2

Pricing Convertible Bonds Subject to Default Risk

Hung, Mao-Wei, Wang, Jr-Yan
Journal:
The Journal of Derivatives
Year:
2002
Language:
english
File:
PDF, 586 KB
english, 2002
3

Tight bounds on American option prices

San-Lin Chung, Mao-Wei Hung, Jr-Yan Wang
Journal:
Journal of Banking & Finance
Year:
2010
Language:
english
File:
PDF, 391 KB
english, 2010
5

Rainbow trend options: valuation and applications

Wang, Jr-Yan, Wang, Hsiao-Chuan, Ko, Yi-Chen, Hung, Mao-Wei
Journal:
Review of Derivatives Research
Year:
2017
Language:
english
File:
PDF, 2.75 MB
english, 2017
7

Loan covenants and corporate debt policy under bank regulations

Andrew H. Chen, Mao-Wei Hung, Sumon C. Mazumdar
Journal:
Journal of Banking & Finance
Year:
1995
Language:
english
File:
PDF, 929 KB
english, 1995
8

Optimal asset allocation for DC pension plans under inflation

Nan-wei Han, Mao-wei Hung
Journal:
Insurance: Mathematics and Economics
Year:
2012
Language:
english
File:
PDF, 402 KB
english, 2012
9

Short-Run and Long-Run Persistence in Mutual Funds

Jan, Yin-Ching, Hung, Mao-Wei
Journal:
The Journal of Investing
Year:
2004
Language:
english
File:
PDF, 64 KB
english, 2004
10

A generalization of Rubinstein's “Pay now, choose later”

Jia-Hau Guo, Mao-Wei Hung
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 441 KB
english, 2008
13

Estimated inflation rate, consumption and portfolio decision

Nan-Wei Han, Mao-Wei Hung
Journal:
Economics Letters
Year:
2006
Language:
english
File:
PDF, 123 KB
english, 2006
14

MARKET SEGMENTATION AND NOISE TRADER RISK

ERRUNZA, VIHANG, HOGAN, KED, HUNG, MAO-WEI
Journal:
International Journal of Theoretical and Applied Finance
Year:
2000
Language:
english
File:
PDF, 375 KB
english, 2000
15

The Interaction between Nonexpected Utility and Asymmetric Market Fundamentals

Mao-Wei Hung
Journal:
The Journal of Finance
Year:
1994
Language:
english
File:
PDF, 515 KB
english, 1994
16

Pricing foreign equity options under Lévy processes

Shian-Chang Huang, Mao-Wei Hung
Journal:
Journal of Futures Markets
Year:
2005
Language:
english
File:
PDF, 262 KB
english, 2005
18

Regulations, lender identity and bank loan pricing

Andrew H. Chen, Sumon C. Mazumdar, Mao-wei Hung
Journal:
Pacific-Basin Finance Journal
Year:
1996
Language:
english
File:
PDF, 720 KB
english, 1996
21

Asset Prices Under Prospect Theory and Habit Formation

Hung, Mao-Wei, Wang, Jr-Yan
Journal:
Review of Pacific Basin Financial Markets and Policies
Year:
2005
Language:
english
File:
PDF, 1.46 MB
english, 2005
23

Managerial personal diversification and portfolio equity incentives

Mao-Wei Hung, Yu-Jane Liu, Chia-Fen Tsai
Journal:
Journal of Corporate Finance
Year:
2012
Language:
english
File:
PDF, 357 KB
english, 2012
25

The importance of stock liquidity on option pricing

Feng, Shih-Ping, Hung, Mao-Wei, Wang, Yaw-Huei
Journal:
International Review of Economics & Finance
Year:
2016
Language:
english
File:
PDF, 326 KB
english, 2016
28

Trade, R&D spending and financial development

Chang *, Yuanchen, Hung, Mao-Wei, Lu, Chiuling
Journal:
Applied Financial Economics
Year:
2005
Language:
english
File:
PDF, 165 KB
english, 2005
30

A heterogeneous model of disposition effect

Hung, Mao-Wei, Yu, Hsiao-Yuan
Journal:
Applied Economics
Year:
2006
Language:
english
File:
PDF, 188 KB
english, 2006
40

Pacific Basin stock markets and international capital asset pricing

Yin-Ching Jan, Peter Shyan-Rong Chou, Mao-Wei Hung
Journal:
Global Finance Journal
Year:
2000
Language:
english
File:
PDF, 120 KB
english, 2000
41

A general model for short-term interest rates

Chung, Ching-Fan, Hung, Mao-Wei
Journal:
Applied Economics
Year:
2000
Language:
english
File:
PDF, 318 KB
english, 2000
42

Valuation of vulnerable American options with correlated credit risk

Lung-Fu Chang, Mao-Wei Hung
Journal:
Review of Derivatives Research
Year:
2006
Language:
english
File:
PDF, 451 KB
english, 2006
46

Sharpe Timing Ratio

Hung, Mao-Wei, Jan, Yin-Ching
Journal:
The Journal of Investing
Year:
2005
Language:
english
File:
PDF, 129 KB
english, 2005