huang, Han-Hsing Lee, Product Market Competition and Credit Risk, 19th Conference on the Theories and Practice of Securities and Financial Markets (SFM), 会议论文, 2011
2010 W. C. Chiu, Han-Hsing Lee, C. W. Wang, Have Domestic Institutional Investors Become As Market Savvy As Foreign Investors? Evidence from Taiwan Options Market , 18th Conference on the Theories and Practice of Securities and Financial Markets, 会议论文, 2010
2009 Han-Hsing Lee, Default Prediction of Alternative Structural Credit Risk Models and Implications of Default Boundaries, 2009 Annual Meeting, Financial Management Association, 会议论文, 2009
2008 Han-Hsing Lee , Alternative Methods to Determine Optimal Capital Structure: Theory and Application , 数量财务研讨会, 会议论文, 2008
2008 Han-Hsing Lee , Default Prediction of Alternative Structural Credit Risk Models and Implications of Default Barriers, 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management, 会议论文, 2008
2006 Han-Hsing Lee , An Empirical Comparison of the Constant Elasticity Variance and Alternative Option Pricing Models , 14th Annual Conference on Pacific Basin Finance, Economics, and Accounting, 会议论文, 2006
年度 书名
2010 Handbook of Quantitative Finance and Risk Management, Alternative Methods to Determine Optimal Capital Structure: Theory and Application, Springer, 978-0387771168, Jan. 1970
年度 参与人 计画类别 计画名称 职称/担任之工作 补助/委讬或合作机构
2007 研究计画 不同结构信用风险模型之违约预测实证分析 计画主持人 科技部
2008 研究计画 常数弹性变异数过程与其应用 计画主持人 科技部
2009 研究计画 交易对手风险,信用传染与财务危机预测 计画主持人 科技部
2010 研究计画 具有交易干扰之结构型信用风险模型的设定分析 共同主持人 科技部
2010 研究计画 常数弹性变异数过程下考量破产程序的资本结构模型与实证分析 计画主持人 科技部
2011 研究计画 产品市场竞争对破产预测与信用传染之影响 计画主持人 科技部
2012 研究计画 财务危机、相关性风险与高阶动差权益风险 计画主持人 科技部
2013 研究计画 产业关联风险、财务危机与公司债收益率价差 计画主持人 科技部
2014 研究计画 供应链联系与产业间风险–报酬率预测性与信用风险之探究 计画主持人 科技部
2015 研究计画 以选择权隐含讯息分析股票期望报酬与违约风险之关联 计画主持人 科技部
2016 研究计画 选择权资讯内涵与权益报酬 计画主持人 科技部
2018 研究计画 剖析破产风险异常现象 计画主持人 科技部
2020 研究计画 产业与产品市场网络对信用风险的影响 计画主持人 科技部
年度 类别 奖项名称 颁奖单位
2022 校外荣誉 第13届证券暨期货金椽奖研究建言类佳作 财团法人中华民国证券暨期货市场发展基金会
2021 校内荣誉 109学年度优良教学奖
2012 校内荣誉 100学年度绩优导师