系所成員FACULTY
回首頁 系所成員 專任教師 顏盟峯
顏盟峯
姓名 顏盟峯
職稱 教授
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
出版年月 著作名稱 作者 收錄出處
2025-10 企業ESG表現與公司避稅傾向關聯性之研究—以美國併購事件為例 顏盟峯、李怡葶與廖麗凱 會計評論
Journal of Accounting Review
2024-01 The Dissemination of Politically-Motivated False Information and Its Influence on the Stock Market Chien-Chiang Lee, Ting-Hsuan Chen, and Meng-Feng Yen Emerging Markets Finance and Trade
2023-02 Do Manager Characteristics Matter in Equity Mutual Fund Performance? New Evidence Based on the Double-Adjusted Alpha Jia-Hui Lin, Meng-Feng Yen*, and Wei-Cheng Hsieh Pacific Basin Finance Journal
2022-11 投資人情緒與舉債決策、債務期限之關係 顏盟峯、廖麗凱與張文譯 中華會計學刊(TSSCI 會計期刊)
Taiwan Accounting Review
2022-05 Report Users’ Perceived Sentiments of Key Audit Matters and Firm Performance: Evidence from a Deep Learning-Based Natural Language Processing Approach Liu, Wu-Po, Meng-Feng Yen*, and Tai-Ying Wu Journal of Information Systems
2021-06 A Two-Dimensional Sentiment Analysis of Online Public Opinion and Future Financial Performance of Publicly Listed Companies Meng-Feng Yen*, Yu-Pei Huang, Liang-Chih Yu, Yueh-Ling Chen Computational Economics
2020-06 異常報酬、公司治理與私募股權折價之關係 林嘉慧、王政翰、顏盟峯* 會計審計論叢
Review of Accounting and Auditing Studies
2019-10 A new perspective of performance comparison among machine learning algorithms for financial distress prediction Yu-Pei Huang and Meng-Feng Yen* Applied Soft Computing
2019-08 Socially Responsible Investment Returns and News: Evidence from Asia Meng-Feng Yen, Yung-Ming Shiu, and Chi-Feng Wang Corporate Social Responsibility and Environmental Management
2018-07 Grid-Based Crime Prediction Using Geographical Features Lin, Y.-L., Yen, M.-F. and Yu, L.-C. International Journal of Geo-Information
2017-01 Statistical Inference for the Availability of Repairable System with General Repair, Reboot Delay and Switching Failure Liu, Tzu-Hsin, Ke, Jau-Chuan, Yen, Stephane Meng-Feng and Hsu, Ying-Ling Communications in Statistics - Simulation and Computation
2015-12 Can Hedge Fund Elites Consistently Beat the Benchmark? A Study of Portfolio Optimization Yen, S. Meng-Feng, Ying-Ling Hsu and Yi-Long Hsiao Asia Pacific Management Review
2015-01 Does Corporate Social Responsibility Deliver Alpha? Yen*, Meng-Feng, Chia-Hui Lin, and Yu-Ting Sun Journal of Economics and Management
2014-09 A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing Hsu, Yu-Chin, Chung-Ming Kuan*, and Meng-Feng Yen Journal of Financial Econometrics
2014-06 基金經理人特性、基金特性與風險轉換程度之關係 林嘉慧*、顏盟峯、王天明 證券市場發展季刊
Review of Securities and Futures Markets
2012-05 A Standby System with General Repair and Imperfect Switching Ke, Jau-Chuan, Meng-Feng Yen, Tzu-Hsin Liu and Ying-Ling Hsu* Journal of Testing and Evaluation
2011-01 Re-examining covariance risk dynamics in international stock markets using quantile regression analysis Li*, Ming-Yuan and Meng-Feng Yen Acta Oeconomica
2010-12 Profitability of Technical Analysis in Financial and Commodity Futures Markets－A Reality Check Yen*, Meng-Feng and Ying-Lin Hsu Decision Support Systems
2010-04 Open Interest, Volume, and Volatility: Evidence from Taiwan Futures Markets Yen*, Meng-Feng and Ming-Hsiang Chen Journal of Economics and Finance
2008-06 Lottery Premium in the Taiwan Stock Market Chen, M.-H., S.-J. Chen*, M.-F. Yen and Y.-C. Shen Asia Pacific Management Review
2007-11 Determinants of foreign financing policy revisited-a behavioral finance perspective 顏盟峰,黎明淵*,王明隆,陳宣賀 International research journal of finance and economics
2005-10 Temporal aggregation of a strong PGARCH(1,1) process 顏盟峯 Journal of Financial Review (原朝陽財金論文叢刊)
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)