師資陣容

郭維裕

郭維裕

教授

國際經營與貿易學系

  • 分機
    29393091 #81244
  • E-Mail
    wkuo@nccu.edu.tw
  • 研究專長
    財務管理、財務經濟學

學歷

  • 英國劍橋大學經濟學系博士
  • 英國劍橋大學經濟學系碩士
  • 國立臺灣大學商學系碩士
  • 國立臺灣大學土木工程(學)系學士

個人著作

  • Hsiao-Tzu Huang;Ko-Lun Kung*;Wei-Yu Kuo;Chenghsien Tsai, 2016.12, 'A Curve-Fitting Approach to Modeling and Projecting Global Mortality Rates, ' 經濟論文, Vol.44, No.4, pp.537-578.(TSSCI)(*為通訊作者)
  • Utpal Bhattacharya*;Wei-Yu Kuo;Tse-Chun Lin;Jing Zhao, 2016.11, 'Do Superstitious Traders Lose Money?, ' Management Science, pp.xxx.(SSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • 郭維裕*;李淯靖;陳致綱;林建秀, 2015.12, '台灣產業指數的外溢效果, ' 經濟論文叢刊, Vol.43, No.4, pp.407-442.(TSSCI)(*為通訊作者)
  • Wei-Yu Kuo;Tse-Chun Lin*;Jing Zhao, 2015.03, 'Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering, ' Review of Financial Studies, Vol.28, No.3, pp.838-875.(SSCI)(*為通訊作者)
  • 郭維裕*;林則君, 2013.09, 'Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market, ' Journal of Banking and Finance, Vol.37, pp.3548-3561.(SSCI)(*為通訊作者)
  • 郭維裕;陳鴻隆*;陳威光, 2013.07, '選擇權市場效率性檢定:隱含波動率成對交易檢定法, ' 管理與系統, Vol.20, No.3, pp.425-458.(TSSCI)(*為通訊作者)
  • 郭維裕*, 2013.06, '全球隱含波動度指數之共動性, ' 風險管理學報, Vol.第十五卷, No.第一期, pp.31-56.(*為通訊作者)
  • 陳威光*;郭維裕;黃瑋能;王朝生, 2013.06, '波動度選擇權的隱含波動度, ' 風險管理學報, Vol.15, No.1, pp.3-27.(*為通訊作者)
  • Kuo, Wei-Yu*;Tse-Chun Lin, 2013, 'Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market, ' Journal of Banking and Finance, Vol.37, pp.3548-3561.(SSCI)(*為通訊作者)
  • 郭維裕*;李淯靖, 2011.11, 'Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets, ' International Review of Finance, Vol.11, No.4, pp.417-444.(*為通訊作者)
  • 郭維裕*;陳鴻隆;陳威光, 2011.06, '選擇權市場效率性檢定:隱含波動率成對交易檢定法, ' 管理與系統,.(TSSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • 詹芳書*;郭維裕;蔡政憲, 2010.05, 'An Application of the Residual Income Valuation Model to Track the Variation of Stock Prices of Insurance Companies, ' 風險管理學報, Vol.12, No.1, pp.33-51.(*為通訊作者)
  • 蔡政憲*;郭維裕;江彌修, 2009.12, 'The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios, ' Journal of Risk and Insurance, Vol.76, No.4, pp.909-931.(SSCI)(*為通訊作者)
  • 郭維裕*;李淯靖;林信助, 2009.12, '台灣上市產業指數之權益存續期間及其結構性變化, ' 經濟論文, Vol.37, No.4, pp.457-493.(TSSCI)(*為通訊作者)
  • 郭維裕*;陳威光;陳鴻隆;林信助, 2009.11, '動態隱含波動度模型:以台指選擇權為例, ' 期貨與選擇權學刋, Vol.2, No.2, pp.47-88.(*為通訊作者)
  • 郭維裕*;李愷莉, 2006.12, '台灣共同基金短期績效持續性的研究—以「漂移者—停駐者」模型為例, ' 經濟論文, Vol.34, No.4, pp.469-504.(TSSCI)(*為通訊作者)
  • 郭維裕, 2003.09, 'An Empirical Study on the Lapse Rate: The Cointegration Approach, ' Journal of Risk and Insurance,.
  • 郭維裕, 2003.07, '高科技產業股票之評價--實質選擇權評價法, ' 管理評論, Vol.21, No.3, pp.97-113.
  • 郭維裕;K.Hu, 2003.04, 'An Empirical Study on Informed Trading on the Taiwan Stock Exchange, ' 證券市場發展季刊, Vol.14, No.4, pp.39-74.(TSSCI)
  • 蔡政憲*;郭維裕;李孟倚, 2003.04, 'Value at Risk of Life Insurance Policy Reserves, ' Journal Financial Studies, Vol.11, No.1, pp.41-65.(TSSCI)(*為通訊作者)
  • 郭維裕;C.Tsai;W.Chen, 2003, 'An empirical study on early surrender: the cointegration approach, ' Journal of risk and insurance, Vol.70, No.3, pp.489-508.(SSCI)
  • 郭維裕;Tsai C.;M. Li, 2003, 'Value at risk of life insurance policy reserves, ' Journal of financial studies, Vol.11, No.1, pp.41-65.(TSSCI)
  • 郭維裕;Tsai.C;W.Chen, 2002.12, 'Early Surrender and the Distribution of Policy Reserves, ' Insurance: Mathematics and Economics, Vol.31, pp.429-445.(SCIE)
  • 郭維裕, 2002.09, '台灣地區股市''價'',''量''間非線性關係之探討--變動切換馬可夫轉換機率模型下之實證結果, ' 中山管理評論, Vol.10, No.3, pp.461-495.
  • 郭維裕;陳威光;林家帆, 2002, '以實質選擇權法評估高科技產業股價, ' 管理評論, Vol.21, No.3, pp.0.(TSSCI)
  • 郭維裕;董慧萍, 2002, '台灣股市非線性價量關係:TVTP Markov-Switching Model 之應用, ' 中山管理評論,2002 年秋季號, Vol.10, No.3, pp.461-495.(TSSCI)
  • 郭維裕;Tsai, C.,;W. Chen,, 2002, 'Surrender and the Distribution of Policy Reserves, Insurances, ' Mathematics and Economics, Vol.0, No.31, pp.429-445.(SSCI)
  • 郭維裕;S.E.Satchell, 2001, 'Global Equity Styles and Industry Effects: the Pre-eminence of Value Relative to Size, ' Journal of International Financial Markets, Institutions and Money, Vol.11, No.0, pp.1-28.
  • 郭維裕;Chan F. S.;C. Tsai, 2003, 'An application of the residual income valuation model to the price of insurance companies, ' The 7th annual conference of the Asia-pacific risk and insurance association, The 7th annual conference of the Asia-pacific risk and insurance association.
  • 郭維裕, 2002.05, 'Nonlinear Price-Volume Causality Between Stock and Warrant Markets in Taiwan, ' 2002年中華金融創新與財務工程學會研討會, 中華金融創新與財務工程學會.
  • 郭維裕, 1998.04, 'The Size Effect in the Japanese Stock Market: A Nonlinear Perspective, ' 1998 Annual Conference of the Royal Economics Society, the Royal Economics Sociey.
  • 郭維裕, 2010, '保險死亡率期限結構之共同因子分析與配適, ' 行政院國科會.
  • 郭維裕, 2009, '權益期限結構之估計與其結構性變化之研究, ' 行政院國科會.
  • 郭維裕, 2008, '解約失效率期限結構之研究, ' 行政院國科會.
  • 郭維裕, 2006, '變異數分解與貝它風險的來源, ' 行政院國科會.
  • 郭維裕, 2005, '交易機制對流動性之影響:以興櫃轉上市櫃公司為例, ' 行政院國科會.
  • 郭維裕, 2004, '台灣期貨市場之市場結構與市場品質, ' 行政院國科會.
  • 郭維裕, 2003, '市場情緒和基本面對短期股價可預測性之影響, ' 行政院國科會.
  • 郭維裕, 2001, '上櫃公司轉上市之事件研究─隨機係數模型應用, ' 行政院國科會.
  • 郭維裕, 2000, '漲跌停板限制下之股價行為之研究, ' 行政院國科會.
  • 郭維裕, 1999, '台灣股市非線性價量關係之研究, ' 行政院國科會.
  • 郭維裕, 1998.12, 'Some Exact Results for Moving Average Trading Rules with Applications to UK Indices, ' Advanced Trading Rules, Butterworth-Heinemann Ltd..

研究計畫

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