All Stories

  1. HURRICANE RISK MANAGEMENT WITH CLIMATE AND CO2 INDICES

    Article • Journal of Risk & Insurance, October 2016, Wiley

    Min-Teh Yu

  2. Bank Contingent Capital: Valuation and the Role of Market Discipline

    Article • Journal of Financial Services Research, August 2016, Springer Science + Business Media

    Min-Teh Yu

  3. Empirical finance of financial institutions and market behavior

    Article • International Review of Economics & Finance, May 2016, Elsevier

    Min-Teh Yu

  4. Systemic risk, financial markets, and performance of financial institutions

    Article • Annals of Operations Research, February 2016, Springer Science + Business Media

    Min-Teh Yu

  5. A Comparative Analysis of Accounting-Based Valuation Models

    Article • Journal of Accounting Auditing & Finance, January 2016, SAGE Publications

    Min-Teh Yu

  6. Generalized optimal wavelet decomposing algorithm for big financial data

    Article • International Journal of Production Economics, July 2015, Elsevier

    Min-Teh Yu

  7. Financial Transaction Tax: Policy Analytics Based on Optimal Trading

    Article • Computational Economics, November 2014, Springer Science + Business Media

    Min-Teh Yu

  8. High frequency trading, liquidity, and execution cost

    Article • Annals of Operations Research, April 2013, Springer Science + Business Media

    Min-Teh Yu

  9. A fractional cointegration approach to testing the Ohlson accounting based valuation model

    Article • Review of Quantitative Finance and Accounting, October 2012, Springer Science + Business Media

    Min-Teh Yu

  10. Valuation of Catastrophe Equity Puts With Markov-Modulated Poisson Processes

    Article • Journal of Risk & Insurance, October 2010, Wiley

    Min-Teh Yu

  11. Catastrophic Losses and Alternative Risk Transfer Instruments

    Article • January 2010, Springer Science + Business Media

    Min-Teh Yu

  12. Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan

    Article • Quantitative Finance, February 2009, Taylor & Francis

    Min-Teh Yu

  13. Valuation of catastrophe reinsurance with catastrophe bonds

    Article • Insurance Mathematics and Economics, September 2007, Elsevier

    Min-Teh Yu

  14. Premium setting and bank behavior in a voluntary deposit insurance scheme

    Article • Review of Quantitative Finance and Accounting, July 2007, Springer Science + Business Media

    Min-Teh Yu

  15. Valuation and Hedging of Differential Swaps

    Article • Journal of Futures Markets, January 2002, Wiley

    Min-Teh Yu

  16. Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach

    Article • Journal of Risk & Insurance, December 1996, JSTOR

    Min-Teh Yu

  17. Measuring fair capital adequacy holdings for banks: The case of Taiwan

    Article • Global Finance Journal, September 1996, Elsevier

    Min-Teh Yu

  18. How much did US taxpayers truly lose in the last few years of the S&L mess.

    Article • Journal of Banking & Finance, November 1995, Elsevier

    Professor Edward James Kane, Min-Teh Yu

  19. Assessing the cost of Taiwan's deposit insurance

    Article • Pacific-Basin Finance Journal, May 1995, Elsevier

    Min-Teh Yu

  20. Forbearance and Pricing Deposit Insurance in a Multiperiod Framework

    Article • Journal of Risk & Insurance, December 1994, JSTOR

    Min-Teh Yu

  21. Assessing the cost of Taiwan's deposit insurance

    Article • Pacific-Basin Finance Journal, March 1994, Elsevier

    Min-Teh Yu

  22. Analytic Approximations for Generalized Asian Options

    Article • SSRN Electronic Journal, Elsevier

    Min-Teh Yu

  23. High Frequency Trading, Liquidity, and Price Impact

    Article • SSRN Electronic Journal, Elsevier

    Min-Teh Yu

  24. The valuation of a Euro-Convertible Bond

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Min-Teh Yu