王若愚<br>Wang, Jo-Yu
姓名 王若愚
Wang, Jo-Yu
現任 國立虎尾科技大學財務金融系專任助理教授
學歷 英國南安普敦大學財務博士
經歷 虎尾科技大學財務金融系助理教授
專長

財務管理 財務報表分析 金融大數據分析 金融風險管理

金融機構公司治理

教學課程 金融機構管理、金融風險管理、金融市場
聯絡電話 05-6313182
電子郵件

期刊論文

1.

Wang, J. Y., Y. C. Wu, W. L. Wu, M. J. Yang (2017). "How to Manage Long-term Financial Self-sufficiency of National Catastrophe Insurance Fund? The Feasibility of Three Bailout Programs. European Financial Management, 23, no.5, 951-974. (SSCI, 科技部財務領域A-Tier 2)

2.

王若愚,張呈徽,李仁燿,林啟淵 (2015).調配機制對於毛豬價格波動性之影響. 農業經濟叢刊,第20卷,第2期,89-119. (TSSCI)。

3.

Chiang, Min-Hsien and Jo-Yu Wang, (2008) Regime switching cointegration tests for the Asian stock index futures, Applied Economics, 40, pp.285–293. (SSCI)

國際研討會論文

1.

Wang, J. Y. (2018).Value at Risk based on Skewed distributions: evidence from Asian equity market, 2018 Multinational Finance Society (MFS) 25th Annual Meeting, Budapest, Hungary

2.

Cong, Duc Tean and J. Y. Wang. (2017) Risk Management and VaR with Application on ASIAN Market. The 4th International Conference on Finance and Economics (ICFE), Ho Chi Minh City, Vietnam.

3.

Wang, J. Y. (2017). Identification of Tail Distribution and Value-at-Risk to Equity and Futures Index Returns, 24th Annual Conference of the Multinational Finance Society (MFS), June, 2017, Bucharest, Romania. (Best Young Researcher Award)

4.

Yang, M. J., Y.C. Wu, J. Y. Wang, and W.L. Wu. (2016). The Effectiveness of Asset, Liability, and Equity Hedging Against the Catastrophe Risk: the Cases of Winter Storms in North America and Europe. 2016 Annual Meeting of European Financial Management Association (EFMA). Basel, Switzerland.

5.

Wang, J. Y. and Y.C. Wu (2016). The study on self-sufficient catastrophe bailout programs. 2016 Annual Meeting of European Financial Management Association (EFMA). Basel, Switzerland.

6.

Wang, J. Y. and T. Choudhry (2015).Value at risk based on Extreme Value Theory: Evidence from Asian and Latin American Emerging Markets. The 2nd International Conference on Finance and Economics (ICFE 2015). Ho Chi Minh City, Vietnam.