關鍵字查詢 | 類別:期刊論文 | | 關鍵字:an option-based optimization

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序號 學年期 教師動態
1 94/1 統計系 林志娟 教授 期刊論文 發佈 The impact of e-finance strategies on depository financial intermediary's value: an option-based optimization , [94-1] :The impact of e-finance strategies on depository financial intermediary's value: an option-based optimization期刊論文The impact of e-finance strategies on depository financial intermediary's value: an option-based optimization林志娟; Lin, Jyh-jiuan; 鮑世亨; Pao, Shih-heng; 林志鴻; Lin, Jyh-horng淡江大學統計學系Strategic e\-finance; asymmetric information; capital\-to\-deposits ratioNew Delhi: Taru PublicationsJournal of Information & Optimization sciences 26(3), pp.509-526Which strategies generate value in electronic-finance (e-finance) environments? In a step toward answering this question, we use a two-stage option-based model to study how capital regulation, asymmetrical information, strategic e-finance and the depository financial intermediary's optimal deposit rate relates to one another. In our model, it is shown that the intermediary can use the Internet to supplant its existing delivery channels under the strategic loan-deposit complements. Both capital regulation and asymmetrical information provi
2 94/1 國企系 林志鴻 教授 期刊論文 發佈 The impact of e-finance strategies on depository financial intermediary's value: an option-based optimization , [94-1] :The impact of e-finance strategies on depository financial intermediary's value: an option-based optimization期刊論文The impact of e-finance strategies on depository financial intermediary's value: an option-based optimization林志娟; Lin, Jyh-jiuan; 鮑世亨; Pao, Shih-heng; 林志鴻; Lin, Jyh-horng淡江大學統計學系Strategic e\-finance; asymmetric information; capital\-to\-deposits ratioNew Delhi: Taru PublicationsJournal of Information & Optimization sciences 26(3), pp.509-526Which strategies generate value in electronic-finance (e-finance) environments? In a step toward answering this question, we use a two-stage option-based model to study how capital regulation, asymmetrical information, strategic e-finance and the depository financial intermediary's optimal deposit rate relates to one another. In our model, it is shown that the intermediary can use the Internet to supplant its existing delivery channels under the strategic loan-deposit complements. Both capital regulation and asymmetrical information provi
3 94/1 國企系 鮑世亨 副教授 期刊論文 發佈 The impact of e-finance strategies on depository financial intermediary's value: an option-based optimization , [94-1] :The impact of e-finance strategies on depository financial intermediary's value: an option-based optimization期刊論文The impact of e-finance strategies on depository financial intermediary's value: an option-based optimization林志娟; Lin, Jyh-jiuan; 鮑世亨; Pao, Shih-heng; 林志鴻; Lin, Jyh-horng淡江大學統計學系Strategic e\-finance; asymmetric information; capital\-to\-deposits ratioNew Delhi: Taru PublicationsJournal of Information & Optimization sciences 26(3), pp.509-526Which strategies generate value in electronic-finance (e-finance) environments? In a step toward answering this question, we use a two-stage option-based model to study how capital regulation, asymmetrical information, strategic e-finance and the depository financial intermediary's optimal deposit rate relates to one another. In our model, it is shown that the intermediary can use the Internet to supplant its existing delivery channels under the strategic loan-deposit complements. Both capital regulation and asymmetrical information provi
4 95/2 國企系 林志鴻 教授 期刊論文 發佈 Optimal Loan Rate with Behavioral Biases under Capital Regulation : An Option-Based Optimization , [95-2] :Optimal Loan Rate with Behavioral Biases under Capital Regulation : An Option-Based Optimization期刊論文Optimal Loan Rate with Behavioral Biases under Capital Regulation : An Option-Based OptimizationYin, Meng-bo; 林志鴻; Lin, Jyh-horng; Li, Hung-yu淡江大學國際貿易學系暨國際企業研究所India : University of AllahabadIndian Journal of Economics 87(347), pp.609-625tku_id: 000077224;Submitted by 曉芬 游 (139570@mail.tku.edu.tw) on 2011-10-22T15:55:52Z No. of bitstreams: 0;Made available in DSpace on 2011-10-22T15:55:52Z (GMT). No. of bitstreams: 0;20131121 verified by Sujenen0019-5170國外IND<links><record><name>機構典藏連結</name><url>http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/67464</url></record></links>
5 95/1 國企系 林志鴻 教授 期刊論文 發佈 Bank as a liquidity provider and interest rate discovery: An option-based optimization , [95-1] :Bank as a liquidity provider and interest rate discovery: An option-based optimization期刊論文Bank as a liquidity provider and interest rate discovery: An option-based optimizationChang, Chuen-Ping; Lin, Jyh-horng淡江大學國際貿易學系Liquidity;Price discovery;Black–Scholes valuationElsevierExpert Systems with Applications 31(2), pp.360-369Lending via commitment provides liquidity and interest rate discovery. These two concepts are closely related, but they are not identical. As each function can influence asset prices (and thus equity capital prices), this paper discusses how liquidity enters into equity capital price formation, and then focuses on the impact of the price discovery process on bank interest rate behavior. We use an option-based model to study the average loan interest rate of the other banks (explicitly treated as interest rate discovery in our model), the degree of capital market imperfection, and the external financing need for determining the bank&apos;s optimal loan rate and loan
6 95/1 國企系 林志鴻 教授 期刊論文 發佈 Optimal lending under strategic acquisition and capital regulation : an option-based optimization , [95-1] :Optimal lending under strategic acquisition and capital regulation : an option-based optimization期刊論文Optimal lending under strategic acquisition and capital regulation : an option-based optimizationLin, Jyh-horng; Jou, Rosemary; Chang, Chuen-ping淡江大學國際貿易學系暨國際企業研究所New Delhi: Taru PublicationsJournal of information & optimization sciences 27(3), pp.595-614This paper explores the determinants of the acquirer bank's optimal loan rate based on a firm-theoretical option-pricing model under the maximum net gain from strategic acquisition. The model demonstrates how the nature of the loan (substitutes/complements), loan rate strategies (strategic substitutes/strategic complements) and regulation conditions jointly determine the acquirer bank's optimal loan rate. We find that the acquirer bank's loan rate are negatively related to the proportion of the combined banks owned by the acquirer bank's shareholders and also negatively related to the capital regulation under the nature of the loan comp
7 93/1 國企系 林志鴻 教授 期刊論文 發佈 Financial contract structures and production decision : an option-based optimization , [93-1] :Financial contract structures and production decision : an option-based optimization期刊論文Financial contract structures and production decision : an option-based optimizationLuo, Min; Lin, Jyh-horng; Wu, Li-hung淡江大學國際貿易學系暨國際企業研究所Conventional loan;commodity loan;Black-Scholes valuationAnalytic Publishing CoJournal of Information & Optimization Sciences 26(1), pp.165-180This paper examines alternative financial contracts for production decisions under an optimal-based valuation. We demonstrate that while the optimal loan contract consists of only conventional loans, the firm is over-borrowing and thus has over-production since its risk-adjusted future price is expected to be greater than the risk-adjusted current price. If the optimal contract consists of both conventional loans and commodity loans explicitly incorporating characteristics of the firm's product market, the firm's over-borrowing and thus over-production will vanish. Our results demonstrate that the form of contract structure
8 94/2 國企系 鮑世亨 副教授 期刊論文 發佈 Municipal bond insurance, capital regulation and optimal bank interest margin: an option-based optimization , [94-2] :Municipal bond insurance, capital regulation and optimal bank interest margin: an option-based optimization期刊論文Municipal bond insurance, capital regulation and optimal bank interest margin: an option-based optimizationPao, Shih-heng淡江大學國際貿易學系暨國際企業研究所New Delhi: TARU PublicationsJournal of Statistics &amp; Management Systems 9(2), pp.413-425tku_id: 000076794;Made available in DSpace on 2009-11-30T10:20:40Z (GMT). No. of bitstreams: 0;20140123 verified by Sujenen2169-0014;0972-0510國外IND<links><record><name>機構典藏連結</name><url>http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/24408</url></record></links>
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