系所成員FACULTY
顏盟峯
姓名 顏盟峯
職稱 副教授兼系主任
E-mail yenmf@mail.ncku.edu.tw
辦公室 63324
分機 53443
個人網頁 https://sites.google.com/gs.ncku.edu.tw/mfyen
專長領域 基金績效評鑑、投資技術分析、永續發展與ESG投資、AI智能投資
學歷
  • 英國雷汀大學財務金融博士
  • 英國雷汀大學國際證券投資銀行學碩士
  • 國立清華大學電機工程學士
經歷
  • 國立成功大學會計暨財務金融研究所助理教授
  • 朝陽科技大學財務金融系助理教授
  • 國立雲林科技大學財務金融系講師
  • 朝陽科技大學財務金融系講師
學術性服務

成大FinTech商創研究中心

 

期刊論文
  • Hsu, Y.-C., Kuan, C.-M., and Yen, M.-F., "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing", Journal of Financial Econometrics. (Accepted)
  • Lin, J.-H., M.-F. Yen and T.-M. Wang, "A Study on the Relationship of Manager Characteristics, Fund Characteristics and Risk Shifting", Review of Securities and Futures Markets, 26(2). (to appear in June, 2014) (in Chinese)
  • J.-C. Ke, M.-F. Yen, Y.-H. Liu and Y.-L. Hsu (2012), ‘A Standby System with General Repair and Imperfect Switching,’ Journal of Testing and Evaluation, 40(3), pp.440-446 (SCI)
  • M.-Y. Li and M.-F. Yen (2011), 'Reexamining Covariance Risk Dynamics in International Stock Markets Using Quantile Regression Analysis,' Acta Oeconomica, 61(1), pp.33-59
  • M.-F. Yen and Y.-L. Hsu (2010), 'Profitability of Technical Analysis in Financial and Commodity Futures Markets - A Reality Check,' Decision Support Systems, 50(1), pp. 128-139
  • Yen, M.-F. and M.-H. Chen (2010) 'Open Interest, Volume, and Volatility: Evidence from Taiwan Futures Markets,' Journal of Economics and Finance, 34, pp.113-141.
  • Chen, M.-H., S.J. Chen, M.-F. Yen, Y.-C. Shen (2008) 'Lottery Premium in the Taiwan Stock Market,' Asia Pacific Management Review, 13, pp.545-556 (TSSCI)
  • Li, M.-Y., M.-L.Wang, M.-F. Yen and S.-H. Chen (2007) ‘Determinants of Foreign Financing Policy Revisited- A Behavioral Finance Perspective,’ International Research Journal of Finance and Economics, 12, pp. 181-188. (EconLit)
  • Yen, M.-F. (2005) ‘GARCH Modelling and Forecasting in the Contexts of Structural Breaks and Periodicities,' Ph.D. Thesis, U. of Reading, U.K.
  • Yen, M.-F. (2005) ‘Temporal Aggregation of a Strong PGARCH(1,1) Process,' Journal of Financial Review (originally Chaoyang Financial Review), Vol 3, pp.1-28 (in Chinese)
研討會論文

Domestic

  • Meng-Feng Yen, Kai-Li Wang, Shu-Ting Fu, and An-Chi Wu (2012, Dec). A Study of the Dynamic Relations Analysis between International Investor Sentiment and Market Returns. 2012 Macroeconometric Modelling Workshop: A Study of Economy Crises in Taiwan, Institute of Economics, Academia Sinica, Taipei.  
  • Yen, M.-F.  and Y.-L. Hsu ‘Profitability of Technical Analysis  in Financial and Commodity Futures Markets – A Reality Check,’ 19th South Taiwan Statistics Conference and 2010 Cross-Strait Conference on Probability and Statistics, National Cheng Kung University, Tainan
  • Yen, M., T. Chou and K. Chang ‘Application of Grey Relational Analysis and Neural Network to a Forecast Model for the spread between financial product prices,' 2006 E-commerce and Digital Life, National Taipei University, Taipei
  • Y. Ho,Yen M., and T. Chou ‘A Programme Trading System for Taiwan stock index futures spread- an empirical application of neural network and genetic planning,' 2006 Annual Conference of FeAT on Risk Management, Taipei
  • Yen, M. ‘Experience of Taiwanese Companies in the Thai Financial Markets,' 2005 Conference on International Cooperation of the Private industries and Academics Amongst Taiwan, Vietnam and Thailand, Chaoyang University of Technology, Taichung

International

  • Yu-Chin Hsu, Chung-Ming Kuan, and Meng-Feng Yen* (2013, Jul). A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing. the 9th International Symposium on Econometric Theory and Applications (SETA 2013), Seoul, South Korea. (NSC 97-2410-H-006-011)
  • Meng-Feng Yen*, Ying-Lin Hsu, and Hsiu-Lien Sun (2012, Jul). A Study on the Performance Persistence of Hedge Funds. BAI 2012 International Conference on Business and Information, July 3-5, Sapporo, Japan. 
  • 'Improving the Power of Stepwise Procedures in Multiple Inequalities Testing — evidence from global CTA funds,’ Joint Meeting of the 2011 Taipei International Statistical Symposium and the 7th Conference of the Asian Regional Section of the IASC, Academia Sinica, Taipei, Taiwan, Dec 16-19, 2011 (invited paper, co-authored with S. G. Donald, Y.-C. Hsu, C.-M. Kuan)
  • 'On Value Relevance of CSR Performance: Evidence from Taiwan’ The Second Asian Business & Management Conference 2011, Osaka, Japan, Nov. 11-13, 2011 (co-authored with H.-C. Lin) (NSC 100-2410-H-006-019) 
  • H.-C. Lin and M.-F. Yen ‘The Financial Performance of CSR awarded Firms in Taiwan,’ 16th Euro-Asia International Research Seminar- Corporate Social Responsibility: European And Asian Perspectives, 2-3 Sep. 2010, Hiroshima, Japan
  • Yen, M.-F. and Y.-L. Hsu‘Examining the Hot-Hand Effect of Hedge Funds without the Data-Snooping Bias and a Case Study of the Subprime Crisis,’the 3rd Conference of Thailand Econometric Society, Jan. 7-8, 2010, Chiang Mai, Thailand
  • Yen, M.-F., Y.-L.Hsu, L.-C. Ou-Yang, and B.-J. Wu‘On The Performance Persistence of Hedge Funds ―A New Perspective,’International Workshop on Derivatives Innovation and Risk Management, Oct. 29-30, 2009, Taipei
  • Yen, M.-F., Y.-L. Hsu, and S.-Y. Chang‘Are The Performance of Top Hedge Funds Real? A Perspective Based On The Stepwise Reality Check’ Western Economic Association International-8th Biennial Pacific Rim Conference, March 24-27, 2009, Kyoto, Japan (NSC 97-2410-H-006-011)
  • Yen, M.-F., T.-N. Chou, H.-C. Li and Y.-Y. Ho ‘Using Neural Network and Genetic Programming Techniques to Forecast Inter-Commodity Spreads,’ The 2nd International Conference on Innovative Computing, Information and Control, Kumamoto, Japan, Sep 2007. (Proceeding will be indexed by EI)
  • Yen, M.-F., K.-L. Wang and M.-Y. Li ‘Aggregation of Forecasts, Data and Model,’ The 15th Annual Conference on Pacific Basin Finance, Economics, Accounting, Business and Management, Ho Chi Minh, Vietnam, Jul 2007.
  • Yen, M.-F, T Chou, and Y. Ho ‘Intra-commodity spread trading using neural network and genetic programming techniques,’ The 9th Joint Conference on Information Sciences, Kaohsiung, 2006
  • Yen, M.-F ‘Three GARCH-based volatility forecast approaches in the context of periodicities -an empirical study based on foreign exchange and equity data,’ The 14th Annual Conference on Pacific Basin Finance, Economics, and Accounting, Taipei, 2006
  • Chen, M., P. Ammermann, M.-F Yen, and S. Kao ‘Open Interest, Volume, and Volatility: Evidence from Taiwan Futures Market’ The 12th Asia Pacific Management Conference, Bangkok, 2006
其他著作

Book Chapters

  • Hsu, Y-L., Kuan, C-M., & Yen, S. M. F. (Feb, 2013). Selecting Top Funds of Hedge Funds Based on Alpha and Other Performance Measures. In G. N. Gregoriou (Ed.),Reconsidering Funds of Hedge Funds:The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance, and Due Diligence(pp. 351–366). Academic Press: Elsevier Inc. (ISBN: 0124016995)