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講座教授

  • 名稱
    俞明德
    Yu, Min-Teh
  • 連絡電話
    13600
  • 信箱
  • 個人著作參考網址
  • 最高學歷
    美國 俄亥俄州立大學 經濟系 博士
  • 研究專長
    金融機構管理、期貨與選擇權、公司理財
  • 教師個人網址
年度 參考文獻格式
2023 Chen, C.-C., Ho, K.-C., Li, H.-M., Yu, Min-Teh*(2023). Impact of information disclosure ratings on investment efficiency: evidence from China. Review of Quantitative Finance and Accounting, Vol. 60, No. 0, p.p471-500 [ECONLIT].
2023 Chen, N.*, Yu, Min-Teh(2023). Sharia compliance, national governance, and value of cash in Organization of Islamic Cooperation countries. Humanities & Social Sciences Communications, Vol. 10, No. 0, p.p0-0 [SSCI].
2023 Chen, C.-C.,Ho, K.-C., Yan, C., Yu, Min-Teh*(2023). Does Ambiguity Matter for Corporate Debt Financing? Theory and Evidence. Journal of Corporate Finance, Vol. 80, No. 0, p.p0-0 [SSCI].
2023 Lin, J.-C., Yu, Min-Teh*(2023). Managerial Overconfidence and Dividend Stickiness. Journal of Accounting, Auditing & Finance, Vol. 0, No. 0, p.p0-0 [ECONLIT].
2023 Li, X.-D., Lin, M.H., Yu, Min-Teh*(2023). Bank Systemic Risk in Southeast Asian Economies. Advances in Pacific Basin Business, Economics and Finance, Vol. 11, No. 0, p.p201-219 [ECONLIT].
2022 Chang, C.W., Chang, J.S.K., Yu, Min-Teh*(2022). Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach. North American Actuarial Journal, Vol. 26, No. 1, p.p27-42 [ECONLIT].
2022 Chen, C.-C., Chang, C.-C., Sun, E.*, Yu, Min-Teh(2022). Optimal Decision of Dynamic Wealth Allocation with Life Insurance for Mitigating Health Risk under Market Incompleteness. European Journal of Operational Research, Vol. 300, No. 2, p.p727-742 [SCIE].
2022 Lin, J.-C., Shi, W.-Z.*, Tsai, L.-F., Yu, Min-Teh(2022). Corporate Cash and the Firm’s Life-Cycle: Evidence from Dual-Class Firms. International Review of Economics & Finance, Vol. 80, No. 0, p.p27-48 [SSCI].
2021 Lo, C.-L., Chang, C.W., Lee, J.-P., Yu, Min-Teh*(2021). Pricing Catastrophe Swaps with Default Risk and Stochastic Interest Rates. Pacific-Basin Finance Journal, Vol. 68, No. 0, p.p0-0 [SSCI].
2021 Chen, N.*, Yu, Min-Teh(2021). National Governance and Corporate Liquidity in Organization of Islamic Cooperation Countries: Evidence based on a Sharia-compliant Liquidity Measure. Emerging Markets Review, Vol. 47, No. 0, p.p0-0 [SSCI].
2021 Zhao, Y., Lee, J.-P., Yu, Min-Teh*(2021). Catastrophe Risk, Reinsurance, and Securitized Risk-transfer Solutions: A Review. China Finance Review International, Vol. 11, No. 4, p.p449-473 [ECONLIT].
2020 Zhao, Y., Lee, C.-F., Yu, Min-Teh*(2020). Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China. British Accounting Review, Vol. 52, No. 1, p.p0-0 [SSCI].
2020 Chang, C.*, Wang, Y.-J., Yu, Min-Teh(2020). Catastrophe Bond Spread and Hurricane Arrival Frequency. North American Journal of Economics and Finance, Vol. 54, No. 0, p.p0-0 [SSCI].
2020 Lin, M.-H., Sun, E., Yu, Min-Teh*(2020). Behavioral data-driven analysis with Bayesian method for risk management of financial services. International Journal of Production Economics, Vol. 228, No. 0, p.p0-0 [SCIE].
2020 Chang C., Chang J., Yu, Min-Teh*, Zhao Y.(2020). Portfolio Optimization in the Catastrophe Space. European Financial Management, Vol. 26, No. 5, p.p1414-1448 [SSCI].
2020 Zhao, Y., Yu, Min-Teh*(2020). Predicting Catastrophe Risk: Evidence from Catastrophe Bond Markets. Journal of Banking & Finance, Vol. 121, No. 0, p.p0-0 [SSCI].
2019 Li, X.-D., Yang, J., Yu, Min-Teh, Zhao, Y.*(2019). Founders and the decision of Chinese dual-class IPOs in the U.S.. Pacific-Basin Finance Journal, Vol. 57, No. 0, p.p0-0 [SSCI].
2019 Lo, C.-L.*, Shih, P.-T., Wang, Y.-H., Yu, Min-Teh(2019). VIX Derivatives: Valuation Models and Empirical Evidence. Pacific-Basin Finance Journal, Vol. 53, No. 0, p.p1-21 [SSCI].
2019 Zhao, Yang., Yu, Min-Teh*(2019). Measuring the Liquidity Impact on Catastrophe Bond Spreads. Pacific-Basin Finance Journal, Vol. 56, No. 0, p.p197-210 [SSCI].
2018 Chen, N.-W., Liang, H.-Y.*, Yu, Min-Teh(2018). Asset Diversification and Bank Performance: Evidence from Three Asian Countries with a Dual Banking System. Pacific-Basin Finance Journal, Vol. 52, No. 0, p.p40-53 [SSCI].
2018 Chang, C.-C.*, Yang, J.-W., Yu, Min-Teh(2018). Hurricane Risk Management with Climate and CO2 Indices. Journal of Risk and Insurance, Vol. 85, No. 3, p.p695-720 [SSCI].
2018 Chang, C.-C., Yu, Min-Teh*(2018). Bank Contingent Capital: Valuation and the Role of Market Discipline. Journal of Financial Services Research, Vol. 54, No. 1, p.p49-80 [SSCI].
2018 Sun, E. W., Wang, Y.-J., Yu, Min-Teh*(2018). Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles. Computational Economics, Vol. 52, No. 2, p.p627-652 [SCI].
2018 Chen, Y.-T., Sun, E., Yu, Min-Teh(2018). Risk Assessment with Wavelet Feature Engineering for High-frequency Portfolio Trading. Computational Economics, Vol. 52, No. 2, p.p653-684 [SCI].
2018 Chang, C.-W., Li, X.-D., Lin, M.-H., Yu, Min-Teh*(2018). Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry. International Review of Economics & Finance, Vol. 55, No. 0, p.p273-284 [SSCI].
2018 Lin, M.-H., Sun, E.*, Yu, Min-Teh(2018). Systemic risk, financial markets, and performance of financial institutions. Annals of Operations Research, Vol. 262, No. 2, p.p579-603 [SCI].
2017 Ho, K.-C., Lee, S.-C., Lin, C.-T., Yu, Min-Teh*(2017). A Comparative Analysis of Accounting-Based Valuation Models. Journal of Accounting, Auditing & Finance, Vol. 32, No. 4, p.p561-575 [ECONLIT].
2017 Chang, C. -C., Yu, Min-Teh*(2017). Valuing Vulnerable Mortgage Insurance under Capital Forbearance. Journal of Real Estate Finance and Economics, Vol. 54, No. 4, p.p558-578 [SSCI].
2017 俞明德, 林瑞嘉(2017)。財會學門熱門及前瞻學術研究議題調查結果簡介。人文與社會科學簡訊,第18卷,第2期,頁98-109 [其它]。
2017 Lee, J.-P., Lin, M.-H., Yu, Min-Teh*, Zhao Y.(2017). Bank Capital Standards and Subordinated Debt Prices. Advances in Pacific Basin Business, Economics and Finance, Vol. 5, No. 0, p.p77-99 [ECONLIT].
2016 Chiang, Thomas C., Yu, Min-Teh*(2016). Empirical Finance of Financial Institutions and Market Behavior. International Review of Economics and Finance, Vol. 43, No. 0, p.p1-2 [SSCI].
2016 Tzang, S.-W., Wang, C.-W., Yu, Min-Teh*(2016). Systematic Risk and Volatility Skew. International Review of Economics and Finance, Vol. 43, No. 0, p.p72-87 [SSCI].
2016 Doong, S.-C., Yang, S.-Y., Yu, Min-Teh*(2016). Corporate Financial Decisions, Capital Markets, and Employment in Asia-Pacific Economies. Emerging Markets Finance and Trade, Vol. 52, No. 4, p.p775-775 [SSCI].
2016 Liao, T.-L., Sung, H.-C., Yu, Min-Teh(2016). Advertising and Investor Recognition of Banking Firms: Evidence from Taiwan. Emerging Markets Finance & Trade, Vol. 52, No. 4, p.p812-824 [SSCI].
2016 Yu, Min-Teh ; Chang, C.-C. ; Yang, J.-W.(2016). Hurricane Risk Management with Climate and CO2 Indices. Journal of Risk and Insurance, Vol. 0, No. 0, p.p0-0 [SSCI].
2016 Chen, N. W., Liang, H.-Y., Yu, Min-Teh(2016). Control of Corruption, Diversification and Asset Quality of Islamic and Conventional Banks. Economics Bulletin, Vol. 36, No. 3, p.p1280-1286 [其它].
2015 Chen, Y.T., Sun, E., Yu, Min-Teh*(2015). Generalized Optimal Wavelet Decomposing Algorithm for Big Financial Data. International Journal of Production Economics, Vol. 165, No. 0, p.p194-214 [SCI、其它、].
2015 Chen, Y.-T., Sun, E., Yu, Min-Teh*(2015). Improving Model Performance with Integrated Wavelet Denoising Method. Studies in Nonlinear Dynamics and Econometrics, Vol. 19, No. 4, p.p445-467 [SCIE].
2015 Sun, E., Kruse, T., Yu, Min-Teh*(2015). Financial Transaction Tax: Policy Analytics based on Optimal Trading. Computational Economics, Vol. 46, No. 1, p.p103-141 [SSCI].
2014 Sun, E., Kruse, T., Yu, Min-Teh*(2014). High Frequency Trading, Liquidity, and Execution Cost. Annals of Operations Research, Vol. 223, No. 1, p.p403-432 [SCI].
2014 Lo, C.-L., Palmer, A., Yu, Min-Teh*(2014). Moment-Matching Approximations for Asian Options. Journal of Derivatives, Vol. 21, No. 4, p.p103-122 [SSCI].
2013 Yu, Min-Teh ; Lo, C.-L. ; Lee, J.-P.(2013). Valuation of Insurers' Contingent Capital with Counterparty Risk and Price Endogeneity. Journal of Banking and Finance, Vol. 37, No. 0, p.p5025-5035 [SSCI].
2013 Yu, Min-Teh ; Lee, S.-C. ; Lin, C.-T.(2013). Book-to-Market Equity and Asset Correlations: Implications for Basel Capital Requirements. Journal of Business Finance and Accounting, Vol. 40, No. 0, p.p991-1008 [SSCI].
2013 Yu, Min-Teh ; Lee, S.-C ; Lin, C.-T(2013). A Fractional Cointegration Approach to Testing the Ohlson Accounting Based Valuation Model. Review of Quantitative Finance and Accounting,, Vol. 41, No. 3, p.p535-547 [ECONLIT].
2013 Yu, Min-Teh(2013). Institutional characteristics and trading mechanisms of financial markets in East Asia. Emerging Market Finance and Trade, Vol. 49, No. 0, p.p3-4 [SSCI].
2013 Yu, Min-Teh ; Liao, T.- L.(2013). Price and Liquidity Effects of Switching Exchange Listings. Emerging Market Finance and Trade, Vol. 49, No. 0, p.p20-34 [SSCI、ECONLIT、].
2012 俞明德;馮立功;陳韋達;林逸苓(2012)。金融系統流動性風險之評估。中央銀行季刊,第34卷,第3期,頁0-0 [其它]。
2011 Yu, Min-Teh, S. -K. Lin and C. -C. Chang(2011). Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes. Journal of Risk and Insurance, Vol. 78, No. 2, p.p447-473 [SSCI、ECONLIT、].
2011 Yu, Min-Teh ; Lin, S. -K.; Chang, C. -C.(2011). Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes. Journal of Risk and Insurance, Vol. 78, No. 2, p.p447-473 [SSCI、ECONLIT、].
2010 Jin-Ping Lee, Min-Teh Yu(2010). Catastrophic Losses and Alternative Risk Transfer Instruments. Handbook of Quantitative Finance and Risk Management, Vol. 0, No. 0, p.p0-0 [其它].
2010 Chuang, H. L., Yu, Min-Teh(2010). Pricing Unemployment Insurance - An Unemployment-Duration-Adjusted Approach. ASTIN Bulletin - The Journal of the International Actuarial Association, Vol. 40, No. 2, p.p0-0 [SSCI].
2009 Chuang, H., Lee, S., Chen, Y., Yu, Min-Teh(2009). Estimating the Cost of Deposit Insurance with Stochastic Interest Rates: The Case of Taiwan. Quantitative Finance, Vol. 9, No. 1, p.p1-8 [SSCI、其它、].
2008 Ho, L. C., Yu, Min-Teh(2008). Futures Margin Requirement - A Comparison of Value-at-Risk with Expected Shortfall Measures. Advances in Financial Planning and Forecasting, Vol. 3, No. 0, p.p211-234 [ECONLIT].
2008 Yu, Min-Teh, I.-D. Kuo and C.-H. Lin(2008). Pricing and Hedging Euribor Options. Review of Futures Markets, Vol. 17, No. 1, p.p63-85 [ECONLIT、其它、].
2007 Lee, J. P., Yu, Min-Teh(2007). Valuation of Catastrophe Reinsurance with Catastrophe Bonds. Insurance Mathmatics and Economics, Vol. 41, No. 2, p.p264-278 [SSCI].
2007 Chiang, T. F., Wu, E. C., Yu, Min-Teh(2007). Premium Setting and Bank Behavior in a Voluntary Deposit Insurance Scheme. Review of Quantitative Finance and Accounting, Vol. 29, No. 2, p.p205-222 [ECONLIT、其它、].
2006 Chou, P. H., Lin, M. C., Yu, Min-Teh(2006). Margins and Price Limits in Taiwan's Stock Index Futures Market. Emerging Markets Finance and Trade, Vol. 42, No. 1, p.p65-91 [SSCI、ECONLIT、其它、].
2006 Chang, C. C.*, Chung, S. L., Yu, Min-Teh(2006). Loan Guarantee Portfolios and Joint Loan Guarantees with Stochastic Interest Rates. Quarterly Review of Economics and Finance, Vol. 46, No. 1, p.p16-35 [ECONLIT、其它、].
2006 林忠機, 張傳章, 俞明德, 黃一仁(2006)。具有隱含選擇權之海外可轉換公司債評價分析。財務金融學刊,第14卷,第3期,頁35-68 [TSSCI]。
2006 Chang, C. H., Tien, H. C., Yu, Min-Teh(2006). Optimal Reset Ratio for Reset Options with Liquidity Cost. Journal of the Chinese Statistical Association, Vol. 44, No. 2, p.p130-144 [ECONLIT].
2006 Yu, Min-Teh*, C. -G. Lin, C. -C. Chang, Y. -J. Huang(2006). The Valuation of a Euro-Convertible Bond with Embedded Options. Journal of Financial Studies, Vol. 14, No. 3, p.p35-68 [TSSCI].
2005 Duan, J. C., Yu, Min-Teh(2005). Fair Insurance Guaranty Premia in the Presence of Risk-Based Capital Regulations, Stochastic Interest Rate and Catastrophe Risk. Journal of Banking and Finance, Vol. 29, No. 10, p.p2435-2454 [SSCI、ECONLIT、其它、].
2005 Lee, J. P., Lee, S. C., Yu, Min-Teh(2005). Bank Capital Forbearance and Valuation of Deposit Insurance. Canadian Journal of Administrative Sciences, Vol. 22, No. 3, p.p220-229 [SSCI、其它、].
2005 Lai, T. C., Yu, Min-Teh(2005). Capital Requirements for Financial Holdings Companies in Taiwan. Geneva Papers on Risk and Insurance: Special Issue, Vol. 0, No. 0, p.p1-15 [其它].
2005 Chou, P. H., Lin, M. C., Yu, Min-Teh(2005). Risk Aversion and Price Limits in Futures Markets. Finance Research Letters, Vol. 2, No. 3, p.p173-184 [SSCI].
2003 Lee, J. P., Yu, Min-Teh(2003). Valuation of Pension Benefit Guarantees and Termination Conditions. Research in Finance, Vol. 20, No. 0, p.p159-180 [其它].
2003 Chang, C. C., Lin. C. G., Yu, Min-Teh(2003). The Valuation of A Euro-Convertible Bond. IEEE International Conference on Computational Intelligence for Financial Engineering, Vol. 0, No. 0, p.p115-122 [EI].
2003 Chou, P. H., Lin, M. C., Yu, Min-Teh(2003). The Effectiveness of Coordinating Price Limits Across Futures and Spot Markets. Journal of Futures Markets, Vol. 23, No. 6, p.p577-602 [SSCI、ECONLIT、其它、].
2002 Hassan, K., Lai, V., Yu, Min-Teh(2002). Market Discipline of Canadian Banks’ Letters of Credit Activities: An Empirical Examination. Service Industries Journal, Vol. 22, No. 4, p.p187-208 [SSCI].
2002 俞明德, 沈仰斌, 張峰嘉(2002)。台灣財金學術單位期刊著作表現之研究。證券市場發展季刊,第14卷,第3期,頁1-44 [TSSCI]。
2002 Chang, C. C., Lai, V. S., Yu, Min-Teh(2002). Credit Enhancement and Loan Default Risk Premium. Canadian Journal of Administrative Sciences, Vol. 19, No. 3, p.p301-312 [SSCI、其它、].
2002 Chang, C. C., Chung, S. L., Dong, M. Y., Yu, Min-Teh(2002). Pricing Currency Options Under CIR Interest Rates Process and Stochastic Volatility. 管理學報, Vol. 19, No. 4, p.p707-735 [TSSCI].
2002 Lee, J. P., Yu, Min-Teh(2002). Pricing Default-Risky CAT Bonds With Moral Hazard and Basis Risk, (Sample Article on JRI homepage). Journal of Risk and Insurance, Vol. 69, No. 1, p.p25-44 [SSCI、ECONLIT、其它、].
2002 Chang, C. C., Chung, S. L., Yu, Min-Teh(2002). Valuation and Hedging of Differential Swaps. Journal of Futures Markets, Vol. 22, No. 1, p.p73-94 [SSCI、ECONLIT、其它、].
2002 Yu, Min-Teh*, Y. P Shen, J. F. Chang(2002). Contributions to Finance Journals by Academic Departments in Taiwan. Review of Securities and Futures Markets, Vol. 14, No. 3, p.p1-44 [TSSCI].
2000 Chou, P. H., Lin, M. C., Yu, Min-Teh(2000). Price Limits, Margin Requirements and Default Risk. Journal of Futures Markets, Vol. 20, No. 6, p.p573-602 [SSCI、ECONLIT、其它、].
2000 Chang, C., Chen, C., Chung S., Yu, Min-Teh(2000). Measuring the Normal Contribution Costs for Salary-related Corporate Sponsored Defined Benefit Pension Plans. 管理學報, Vol. 17, No. 1, p.p101-117 [TSSCI].
2000 俞明德(2000)。漫談管理學門新進學者研究生涯規劃。人文與社會科學簡訊,第2卷,第4期,頁13-17 [TSSCI]。
1999 俞明德, 蔡立光(1999)。台灣上市認購權證之定價模型與避險策略研究。台灣銀行季刊,第50卷,第4期,頁195-228 [TSSCI]。
1999 Duan, J. C., Yu, Min-Teh(1999). Capital Standard, Forbearance and Deposit Insurance Coverage Under GARCH. Journal of Banking and Finance, Vol. 23, No. 11, p.p1691-1706 [SSCI、ECONLIT、其它、].
1999 Yu, Min-Teh(1999). Banking Environment and Reform Measures of Taiwan During the Asia Financial Crisis. Rising to the Challenge in Asia: A Study of Financial Markets, Vol. 3, No. 0, p.p141-166 [其它].
1999 Lai, V. S., Yu, Min-Teh(1999). An Accurate Analysis of Vulnerable Loan Guarantees. Research in Finance, Vol. 17, No. 0, p.p103-137 [ECONLIT、其它、].
1998 McCulloch, J. H., Yu, Min-Teh(1998). Government Deposit Insurance and the Diamond-Dybvig Model. Geneva Papers on Risk and Insurance Theory, Vol. 23, No. 2, p.p139-149 [SSCI、ECONLIT、其它、].
1998 Chang, C. C., Dong, M. Y., Yu, Min-Teh(1998). Measuring Risk-Based Premium and Risk-Based Capital Requirement for Insurers. Advances in Financial Planning and Forecasting, Vol. 8, No. 0, p.p63-78 [ECONLIT、其它、].
1998 俞明德, 李欣展(1998)。香港備兌認股權證評價影響因素之分析。產業金融季刊,第0卷,第100期,頁14-34 [TSSCI]。
1997 俞明德(1997)。從代理問題談公營銀行官股董監事之委派。中央存保季刊,第10卷,第3期,頁39-48 [TSSCI]。
1997 俞明德, 顏榮宏(1997)。中鋼第六次官股承銷案之研究--承銷費、相關手續費的評價與民營化問題探討。台灣銀行季刊,第48卷,第1期,頁56-89 [TSSCI]。
1996 Yu, Min-Teh(1996). Measuring Fair Capital Adequacy Holdings for Banks: The Case of Taiwan. Global Finance Journal, Vol. 7, No. 2, p.p239-252 [其它].
1996 Chang, C., Chang, J., Yu, Min-Teh(1996). Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach. Journal of Risk and Insurance, Vol. 63, No. 4, p.p599-617 [SSCI、其它、].
1996 Kane, E. J., Yu, Min-Teh(1996). Opportunity Costs of Capital Forbearance during the Final Years of the FSLIC Mess. Quarterly Review of Economics and Finance, Vol. 36, No. 3, p.p271-290 [SSCI、ECONLIT、其它、].
1996 俞明德, 許芳賓(1996)。台灣投資組合保險之實證研究。證券市場發展季刊,第8卷,第1期,頁31-44 [TSSCI]。
1996 Yu, Min-Teh*, F. B. Hsu(1996). Portfolio Insurance with Option Replication In Taiwan. Review of Securities and Futures Markets, Vol. 8, No. 1, p.p31-44 [其它].
1995 Kane, E. J., Yu, Min-Teh(1995). Measuring the True Profile of Taxpayer Losses in the S&L Insurance Mess. Journal of Banking and Finance, Vol. 19, No. 8, p.p1459-1477 [SSCI、ECONLIT、其它、].
1995 俞明德, 柯怡君(1995)。台灣公司債評價之實證研究-或有請求權分析應用。企銀季刊,第19卷,第2期,頁59-66 [TSSCI]。
1995 Shyy, G., Yu, Min-Teh(1995). A Real Time Simulation On Cross Currency Arbitrage. New Directions in Finance, Vol. 19, No. 0, p.p266-275 [ECONLIT].
1995 俞明德, 沈中華, 陳忠勤(1995)。銀行利率風險與期限結構之評估。管理學報,第12卷,第2期,頁169-192 [TSSCI]。
1995 俞明德, 段玉蘭(1995)。利率互換與違約風險差價分析。證券市場發展季刊,第7卷,第2期,頁75-96 [TSSCI]。
1995 Yu, Min-Teh*, C. H. Shen, C. C. Chen(1995). Interest Rate Risk and Duration Structure of Banks in Taiwan. Journal of Management, Vol. 12, No. 2, p.p169-192 [其它].
1995 Yu, Min-Teh*, Y. L. Duan(1995). Interest Rate Swaps and the Pricing of Default Risk. Review of Securities and Futures Markets, Vol. 7, No. 2, p.p75-97 [其它].
1994 俞明德, 林永宏(1994)。我國期貨交易安全之維護。台灣銀行季刊,第45卷,第4期,頁196-220 [TSSCI]。
1994 Duan, J., Yu, Min-Teh(1994). Forbearance and Pricing Deposit Insurance In a Multiperiod Framework. Journal of Risk and Insurance, Vol. 61, No. 4, p.p575-591 [SSCI、ECONLIT、其它、].
1994 Ho, T. M., Yu, Min-Teh(1994). Do Bank Runs Exist in the Diamond-Dybvig Model. Journal of Institutional and Theoretical Economics, Vol. 150, No. 3, p.p537-542 [SSCI、其它、].
1994 Kane, E. J., Yu, Min-Teh(1994). How Much Did Capital Forbearance Add to the Tab for the FSLIC Mess?. Bank Structure and Competition, Vol. 0, No. 0, p.p241-259 [ECONLIT].
1994 Duan, J., Yu, Min-Teh(1994). Assessing the Cost of Taiwan's Deposit Insurance. Pacific-Basin Finance Journal, Vol. 2, No. 1, p.p73-90 [ECONLIT、其它、].
1993 Hwang, D. Y., Yu, Min-Teh(1993). Alternative Valuation of the Cost of Deposit Insurance: An Application of Option Pricing Model With Stochastic Volatility. NTU Management Review, Vol. 4, No. 1, p.p337-358 [TSSCI].
1993 俞明德, 許亮嵐(1993)。金融監管能力與存款保險費率之評價。經濟論文叢刊,第0卷,第1期,頁45-59 [TSSCI]。
1993 俞明德, 莊慧玲, 周輝啟(1993)。銀行業支出偏好行為實證研究之發展。企銀季刊,第16卷,第3期,頁32-38 [TSSCI]。
1993 Yu, Min-Teh*, L. Hsu(1993). Regulatory Constraints and Deposit Insurance Pricing. Taiwan Economic Review, Vol. 21, No. 1, p.p45-59 [TSSCI].
1992 Yu, Min-Teh*, H. L. Chuang, H. C. Chow(1992). A Reexamination of the Expense-Preference Behavior in S&Ls. Proceedings of Chinese Economics Association Annual Conference, Vol. 0, No. 0, p.p325-344 [TSSCI].
年度 參考文獻格式
2023 Shi, W.-Z., Yu, Min-Teh(20230706~20230707), Bank Concentration and Corporate Cash Policy: The Mediating Role of Accessing Bank Credit, 7th Vietnam International Conference in Finance.
2023 Yu, Min-Teh*, Zhao, Yang(20230712~20230715), How Does Catastrophe Risk Securitization Affect the Reinsurance Market?, 2023 China International Conference on Insurance and Risk Management (CICIRM 2023).
2023 Yu, Min-Teh*, Zhao, Y.(20230730~20230802), How Does Catastrophe Risk Securitization Affect the Reinsurance Market?, 27th APRIA annual conference.
2023 Sun, E., Chen Y.-T., Yu, Min-Teh*(20230609~20230610), Algorithmic Trading with Predictive Near-Term Demand of Liquidity, 2023年臺灣財務金融學會年會暨國際研討會.
2023 Lee, C.-F., Lin, J.-C.*, Yu, Min-Teh(20230602~20230603), Dividend Smoothing and the Cost of Bank Loans, 31st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.
2023 Tsai, L.-F.*, Shi, W.-Z., Yu, Min-Teh(20230602~20230603), Dual-class Exclusion Effect: Evidence from S&P 500 Index, 31st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.
2023 C.-F. Lee, J.-C. Lin, and Yu, Min-Teh(20231208~20231208), Dividend Smoothing and the Cost of Bank Loans, 17th NYCU International Finance Conference & 3rd Yushan Conference.
2023 W.-Z. Shi and Yu, Min-Teh(20231208~20231208), How do Insurance Companies differ from Banks in Loan Market?, 17th NYCU International Finance Conference & 3rd Yushan Conference.
2022 Chen N.W.*, Yu, Min-Teh(20220617~20220618), Human rights and value of cash: Evidence from Islamic and non-Islamic countries, 2022 International Conference of Taiwan Finance Association.
2022 Chen, Y.-T., Sun, E.W., Yu, Min-Teh(20220617~20220618), Dynamic Risk Management with Big Financial Data for Portfolio Trading, 2022 International Conference of Taiwan Finance Association.
2022 Sun, E.*, Chen Y.-T., Yu, Min-Teh(20221217~20221217), Adaptive Learning Algorithms for Smart Trading of Large Orders, 2022 TRIA-FeAT聯合年會暨國際學術研討會.
2022 Tsai, L.-F., Shi, W.-Z.*, Yu, Min-Teh(20221217~20221217), S&P Index Exclusion Effect: Evidence from Dual-Class Firms, 2022 TRIA-FeAT聯合年會暨國際學術研討會.
2021 Chang D., Chang C., Feng Y., Yu, Min-Teh(20211211~20211211), Integrated Catastrophe Risk Management in a Warming Environment, 2021台灣風險與保險學會國際研討會暨年會.
2021 Chen, C., Chang, C., Yu, Min-Teh(20211211~20211211), Cyber Risks and Cyber Insurance Valuation, 2021台灣風險與保險學會國際研討會暨年會.
2020 Shi, Wei-Zhong, Yu, Min-Teh*(20200901~20200903), 銀行競爭與新借貸關係:聯合貸款市場之實證研究 (Bank Competition and New Banking Relationships: Evidence from the Syndicated Loan Market), 2020第11屆CSBF兩岸金融研討會.
2020 Shi, Wei-Zhong, Yu, Min-Teh*(20200925~20200926), Bank Competition and New Banking Relationships: Evidence from the Syndicated Loan Market, 2020臺灣財務金融學會年會暨國際研討會.
2020 Lo, C.-L., Chang, C. W., Lee, J.-P., Yu, Min-Teh*(20201019~20201023), Pricing Catastrophe Swap with Default Risk and Stochastic Interest Rates, 2020 FMA Virtual Conference.
2020 Shi, Wei-Zhong, Yu, Min-Teh*(20201101~20201104), Bank Competition and New Banking Relationships: Evidence from the Syndicated Loan Market, 2020 IEFA 第15屆NTU經濟金融會計研討會.
2019 Lee, J.-P., Yu, Min-Teh*(20190719~20190721), Catastrophe swap valuation with counterparty default risk, the Annual Meeting of the China International Risk Forum (CIRF).
2019 Chuang, H.-L., Lee, J.-P., Yu, Min-Teh*(20191023~20191026), Hedging and Valuation of Longevity Swap with Counterparty Risk, Financial Management Association Annual Meeting.
2019 Li, X.-D.*, Yu, Min-Teh, Zhao,Y.(20190628~20190702), Mortality-Linked Securities: An Empirical Investigation, Western Economic Association International, Annual Conference.
2019 Chang, C.-H*., Yu, Min-Teh(20190615~20190616), Deep Learning Options Prices under Non-Arbitrage Conditions, The 27th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.
2019 Li, X.-D.*, Yu, Min-Teh, Zhao,Y.(20190524~20190525), An Empirical Investigation of Determinants of Mortality-Linked Bond Prices, International Conference of Taiwan Finance Association.
2019 Chang, C.-C., Yu, Min-Teh*, Zhao, Y.(20191007~20191007), Climate Risk and Catastrophe Bond Prices, Migration, Employment & Finance.
2019 Chang, C.-C., Yu, Min-Teh*, Zhao, Y.(20190920~20190922), Climate Risks and Catastrophe Bond Prices, 第十八屆中國金融工程學年會暨金融創新與風險管理(國際)論壇.
2019 Yu, Min-Teh(20191207~20191207), Does information disclosure ratings improve investment efficiency? Evidence from China, 2019金融創新與風險管理國際年會(IFIRM).
2019 Zhao, Y., Yu, Min-Teh*(20191004~20191004), Measuring the Liquidity Impact on Catastrophe Bond Spreads, International Conference on Business, Accounting, Finance and Economics 2019 (BAFE 2019).
2019 Carolyn W. Chang, 李君屏, 駱建陵, 俞明德*(20191214~20191214), Pricing Catastrophe Swap with Default Risk and Stochastic Interest Rates, 2019 台灣風險與保險學會年會暨國際學術研討會.
2018 Zhao, Y., Yu, Min-Teh*(20181010~20181013), Prediction Markets for Catastrophe Risk: Evidence of Catastrophe Bond Markets, Financial Management Association Annual Meeting.
2018 Zhao, Yang, Yu, Min-Teh*(20181214~20181215), Liquidity Premium and Catastrophe Bond Spread, 2018 China International Risk Forum.
2018 Lin, Edward M. H., Yu, Min-Teh*(20180906~20180907), CEO Overconfidence and Bank Systemic Risk, 26th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management.
2018 Chang, Chia-Chien, Yu, Min-Teh, Zhao, Yang*(20180729~20180801), How Does Climate Risk Affect Catastrophe Bond Prices in the Primary and Secondary Markets?, IRFRC & APRIA 2018 Joint Conference.
2018 Chuang, Hwei-Lin, Yu, Min-Teh Yu*(20180421~20180421), Climate Risk and Catastrophe Bond Prices, 2018兩岸經濟與管理學術研討會.
2017 Li, Xiaodan, Yu, Min-Teh, Zhao, Yang*(20171216~20171216), Chinese Dual-Class IPOs in the U.S., 2017 China International Risk Forum.
2017 Li, Xiaodan, Yu, Min-Teh, Zhao, Yang*(20171201~20171205), Determinants of Chinese Dual-Class IPOs in the U.S., 2017海峽兩岸經貿研討會.
2017 Yu, Min-Teh*, Zhao, Yang (20171006~20171009), Predicting Catastrophe Losses from Catastrophe Bond Trading, The 12th Asian Academy of Management International Conference 2017.
2015 Yu, Min-Teh(201507~201507), Optimum Mix across Financial and Reinsurance Markets: the Case of Catastrophe Bonds, World Risk and Insurance Economics Congress (WRIEC).
2009 Yu, Min-Teh(20091021~20091024), Price Pressure around Exchange Listings, Financial Management Association International.
2008 Yu, Min-Teh(20080111~200801), Catastrophic Losses and Alternative Risk Transfer Instruments, Conference on Quantitative Finance and Risk Management.
2008 Yu, Min-Teh(20080314~20080316), Bank Runs and the Cost of Deposit Insurance, Midwest Economic Association Annual Meeting.
2008 Yu, Min-Teh(20080229~20080301), Panel Cointegration Test of the Ohlson Model, Midwest Finance Association Meeting.
2008 Yu, Min-Teh*, I-D Kuo(20080402~20080403), Volatility Estimation and the Performance of Multifactor Term Structure Models for Pricing and Hedging Euribor Options, Asia-Pacific Futures Research Symposium.
2008 Yu, Min-Teh, H. Chuang, S. Lee, Y. Chen(20080706~20080709), Estimating the Cost of Deposit Insurance with Stochastic Interest Rates: The Case of Taiwan, 2008 AsianFA/NFA International Conference.
2008 Yu, Min-Teh(20081008~20081011), Plan Terminations and the Valuation of PBGC Insurance, 2008 FMA Annual Meeting.
2007 Yu, Min-Teh(20070629~20070703), Deposit Insurance, Closure Rules, and Bank Runs, Western Economics Association Annual Meeting.
2007 Yu, Min-Teh(20071216~20071216), Valuation of Catastrophe Equity Puts in Markov Jump Diffusion Models, 台灣風險與保險學會(TRIA)第一屆學術研討會.
2006 Chuang, H. L., Lee, S. C., Yu, Min-Teh(20060714~20060715), Estimating Deposit Insurance Premiums with Stochastic Interest Rates: The Case of Taiwan, The Joint 14th Annual PBFEA and 2006 Annual FEAT Conference.
2006 Lee, J. P., Yu, Min-Teh(20061011~20061014), Closure Rules and The Valuation of Pension Benefit Guaranty, Financial Management Association Annual Meeting.
2005 Lee, J. P., Yu, Min-Teh(20050311~20050313), Catastrophe Reinsurance Valuation with Catastrophe Bonds, Midwest Economics Association Annual Meeting.
2004 Lee, J. P., Yu, Min-Teh(20041006~20041009), Bank Runs, Regulatory Responses, and Cost of Deposit Insurance, Financial Management Association Annual Meeting.
2003 Lee, J. P., Yu, Min-Teh(20031010~), Capital Standard, Forbearance and Subordinated Debt Valuation, Financial Management Association Annual Meeting.
2003 俞明德(20030903~),金融機構與商品,財務新進學者學術計畫研討會。
2003 俞明德(20030909~),金融機構與商品,財務新進學者學術計畫研討會。
2003 Lee, S. C., Yu, Min-Teh(20030327~), Deposit Insurance and Capital Requirements: Basle Accord vs. Capital-at-Risk, Midwest Finance Association Annual Meeting.
2003 Yu, Min-Teh(20030115~), Some Recent Developments in Financial Institution Management and Derivative Research, 管理傑出研究講座.
2002 Lee, S. C., Yu, Min-Teh(20021215~), Deposit Insurance and Capital Requirements: Basle Accord vs. Capital-at-Risk, The 11th Conference on The Theories and Practices of Securities and Financial Markets.
2002 Lee, J. P., Yu, Min-Teh(20021018~), Closure Rules and the Valuation of Pension Benefit Insurance Guarantees, Financial Management Association Annual Meeting.
2002 Lee, S. C., Yu, Min-Teh(20020714~20020717), Deposit Insurance, Capital Forbearance and Moral Hazard, APFA/PACAP/FMA Annual Meeting.
2002 Lee, S. C., Yu, Min-Teh(20020426~20020427), Deposit Insurance and Capital Requirements: Basle Accord vs. Value-at-Risk, Taiwan Finance Association Annual Meeting.
2001 Chang, C. C., Lin, C. G., Yu, Min-Teh(200112~), Valuing A Euro-Convertible Bond, The 10th Conference on The Theories and Practices of Securities and Financial Markets.
2001 Chang, C. C., Chung, S. L., Yu, Min-Teh(200112~), An Analysis of Loan Guarantee Portfolios and Joint Loan Guarantee with Stochastic Interest Rates, The 10th Conference on The Theories and Practices of Securities and Financial Markets.
2001 Lee S. C., Yu, Min-Teh(200112~), Deposit Insurance, Forbearance and Capital Requirement-A Compound Option Approach, The 10th Conference on The Theories and Practices of Securities and Financial Markets.
2001 Chang, F. J., Shen, Y. P., Yu, Min-Teh(200112~), Contribution to Finance Journals by Taiwanese Institutions, The 10th Conference on The Theories and Practices of Securities and Financial Markets.
2001 Hsin, C. W., Rhee, S., Yu, Min-Teh(20010330~), An Empirical Investigation on the Dynamics of International Transmissions among Asia markets, Midwest Finance Association Annual Meeting.
2001 Lin, C. G, Yu, Min-Teh(20010329~), Reset Warrants Pricing and Reset Terms, Midwest Finance Association Annual Meeting.
2000 俞明德(20001222~),金融機構與衍生證券研究之近期發展,第四屆財金理論與實務研討會,專題演講。
2000 Lee, J. P., Yu, Min-Teh(20001026~), Pricing CAT Bonds With Moral Hazard and Basis Risk, Financial Management Association Annual Meeting.
2000 俞明德(20000513~),選擇權分析與保險相關議題,商用數學研討會,財務數學講座。
2000 Chou, P. H., Lin, M. C., Yu, Min-Teh(20000331~), Effectiveness of Price Limits Across Markets, Midwest Finance Association Annual Meeting.
2000 Chou, P. H., Lin, M. C., Yu, Min-Teh(20000222~20000223), Price Limits, Margin Requirements and Default Risk, CBOT Research Symposium.
1999 Duan, J., Yu, Min-Teh(19991007~19991009), Risk-Based Premiums for Insurance Guaranty Funds with Interest Rate and Catastrophe Risk, Financial Management Association Annual Meeting.
1998 Chang, C. C., Lai, V. S., Yu, Min-Teh(19980701~19980703), Credit Enhancement and Loan Default Risk Premium, French Finance Association Annual Meeting.
1997 Hassan, M. K., Lai. V. S., Yu, Min-Teh(19971015~19971018), Market Discipline of the Canadian Bank Letters of Credit Activities: An Empirical Examination, Financial Management Association Annual Meeting.
1997 Duan, J. C., Yu, Min-Teh(19970813~19970813), Premiums for Insurance Guaranty Fund With Interest Rate and Catastrophe Risk, American Risk and Insurance Association Annual Meeting.
1997 Yu, Min-Teh(19970403~19970406), Capital Standard, Forbearance and Deposit Insurance Coverage Under GARCH, Eastern Economics Association Annual Meeting.
1996 McCulloch, J. H., Yu, Min-Teh(19961009~19961012), Government Deposit Insurance and the Diamond-Dybvig Model, Financial Management Association Annual Meeting.
1995 Yu, Min-Teh(199509~199509), Capital Standard, Forbearance and Deposit Insurance Coverage Under GARCH, Seminar of European Group of Risk and Insurance Economist.
1994 Kane, E. J., Yu, Min-Teh(19941013~19941013), Opportunity Costs of Capital Forbearance during the Final Years of the FSLIC Mess, Financial Management Association Annual Meeting.
1993 Yu, Min-Teh(199312~199312), Asset Risk and Solvency Standards for Insurance Companies, Proceedings of the Conference on the Theories and Practices of Security and Financial Markets.
1993 Kane, E. J., Yu, Min-Teh(19931014~19931014), Opportunity Costs of Capital Forbearance during the Final Years of the FSLIC Mess, Financial Management Association Annual Meeting.
1992 Kane, E. J., Yu, Min-Teh(199207~199207), Measuring the True Profile of Taxpayer Losses in the S&L Insurance Mess, Western Economic Association International Conference.
Chang, C., Chang, J., Yu, Min-Teh, Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach, CBOT Research Symposium Proceedings(p.p1~28).
Duan, J. C., Yu, Min-Teh, Premiums for Insurance Guaranty Fund With Interest Rate and Catastrophe Risk, Proceedings of Chinese Finance Association Conference(p.p834~850).
俞明德, 董夢雲,保險安定基金保費之估算--資產負債隨機模型,證券金融市場理論與實務研討會論文集(頁123~155)。
俞明德, 沈中華, 陳忠勤,銀行利率風險與期限結構之評估,中國財務學會年會論文集(頁303~324)。
Yu, Min-Teh, Risk-Based Capital Adequacy for Banks in Taiwan, Proceedings of the Third International Conference on Asian-Pacific Financial Markets(p.p147~160).
俞明德, 史綱,全球金融即時資訊在財管教學上的應用,第五屆中華民國管理教育研討會論文集(頁1073~1094)。
Duan, J. C., Yu, Min-Teh, The Cost of Taiwan's Deposit Insurance Guarantees: A Reassessment, Proceedings of Chinese Finance Association Conference(p.p111~135).
俞明德, 許亮嵐,金融監管能力與存款保險費率之評價,證券金融市場理論與實務研討會論文集。
俞明德, 莊慧玲, 周輝啟,銀行資本與支出偏好行為之探討,台灣經濟學會年會論文集(頁325~344)。
Chow, H. C., Chuang, H. L., Yu, Min-Teh, A Reexamination of the Expense-Preference Behavior in S&Ls, Proceedings of Chinese Economics Association Annual Conference(p.p325~344).
年度 活動名稱 主題/發表題目 活動期間
2023 2023 China International Conference on Insurance and Risk Management (CICIRM 2023) 主持人 2023-2023
2023 7th Vietnam International Conference in Finance 主持人 2023-2023
2023 靜宜大學111學年度第2學期財金系研究生蔡紹均、甘少宇碩士學位論文 指導教授暨口試委員 2023-2023
2023 2023年臺灣財務金融學會年會暨國際研討會 主持人 2023-2023
2023 31st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 主持人 2023-2023
2023 國立高雄大學教師知能工作坊 分享講座 2023-2023
2023 2023年財務工程休閒學會 微型學術研討會 主持人 2023-2023
2023 靜宜大學112學年度碩士班招生考試財務金融學系審查委員 書審委員 2023-2023
2022 2022 TRIA-FeAT聯合年會暨國際學術研討會 主持人 2022-2022
2022 第十六屆國立陽明交通大學財務金融國際研討會 主持人 2022-2022
2022 10th International Conference on Business, Accounting, Finance, and Economics (BAFE 2022) Scientific Committee 2022-2022
2022 2022 TSC 第十五屆崇越論文大賞 評審委員 2022-2022
2022 2022富邦人壽管理博碩士論文獎 決審評審委員 2022-2022
2022 文藻外語大學第十四任校長遴選委員會 委員 2022-2022
2022 管理學報 編輯委員會編輯顧問 2022-2024
2022 靜宜大學董事會 第11屆董事 2022-2026
2022 台灣財務金融學會 第十四屆理事 2022-2025
2022 2022臺灣財務金融學會國際研討會 主持人 2022-2022
2022 111年公務人員特種考試關務人員、身心障礙人員考試及111年國軍上校以上軍官轉任公務人員考試 命題兼閱卷委員 2022-2022
2022 文藻學校董事會 第18屆董事 2022-2022
2022 國立中山大學110學年度教師評鑑委員會 評鑑委員 2022-2022
2022 中興大學管理學院111年度特聘教授暨優聘教師審查小組 委員 2022-2022
2022 台灣金融服務業聯合總會境外結構型商品審查 審查委員 2022-2023
2021 110年特種考試地方政府公務人員考試 命題兼閱卷委員 2021-2021
2021 台灣財務工程學會 終身榮譽理事長 2021-
2021 2021台灣財務工程學會年會暨國際學術研討會與論壇 主持人 2021-2021
2021 111學年度靜宜大學財務金融學系碩士班甄試審查委員 書審委員 2021-2021
2021 暨南大學管理學院新興產業策略與發展博士學位學程 110年度系所品質保證自我評鑑委員 2021-2021
2021 暨南大學管理學院新興產業策略與發展碩士學位學程 110年度系所品質保證自我評鑑委員 2021-2021
2021 2021年台灣財務金融學會年會暨國際研討會 主持人 2021-2021
2021 2021台灣風險與保險學會(TRIA)學術分享研討會 主持人 2021-2021
2021 2021 TSC 第十四屆崇越論文大賞 評審委員 2021-2021
2021 靜宜大學109學年度第2學期財金系 研究生碩士學位論文指導教授暨口試委員 2021-2021
2021 僑光科技大學109學年度校務自我評鑑 自評委員 2021-2022
2021 證券市場發展季刊 編輯委員 2021-2024
2021 聖母醫護管理專科學校董事會 監察人 2021-2025
2021 2021臺灣財務金融專題研討會─資產定價 引言人 2021-2021
2021 靜宜大學110學年度碩士班招生考試財務金融學系審查委員 書審委員 2021-2021
2021 期貨與選擇權學刊 編輯委員會編輯委員 2021-2023
2020 臺灣財務金融學會年會 主持人 2020-2020
2020 2020第11屆CSBF兩岸金融研討會 主持人 2020-2020
2020 管理學報 編輯顧問 2020-2022
2020 2020 TSC 第十三屆崇越論文大賞 評審委員 2020-2020
2020 董事會運作實務與公司治理研習班 研習 2020-2020
2020 109年公務人員特種考試司法人員、法務部調查局調查人員、國家安全局國家安全情報人員、海岸巡防人員及移民行政人員考試 典試委員兼命題閱卷 2020-2020
2020 108學年度第2學期財務金融學系研究生碩士學位論文 口試委員 2020-2020
2020 第十三屆交通大學財務金融國際研討會 主持人 2020-2020
2019 Universiti Putra Malaysia External Examiner 2019-
2019 Universiti Malaya External Examiner 2019-
2019 2019 台灣風險與保險學會年會暨國際學術研討會 主持人 2019-2019
2019 聯訊捌創業投資股份有限公司 董事 2019-
2018 管理學報 編輯委員會編輯顧問 2018-2020
2017 Universiti Tunku Abdul Rahman, Malaysia External Examiner 2017-
2017 Business and Economic Horizons 編輯委員 2017-
2017 Advances in Pacific Basin Business, Economics and Finance Co-Editor 2017-
2014 行政院 國家發展基金管理委員會 委員 2014-2017
2013 Review of Pacific Basin Financial Markets and Policies 編輯委員 2013-
2013 台灣大學 計量理論與應用研究中心 諮詢委員 2013-2017
2013 中山大學經濟所 諮詢委員 2013-2017
2013 保險專刊 編輯委員 2013-
2012 期貨與選擇權學刊 編輯委員 2012-
2012 台灣財務工程學會 理事長 2012-2015
2012 台灣風險與保險學會 理事長 2012-2013
2012 Asia-Pacific Risk and Insurance Association 理事 2012-2015
2010 逢甲大學 校務評鑑指導委員 2010-2018
2009 天主教學校發展協會 主任委員 2009-2010
2009 IAUP世界大學校長協會東北亞地區會議 諮詢委員 2009-
2009 台中縣台大校友會 理事長 2009-2010
2008 住宅地震保險基金 董事 2008-2017
2007 台灣風險與保險學會 理事 2007-
2006 台灣大學台灣省校友會 監事 2006-
2006 行政院傑出科技貢獻獎審議會 委員 2006-2007
2006 大學院校藝文中心協會 理事 2006-
2006 中國統計學報 (JCSA) 編輯委員 2006-2008
2004 Journal of Economics and Management 編輯委員 2004-
2004 Global Management Review 編輯委員 2004-2007
2004 考選部 高普考命題暨閱卷委員、典試委員 2004-
2004 亞洲基督宗教大學聯盟 (ACUCA) 理事 2004-2006
2003 元智大學管院 諮議委員 2003-2016
2003 Management Review 編輯委員 2003-
2003 輔仁大學 董事 2003-2008
2003 教育部 大學校院增設調整系所班組審查召集人 2003-2004
2003 教育部 學術審議委員 2003-2004
2003 台灣財務工程學會 常務理事 2003-
2003 中華資訊素養學會 理事 2003-
2002 管理學報 專刊客座編輯 (Vol. 24, No. 4, 2007, Vol. 26, No. 1, 2009) 2002-
2002 教育部 大學管理學院之專任評鑑委員 2002-2002
2002 財團法人大學入學考試中心基金會 董事 2002-2007
2001 保險專刊 編輯委員 2001-2003
2001 Academia Economic Papers 編輯委員 2001-2007
2001 行政院金融重建基金管理委員會 委員 2001-2004
2001 教育部 公費留學考命題暨審查委員 2001-2005
2001 國科會社會科學中心 執行委員 2001-2004
2001 保險實務與制度 編輯委員 2001-2003
2001 教育部 公務人員升等考試(簡任)命題委員 2001-2001
2001 文藻外語學院 董事 2001-2002
2000 中山管理評論 編輯委員 2000-
2000 Journal of Financial Studies (財務金融學刊) 編輯委員 2000-
2000 International Journal of Business and Economics 編委 2000-
1999 Pan-Pacific Management Review 編輯委員 1999-2009
1999 風險管理學刊 編輯委員 1999-
1999 Tamsui Oxford Journal of Management Science 編輯委員 1999-
1999 中國管理學會 教育訓練委員 1999-
1999 Hong Kong Research Grant Council External Assessor 1999-2002
1998 管理學報 編輯委員 1998-
1998 產業金融季刊 編輯委員 1998-2003
1998 證券市場發展季刊 編輯委員 1998-
1998 風險管理學會 教育訓練主委 1998-
1997 Pacific-Basin Finance Journal 編輯委員 1997-2006
1997 國科會人文處 管理學門複審委員 1997-2001
1997 Asia-Pacific Finance Association 理事 1997-2000
1996 臺灣財務金融學會 理事 1996-
1994 教育部 私立專校評鑑委員 1994-
年度 計畫名稱 主持人 計畫期間 共同主持人
新南向區域之金融風險、經貿發展與人力移動-東南亞各國金融機構體系風險之評估與分析 俞明德 2017-2018
人社中心財會學門熱門及前瞻學術研究議題規劃案 俞明德 2015-2016
巨災風險,價格資訊與企業風險管理 俞明德 2015-2018
補助國內大專院校購置 Datastream 財經資訊資料庫專案 俞明德 2013-2014
巨災風險、或有資本與風險管理 俞明德 2013-2017
101年度【管理學門】期刊評比 俞明德 2013-2013
保險費率定價:失業保險與房貸保險 俞明德 2010-2013
台灣財金學術單位2003~2008期刊著作表現之研究 俞明德 2009-2010
違約風險與信用提昇機制 (2/3) 俞明德 2009-2010
違約風險與信用提昇機制 俞明德 2008-2011
金融債券,銀行風險與資本適足性 (3/3) 俞明德 2008-2009
服務創新與企業家精神 - 總計畫 (3/3) 俞明德 2008-2009 吳成豐
違約風險與信用提昇機制(1/3) 俞明德 2008-2009
服務創新與企業家精神 - 總計畫 (2/3) 俞明德 2007-2008 吳成豐
金融債券,銀行風險與資本適足性 (2/3) 俞明德 2007-2008
金融債券,銀行風險與資本適足性 (1/3) 俞明德 2006-2007
服務創新與企業家精神 - 總計畫 (1/3) 俞明德 2006-2007 吳成豐
提昇私校研發能量專案計畫–公司治理多元性探討之整合型研究–總計畫及子計畫一:金融機構之公司治理與風險管理 (3/3) 俞明德 2006-2007
巨災再保之風險管理與評價 俞明德 2005-2006
提昇私校研發能量專案計畫–公司治理多元性探討之整合型研究–總計畫及子計畫一:金融機構之公司治理與風險管理 (2/3) 俞明德 2005-2006
風險性放款保證之評價與分析 II 俞明德 1998-1999
風險性放款保證之評價與分析 I 俞明德 1997-1998
銀行風險與資產風險權數之實證研究 俞明德 1997-1998
巨災保險衍生性證券價格行為之研究 俞明德 1997-1998
失敗處理與保險安全基金保費之估算 俞明德 1996-1997
GARCH 模型下之存款保險多期定價 俞明德 1995-1996
銀行風險導向資本適足性研究 俞明德 1994-1995
銀行帳面商譽價值之評估 俞明德 1993-1994
外匯交易模擬與市場分析 俞明德 1993-1993
銀行資本寬容政策之評估 俞明德 1992-1993
2005 銀行與金融控股公司資本規範之研究 俞明德 2002-2003
2005 提昇私大研發能量專案–新經濟之典範移轉與方案 俞明德 2000-2001
2005 管理學門新進學者研究生涯規劃研討會 俞明德 1999-2000
2005 提昇私校研發能量專案計畫–公司治理多元性探討之整合型研究–總計畫及子計畫一:金融機構之公司治理與風險管理 (1/3) 俞明德 2004-2005
2005 存款保險與自由投保機制 俞明德 2004-2005
2005 風險值,存款保險與銀行風險管理 俞明德 2003-2004
2005 財金領域研究生產力的形成原因與影響 俞明德 2002-2003 沈仰斌
2005 台灣財金學術單位期刊著作表現之研究 俞明德 2001-2001
2005 擠兌、利率風險與存保成本 俞明德 2001-2002
2005 巨災債券訂價之分析研究 俞明德 2000-2001
2005 退休基金保證成本之研究 II 俞明德 2000-2001
2005 退休基金保證成本之研究 I 俞明德 1999-2000
年度 獎項名稱 頒獎單位
2021 2021 Taiwan Risk and Insurance Conference, Best Paper Award Taiwan Risk and Insurance Association
2021 科技部特約研究人員 科技部
2005 國科會計畫管理學門最高主持人費 國家科學委員會
2005 Shin Research Excellent Award The Geneva Association and The International Insurance Society
2001 元智大學研究傑出教授獎 元智大學
2001 國科會研究傑出獎 國家科學委員會
2000 國科會研究傑出獎 國家科學委員會
1999 國科會研究甲等獎 國家科學委員會
1998 國科會研究傑出獎 國家科學委員會
1997 國科會研究傑出獎 國家科學委員會
1997 馬偕加拿大研究獎勵 加拿大在台協會
1996 國科會研究甲等獎 國家科學委員會
1995 國科會研究甲等獎 國家科學委員會
1995 中央大學管理學院傑出論文獎 中央大學
1994 國科會研究優等獎 國家科學委員會
1993 教育部教學特優教師獎 教育部
1993 國科會研究甲等獎 國家科學委員會
1992 國科會研究甲等獎 國家科學委員會
1991 國科會研究甲等獎 國家科學委員會
學期別 班級 科目代碼 科目名稱 修別 學分數
1122 財金碩一 09293 財務管理專題講座 必修 1
1122 財金碩一 09037 金融創新專題 選修 3
學校名稱 論文名稱 學位
美國 俄亥俄州立大學 經濟系 博士
作者 文章名稱(篇名) 語言別 報紙名稱(報刊名稱) 版次 出版日期 作者種類 異動時間
俞明德 金融機構強制投保宜再三思 中文 中國時報 1996 第一作者 2006/01/09
俞明德 從美國經驗談金融檢查與預警 中文 經濟日報 1992 第一作者 2006/01/09
俞明德 財政部不是證券投資保險公司 中文 中央日報 1988 第一作者 2006/01/09
異動時間 交流活動名稱 交流方式 到訪機構名稱 外國學者姓名 所屬學術單位 從事事項 開始日期 結束日期 獲獎地區別 地點或洲別 國家
Sep 28 2022 2:59PM 靜宜大學財務金融學系專題演講 DR SUN EDWARD 靜宜大學財務金融學系 2022 2022 國外 歐洲 法國