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Dive into the research topics where Liang-Chih Liu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Projects
- 5 Finished
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從發行成本與最適資本結構的角度來探討發行可贖回債券的好處(1/2)
Liu, L.-C. (PI) & Liu, L.-C. (PI)
1/08/20 → 31/07/22
Project: NSTC › NSTC Research Project
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"在可轉換公司債可被部分轉換的前提下探討最佳的贖回與轉換 策略"
Liu, L.-C. (PI) & Liu, L.-C. (PI)
1/08/18 → 31/07/20
Project: NSTC › NSTC Research Project
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Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading
Dai, T. S., Luo, Y. J., Chang, H. H., Kao, C. L., Wang, K. L. & Liu, L. C., Nov 2024, In: Review of Quantitative Finance and Accounting. 63, 4, p. 1391-1411 21 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
On the design of bail-in-able bonds from the perspective of non-financial firms
Liu, L. C., Dai, T. S. & Zhou, L., Jan 2024, In: International Review of Economics and Finance. 89, p. 1136-1155 20 p.Research output: Contribution to journal › Article › peer-review
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Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
Dai, T. S., Liu, L. C. & Yang, S. S., 2023, In: Quantitative Finance. 23, 9, p. 1325-1339 15 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, L. C., Chiu, C. Y., Wang, C. J., Dai, T. S. & Chang, H. H., Jan 2022, In: Review of Quantitative Finance and Accounting. 58, 1, p. 137-170 34 p.Research output: Contribution to journal › Article › peer-review
4 Scopus citations -
Analyzing interactive call, default, and conversion policies for corporate bonds
Liu, L. C., Dai, T. S., Zhou, L. & Chang, H. H., Aug 2022, In: Journal of Futures Markets. 42, 8, p. 1597-1638 42 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations
Prizes
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2017 崇越論文大賞 - 管理論文博士組 - 優良論文獎
Liu, L.-C. (Recipient), 29 Jul 2017
Prize: National International Academic Honorary Award
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TFA 研討會 富邦最佳論文獎
Liu, L.-C. (Recipient), 24 May 2019
Prize: National International Academic Honorary Award
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指導學生參加科技部108年度大專學生研究創作獎
Liu, L.-C. (Recipient), 1 Oct 2020
Prize: Honorary Awards (Creation, Competitions and Exhibitions)