張嘉倩 教授
- 系所：金融資訊系
- 研發領域：管理及行政,財務金融
- 標籤： 財務管理
- 專長： 風險管理,資產證券化,財務工程,抵押貸款保險
- 學歷：
東吳大學經濟系學士
國立高雄第一科技大學財務管理所碩士
國立中山大學財務管理系博士
- 經歷：
政治大學風險與保險研究中心 研究員 2012.10 ~ 迄今
樹德科技大學 金融與風險管理系 兼任講師 2008.08 ~ 2009.01
靜宜大學 財務金融系 兼任講師 2008.08 ~ 2009.01
台南科技大學 財務金融系 兼任講師 2005.06 ~ 2007.07
- 電話：(07)381-4526#16373
- 傳真：(07)383-1544
1
大盤多空區間與多空最佳均線之研究:布林通道與基因演算法之實證Exploring Bull-Bear Market and Optimal Moving Averages : An Empirical Study in Bollinger Bands and Genetic Algorithms
2
歐債危機和新冠肺炎期間對台灣金融控股公司的經營績效之影響Taiwan Financial Holding Company Performance During the European Debt Crisis and COVID-19 Crisis
3
黑天鵝事件期間黃金、原油與台灣股市之關聯性The Relationship among Gold, Crude Oil, and Taiwan Stock Market during the Black Swan Event
4
考量市場情緒指標與不確定性指數之台指選擇權避險績效The Hedging Performances of TAIEX Options with Sentiment Indicators and Uncertainty
5
考量公司社會責任與產業屬性之股票配置 績效分析The Performances Analysis of Stock Allocation with Considering Corporate Social Responsibility and Industry Characteristics
6
考量企業社會責任與公司規模之股票資產配置績效The Performances of Stock Portfolio with Considering Corporate Social Responsibility and Firm Size
7
寬鬆貨幣政策與新冠肺炎下經濟政策不確定對匯率之影響The Impact of Economic Policy Uncertainty on Exchange Rate under Easing Monetary Policy and COVID-19 Epidemic
8
新冠肺炎疫情下企業社會責任對公司績效之影響The Impact of Corporate Social Responsibility on Firm Performances under the COVID-19 Epidemic
9
黑天鵝事件下經濟政策不確定對原油之影響The Impact of Economic Policy Uncertainty on Crude Oil under the Black Swan Event
10
考量ESG之選股投資績效Investment Performances for Stock Selection with Considering ESG
11
考量黑天鵝事件下經濟政策不確定指數對黃金之影響Considering the Impact of Economic Policy Uncertainty on Gold under the Black Swan Event
12
危機期間企業社會責任對信用風險之影響-以台灣電子產業為例The Impact of Corporate Social Responsibility on Default Risk during Crisis Periods: Evidence from Taiwan Electronics Industry
13
美國股價指數與經濟政策不確定性指數之關係The Relationship between the US Stock Price Index and Economic Policy Uncertainty Index
14
考量企業社會責任之投資組合績效 － 以台灣上市櫃公司為例Portfolio Performances with Considering the Corporate Social Responsibility: Evidence from Listed Companies in Taiwan
15
智慧型投資策略－以台灣上市櫃公司為例Smart Beta Investing – Evidence from Listed Company in Taiwan
16
企業社會責任對臺灣大型企業股價之影響The effect of corporate social responsibility on the stock prices of large companies in Taiwan
17
考量投資人情緒與氣候因素之避險績效— 以台指週選擇權為例The Hedging Performances with Investor Sentiments and Weather Factors-Evidence from TAIEX Weekly Options
18
美國股價指數、VIX指數與經濟政策不確定性之關聯性The Relationships among the US Stock Index, VIX Index, and Economic Policy Uncertainty
19
企業社會責任對台灣中堅企業股價之影響The Impact of Corporate Social Responsibility on the Stock Prices of Taiwan's Medium-Sized Firms
20
債券收益率與經濟不確定性指數之關聯性The Relationship between Bond Yield and Economic Policy Uncertainty Index
21
企業社會責任對台灣銀行產業股價之影響The Effect of Corporate Social Responsibility on Bank’s Stock Price in Taiwan
22
Google 搜尋趨勢與印度匯率市場之關係Google Search Trends and Exchange Rate Volatility-Evidence from India’s Currency Market
23
應用機器學習於選擇權定價預測-以台灣選擇權市場為例Prediction of Option Price Using Machine Learning-Evidence from the Taiwan Options Market
24
考量經濟政策不確定性指數下匯率選擇權之避險績效Hedging Performance Of Currency Option With Considering The EPU Index
25
匯率與經濟政策不確定性指數之關係The Relationship between the Exchange Rate and Economic Policy Uncertainty Index
26
機器學習之Smart Beta投資－以台灣上市公司為例Smart Beta Investment with Machine Learning – Evidence from Listed Company in Taiwan
27
原油與經濟政策不確定性指數之關係The Relationship between the Oil and Economic Policy Uncertainty Index
28
指數型基金追蹤績效分析--以陸股ETF為例Tracking Performance Analysis of Index Funds -- Evidence from China ETF
29
黃金與經濟政策不確定性指數之關係The Relationship between Gold and Economic Policy Uncertainty Index
30
投資人關注度與股票市場之關係 –以台灣半導體產業為例The Relationship between Investor Attention and Stock Market-Evidence from Taiwan’s Semiconductor Industry
31
黃金與台灣股票市場之關係The Relationship between Gold and Taiwan Stock Market
32
Empirical Analysis of Backwardations strategy of Taiwan Index Futures
33
Z-Score模型財務危機之預測能力 —以台灣建築營造業為例The Crisis Warning Prediction of Z-score Model: Evidence from Construction Industry in Taiwan
34
台灣直轄市房價指數之實證研究The Empirical Study of Housing Price Index in Taiwan's Municipalities
35
海外共同基金投資策略之績效研究A Study on Return of Overseas Mutual Fund Investment Approaches
36
台灣股價指數期貨逆價差策略之實證分析Empirical Analysis of Backwardations strategy of Taiwan Index Futures
37
應用Google Trends搜索匯率關鍵字之避險績效 -以印度外匯選擇權市場為例Hedging Performance of Applying Google Trends to Search Exchange Rate Keywords-Evidence from the Indian Forex Options Market
38
考量Google Trends匯率選擇權模型之Delta避險 -以印度選擇權市場為例Delta Hedging of The Exchange Rate Option Models with Considering Google Trends – Evidence from India Option Market
39
信用風險與流動性風險關係-以台灣銀行業為例The Relationship between Liquidity Risk and Credit Risk: Evidence from Taiwanese Banks
40
信用風險之外溢效果-以台灣上市櫃公司為例Spillover Effect of Credit Risk-Empirical Evidence from Listing Companies in Taiwan
41
台灣加權股價指數與匯率關聯性之探討The Relationships among Taiwan Stock Index and Exchange Rates
42
Z-Score模型財務危機之預測能力 —以臺灣電子產業為例The Financial Distress Prediction of Z-Score Model: An Empirical Investigation of Electronic Industry in Taiwan
43
財務預警模型之研究—以台灣電子產業為例A Study of Financial Early-Warning Models– Evidence from Electronic Industries in Taiwan
44
匯率、原油與黃金關係之研究A Study on Relationship among Currency Rate, Oil Prices and Gold Prices
45
考量景氣循環之智慧型投資策略Smart Beta Investment Considering Business Cycle