Orbit

 俞明德
兼任師資,榮譽退休教授
職稱 講座教授
姓名 俞明德
聯絡電話 03-5712121 Ext. 31883
電子郵件 mtyu@nctu.edu.tw
傳真 03-5729915
辦公室 管理一館M-404室
授課領域 財務風險管理
研究專長 金融機構管理
風險管理與保險
期貨與選擇權
學歷 PhD, Ohio State University
年度 論文名稱
2017 C. W Chang, E. M.-H. Lin, Y. Zhao, and M.T. Yu, Interconnectedness, Non-core Activities, and Systemic Risk in Insurance Sectors: Evidence from Taiwan, International Review of Economics and Finance, 44, (SSCI)
2017 E. M.-H. Lin, E. W. Sun, and M.T. Yu, Systemic Risk, Financial Markets, and Performance of Financial Institutions in Taiwan, Annals of Operation Research
2017 C. -C. Chang and M.T. Yu, Bank Contingent Capital: Valuation and Market Discipline, Journal of Financial Services Research, (SSCI)
2016 C-W Wang, S-W Tzang, and Min-Teh Yu, Systematic Risk and Volatility Skew, International Review of Economics and Finance, 43, pp72-87, (SSCI)
2016 T.-L Liao, H.-C. Sung and M.T. Yu, Advertising and Investor Recognition of Banking Firms: Evidence from Taiwan, Emerging Markets Finance and Trade, 52, 4, pp812-824, (SSCI)
2016 A. Y F Ho, C.-T. Huang, and Min- Teh Yu, Why Do Firms Issue SEOs and Increase Dividends Simultaneously? Evidence from U.S. Firms, Journal of Accounting, Auditing and Finance
2016 S.-C. Lee, C.-T. Lin, and M.T. Yu, A Comparative Analysis of Accounting Based Valuation Models, Journal of Accounting, Auditing and Finance
2016 C. -C. Chang, and M.T. Yu, Valuing Vulnerable Mortgage Insurance under Capital Forbearance, Journal of Real Estate Finance and Economics, (SSCI)
2016 C. -C. Chang and Min-Teh Yu, Catastrophe Risk Management with Climate and CO2 Indices, Journal of Risk and Insurance
2016 T.C. Chiang and M.T. Yu, Empirical Finance of Financial Institutions and Market Behavior, International Review of Economics and Finance, 43, pp1-2, (SSCI)
2015 E. Sun, T. Kruse and M.T. Yu, Financial Transaction Tax: Policy Analytics based on Optimal Trading, Computational Economics, 46, 1, pp103-141, (SSCI)
2015 Y.T. Chen, E. Sun and M.T. Yu, Improving Model Performance with Integrated Wavelet Denoising Method, Studies in Nonlinear Dynamics & Econometrics , 19, 4, pp445-467, (SSCI)
2015 Y.T. Chen, E. Sun, M.T. Yu, Generalized Optimal Wavelet Decomposing Algorithm for Big Financial Data, International Journal of Production Economics , 165, pp194-214, (Others)
2014 C.-L. Lo, A. Palmer and Min-Teh Yu, On Moment-Matching Approximations for Asian Options, Journal of Derivatives, 21, pp103-122, (SSCI)
2014 E. Sun, T. Kruse and Min-Teh Yu, High Frequency Trading, Liquidity, and Execution Cost, ANOR (Annals of Operation Research), 223, pp403-432, (SCI)
2013 SC Lee, CT Lin and Min-Teh Yu, A Fractional Cointegration Approach to Testing the Ohlson Accounting Based Valuation Model, Review of Quantitative Finance and Accounting, 41, 3, pp535-547, (Others)
2013 T.L. Liao and Min-Teh Yu, Price and Liquidity Effects of Switching Exchange Listings, Emerging Market Finance and Trade, 49, 3, pp20-34, (SSCI)
2013 Min-Teh Yu, Institutional characteristics and trading mechanisms of financial markets in East Asia, Emerging Market Finance and Trade, (SSCI)
2013 S.-C. Lee, C.-T. Lin and Min-Teh Yu, Book-to-Market Equity, Asset Correlations and the Basel Capital Requirements, Journal of Business Finance and Accounting, 40, pp991-1008, (SSCI)
2013 C.-L. Lo, J-P Lee and Min-Teh Yu, Valuation of Insurers' Contingent Capital with Counterparty Risk and Price Endogeneity, Journal of Banking and Finance, 37, pp5025-5035, (SSCI)
2011 Y.P. Shen, H. P. Tsai and Min-Teh Yu, Research Performance of Finance Departments in Taiwan: 2003-2008, Journal of Financial Studies, 19, 1, pp97-132, (TSSCI)
2011 S. K. Lin, C. C. Chang and Min-Teh Yu, Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes, Journal of Risk and Insurance, (SSCI)
2010 H.-L. Chuang and Min-Teh Yu, Pricing Unemployment Insurance - An Unemployment-Duration-Adjusted Approach, ASTIN Bulletin - The Journal of the International Actuarial Association, (SCI, SSCI)
2009 H. Chuang, S. Lee, Y. Chen and Min-Teh Yu, Estimating the Cost of Deposit Insurance with Stochastic Interest Rates: The Case of Taiwan, Quantitative Finance, (SSCI)
2008 L.C. Ho and Min-Teh Yu, Futures Margin Requirement - A Comparison of Value-at-Risk with Expected Shortfall Measures, Advances in Financial Planning and Forecasting, (Others)
2008 I.D. Kuo, C.H. Lin and Min-Teh Yu, Volatility Estimation and the Performance of Multifactor Term Structure Models for Pricing and Hedging Euribor Options, Review of Futures Markets, (Others)
2007 J. -P. Lee and Min-Teh Yu, Valuation of Catastrophe Reinsurance with Catastrophe Bonds, Insurance Mathematics and Economics, (SSCI)
2007 T. -F Chiang, E. -C. Wu and Min-Teh Yu, Premium Setting and Bank Behavior in a Voluntary Deposit Insurance Scheme, Review of Quantitative Finance and Accounting, (Others)
2006 林忠機、張傳章、俞明德、黃一仁, 具有隱含選擇權之海外可轉換公司債評價分析, Journal of Financial Studies, 14, 3, pp35-68, (TSSCI)
2006 C. -C. Chang, S. -L. Chung and Min-Teh Yu, Loan Guarantee Portfolios and Joint Loan Guarantees with Stochastic Interest Rates, Quarterly Review of Economics and Finance, (Others)
2006 P. -H. Chou, M. -C. Lin and Min-Teh Yu, Margins and Price Limits in Taiwan’s Stock Index Futures Market, Emerging Markets Finance and Trade,, (SSCI)
2006 C.-H. Chang, H.-C. Tien and Min-Teh Yu, Optimal Reset Ratio for Reset Options with Liquidity Cost, Journal of the Chinese Statistical Association, (Others)
2005 J. -C. Duan and Min-Teh Yu, Fair Insurance Guaranty Premia in the Presence of Risk-Based Capital Regulations, Stochastic Interest Rate and Catastrophe Risk, Journal of Banking and Finance, (SSCI)
2005 S. -C. Lee, J. -P. Lee and Min-Teh Yu, Bank Capital Forbearance and Valuation of Deposit Insurance, Canadian Journal of Administrative Sciences, (SSCI)
2005 T. -C. Lai and Min-Teh Yu, Capital Requirements for Financial Holdings Companies in Taiwan, Geneva Papers on Risk and Insurance, (Others)
2005 P. Chou, M. Lin and Min-Teh Yu, Risk Aversion and Price Limits in Futures Markets, Finance Research Letters, (SSCI)
2003 P. -H. Chou, M. -C. Lin and Min-Teh Yu, The Effectiveness of Coordinating Price Limits Across Futures and Spot Markets, Journal of Futures Markets, (SSCI)
2003 J. -P. Lee and Min-Teh Yu, Valuation of Pension Benefit Guarantees and Termination Conditions, Research in Finance, (Others)
2003 C. –G. Lin, C. –C. Chang and Min-Teh Yu, The Valuation of A Euro-Convertible Bond, Financial Engineering, Proceedings, (EI)
2002 C. -C. Chang, V. -S. Lai and Min-Teh Yu, Credit Enhancement and Loan Default Risk Premium, Canadian Journal of Administrative Sciences, (SSCI)
2002 C. Chang, S. Chung and Min-Teh Yu, Valuation and Hedging of Differential Swaps, Journal of Futures Markets, (SSCI)
2002 M. Dong, C. Chang, S. Chung and Min-Teh Yu, Pricing Currency Options Under CIR Interest Rates Process and Stochastic Volatility, 管理學報, (TSSCI)
2002 K. Hassan, V. Lai and Min-Teh Yu, Market Discipline of Canadian Banks’ Letters of Credit Activities: An Empirical Examination, Service Industries Journal, (SSCI)
2002 J. -P. Lee and Min-Teh Yu, Pricing Default-Risky CAT Bonds With Moral Hazard and Basis Risk, Journal of Risk and Insurance, (SSCI)
2000 C. Chen, C. Chang, S. Chung and Min-Teh Yu, Measuring the Normal Contribution Costs for Salary-related Corporate Sponsored Defined Benefit Pension Plans, 管理學報, (TSSCI)
2000 P. -H. Chou, M. -C. Lin and Min-Teh Yu, Price Limits, Margin Requirements and Default Risk, Journal of Futures Markets, (SSCI)
1999 J. -C. Duan and Min-Teh Yu, Capital Standard, Forbearance and Deposit Insurance Coverage Under GARCH, Journal of Banking and Finance, (SSCI)
1999 V. -S. Lai and Min-Teh Yu, An Accurate Analysis of Vulnerable Loan Guarantees, Research in Finance, (Others)
1998 J. H. McCulloch and Min-Teh Yu, Government Deposit Insurance and the Diamond-Dybvig Model, Geneva Papers on Risk and Insurance Theory, (SSCI)
1998 C. -C. Chang, M. -Y. Dong and Min-Teh Yu, Measuring Risk-Based Premium and Risk-Based Capital Requirement for Insurers, Advances in Financial Planning and Forecasting, (Others)
1996 C. Chang, J. Chang and Min-Teh Yu, Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach, Journal of Risk and Insurance, (SSCI)
1996 E. -J. Kane and Min-Teh Yu, Opportunity Costs of Capital Forbearance during the Final Years of the FSLIC Mess, Quarterly Review of Economics and Finance, (SSCI)
1995 E. -J. Kane and Min-Teh Yu, Measuring the True Profile of Taxpayer Losses in the S&L Insurance Mess, Journal of Banking and Finance, (SSCI)
1995 E. -J. Kane and Min-Teh Yu, Measuring the True Profile of Taxpayer Losses in the S&L Insurance Mess, Journal of Banking and Finance, (SSCI)
1995 E. -J. Kane and Min-Teh Yu, How Much Did Capital Forbearance Add to the Tab for the FSLIC Mess?, Bank Structure and Competition, (Others)
1994 J. Duan and Min-Teh Yu, Forbearance and Pricing Deposit Insurance In a Multiperiod Framework, Journal of Risk and Insurance, (SSCI)
1994 T. -M. Ho and Min-Teh Yu, Do Bank Runs Exist in the Diamond-Dybvig Model, Journal of Institutional and Theoretical Economics, (SSCI)
1994 J. Duan and Min-Teh Yu, Assessing the Cost of Taiwan's Deposit Insurance, Pacific-Basin Finance Journal, (Others)
1993 D. -Y. Hwang and Min-Teh Yu, Alternative Valuation of the Cost of Deposit Insurance: An Application of Option Pricing Model With Stochastic Volatility, NTU Management Review, (TSSCI)
國家 學校名稱 系所 學位
Ohio State University 博士
National Taiwan University 學士
服務機關名稱 單位 職務
國立交通大學 管理學院 講座教授/院長
國立台灣大學 財務金融系 教授/特聘教授
靜宜大學 財務金融系 教授/校長
元智大學 財務金融系 教授/管理學院院長
美國 Drexel大學 財務金融系 教授/客座教授
國立中央大學 財務金融系 教授/系主任暨所長
台灣財務工程學會 理事長
台灣風險與保險學會 理事長
類別 年度 獎項名稱 頒獎單位
校外榮譽 2012 李國鼎管理獎章 中華民國管理學會
校外榮譽 2010 Benemerenti Medal Pope Benedict XVI
校外榮譽 2005 Shin Research Excellent Award The Geneva Association and the International Insurance Society
校外榮譽 2005 績優主持人獎勵 國科會
校外榮譽 2001 研究傑出教授 元智大學
校外榮譽 2000 研究傑出獎 國科會
校外榮譽 1997 馬偕加拿大研究獎勵 Award Canadian Trade
校外榮譽 1997 研究傑出獎 國科會
校外榮譽 1995 教學特優教師 教育部
校外榮譽 1995 管理學院傑出論文獎 國立中央大學
校外榮譽 1994 研究優等獎 國科會