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教授個人資料

教授個人資料
莊惠菁
職稱
助理教授
專長/研究領域
  • 信用風險管理
  • 財務計量
  • 基金分析
學歷
  • 台灣大學財務金融學系博士
經歷
  • 台灣大學財務金融學系兼任講師
  • 國立新加坡大學 訪問博士生
  • 期刊論文
  • 會議論文
  • 研究計畫
  • 專書/個案/其他出版品
  • 產學計劃
  • 教授課程
  • 論文指導
  • 獲獎與專業證照
  • 學會會員
  • 其他校外服務
  • Yin-Siang Huang, Hui-Ching Chuang, Iftekhar Hasan, and Chih-Yung Lin (2021). The Effect of Language on Investing: Evidence from Searches in Chinese versus English. Pacific-Basin Finance Journal. 67, 101553.
  • Jui-Chung Yang, Hui-Ching Chuang, Chung-Ming Kuan (2020, May). Double Machine Learning with Gradient Boosting and Its Application to the Big N Audit Quality Effect. Journal of Econometrics, 216(1), 268-283.
  • 莊惠菁,管中閔(2020年03月)。共同基金卓越績效的認定與評估:新逐步檢定法的應用。證券市場發展季刊,32(1), 1-31。證券市場發展季刊 2020 優秀論文獎.
  • 莊惠菁,管中閔(2010年10月)。以無資料窺探偏誤的檢定評估共同基金績效。證券市場發展季刊,22(3), 181-206。證券市場發展季刊 2010 優秀論文獎, 聯電經營管理 2012 論文獎.
  • 1. Hui-Ching Chuang, O-Chia Chuang, Zhenhong Huang (2020, Oct). Assessing Systemic Risk Based on the CARE System.
  •  The 28th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung. Dec 20020. (Scheduled).
  •  The 2020 International Conference of Taiwan Finance Association, Taichung. Sep 2020.
  • 2. Hui-Ching Chuang, Jau-er Chen (2019, Dec). Industry Distress and Default Recovery Rates: The Unconditional Quantile Regression Approach.
  •  Seminar. Department of Finance. National Taiwan University. May 2020.
  •  The 32nd Australasian Finance and Banking Conference, Sydney, Australia. Dec 2019.
  •  Taiwan Econometric Society 2019 Annual Conference, Taipei. Nov 2019
  •  2019 Annual Conference of Financial Engineering Association of Taiwan, Taipei. Jun 2019.
  • 3. Jui-Chung Yang, Hui-Ching Chuang, Chung-Ming Kuan (2019, May). Double Machine Learning with Gradient Boosting and Its Application to the Big N Audit Quality Effect.
  •  The 2019 Annual Meeting of the Financial Management Association International, New Orleans, USA. Oct 2019.
  •  The 2019 International Conference of Taiwan Finance Association, Taipei. May 2019.
  • 4. Hui-Ching Chuang, Chung-Ming Kuan (2019, Aug). Systematic and Discretionary Hedge Funds: Classification and Performance Comparison.
  •  Quantitative Finance Workshop 3: Asset Pricing and Risk Management, Singapore. Aug 2019.
  •  The 2019 International Conference of Taiwan Finance Association, Taipei. May 2019.
  •  The 26th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung. Dec 2018
  • 5. Hui-Ching Chuang, Iftekhar Hasan, Yin-Siang Huang, Chih-Yung Lin (2019, May). The Effect of Language on Investing: Evidence from Searches in Chinese versus English.
  •  The 2019 International Conference of Taiwan Finance Association, Taipei. May 2019.*(presented by Yin-Siang Huang)
  • 6. Hui-Ching Chuang, Iftekhar Hasan, Yin-Siang Huang, Chih-Yung Lin (2018, May). It Depends on How You Search: Evidence from Sophisticated Investors' Attention. (2018 TFA Fubon Award)
  •  The 2018 International Conference of Taiwan Finance Association, Taipei. May 2018.*(presented by Yin-Siang Huang)
  • 7. Hui-Ching Chuang, Chung-Ming Kuan (2016). Identifying and Assessing Superior Mutual Funds: An Application of the New Step-wise Data-Snooping-Bias Free Test
  •  The 2017 International Conference of Taiwan Finance Association, Hualien. May 2017.
  •  Seminar. Department of Applied Economics, National University of Kaohsiung. Dec 2016.
  • 8. Hui-Ching Chuang (2016, Nov) Default and Recovery: The Copula-Based Sample Selection Model Approach.
  •  Taiwan Econometric Society 2016 Annual Conference, Taipei. Nov 2016.
  • 9. Hui-Ching Chuang (2015, Jan) Measure of Downturn Connectedness and Systemic Risk in Financial Institutions. (Revised from Network of Empirical Downturn Risk Measures)
  •  The 8th National Chaio Tung University International Finance Conference, Hsinchu. Jan 2015.
  •  The 2014 Financial Management Association European Conference, Maastricht, Netherlands. Jun 2014.
  •  The 7th International Conference on Computational and Financial Econometrics, London, UK. Dec, 2013.
  •  Taiwan Econometric Society 2013 Annual Meeting, Taipei. Nov 2013.
  •  Seminar. Department of Economics, Soochow University. Jun 2014.
  •  Seminar. Department of Money and Banking, National Cheng Chi University. Jan 2014.
  •  Seminar. Department of Finance, Tamkang University. Dec 2013.
  •  Seminar. Department of Economics, National Taiwan University. Nov 2013.
  •  Seminar. Department of Financial Engineering and Actuarial Mathematics, Soochow University. Oct 2013.
  • 110 專題研究計畫 (一般研究計畫) 顏色是否可以解釋股票報酬:技術分析再回顧
  • 109 專題研究計畫 (一般研究計畫) 利用 System CARE 模型進行系統風險估計
  • 108 專題研究計畫 (一般研究計畫) 利用交易策略文字建立避險基金類型
  • 107 專題研究計畫 (提升私校研發能量專案計畫) 不確定環境下之企業決策與風險管理(3/3)
  • 106 專題研究計畫 (提升私校研發能量專案計畫) 不確定環境下之企業決策與風險管理(2/3)
  • 105 專題研究計畫 (提升私校研發能量專案計畫) 不確定環境下之企業決策與風險管理(1/3)
  • 105 專題研究計畫 (新進人員研究計畫) 金融機構的網絡結構分析
  • 103 專題研究計畫 (新進人員研究計畫) 違約機率與違約回復率:聯合模型建構
  • 102 專題研究計畫 (新進人員研究計畫) 系統風險之計量指標研究
  • 101 專題研究計畫 (新進人員研究計畫) 信用違約交換指數之交易策略獲利性分析
  • Hui-Ching Chuang, “Predicting Defaults with Intensity Model: Methods and Empirical Evidences,” Doctoral Dissertation, Department of Finance, National Taiwan University, June 2012.
  • Hui-Ching Chuang, and X.-S Wu, “ Elementary Survey Sampling” (Translation), 6th edition, Richard L.Scheaffer, Thomson Asia, 2006.
  • Hui-Ching Chuang, “Modeling Dependence Structure with Regime-Switching Copula Models,” Master Thesis,” Department of Economics, National Taiwan University, June 2004.
  • 投資學, 計量經濟學
  • 110 財務金融暨會計碩士班 (財務金融學程) 謝宗祐 股債投資策略:股債相關性與總體經濟因素的影響
  • 108 財務金融暨會計碩士班 (財務金融學程) 王靜敏 基金經理人背景與基金績效的關係
  • 106 財務金融暨會計碩士班 (財務金融學程) 洪子峻 經理人過度自信在供應鏈的傳遞效果
  • 103 財務金融暨會計碩士班 (財務金融學程) 鍾佳綺 信用違約交換是否會增加銀行的系統風險?
  • 102 商學碩士班 (財務金融學程) 簡銘新 臺灣金融業的系統性風險:景氣循環與備抵呆帳
  • The 2020 Best Paper of Review of Securities and Futures Markets. 證券市場發展季刊109年度優秀論文獎
  • The 2018 Taiwan Financial Association Annual Meeting. 台灣財務金融學會2018年會富邦論文獎
  • 台灣經濟計量學會
  • 台灣財務學會
  • 財務管理學會會員
    國內外期刊審查人:
  • Managerial Finance(2020)
  • Pacific Basin Financial Markets and Policies*2(2012, 2014)
  • North American Journal of Economics and Finance*2(2018, 2018)
  • International Journal of Forecasting(2011)
  • International Journal of Emerging Markets(2017)
  • 中山管理評論(2013)
  • 輔仁管理評論(2018)
  • 校外演講:
  • 台灣大學財務金融學系(2020)
  • 高雄大學應用經濟學系(2016)
  • 政治大學金融學系(2014)
  • 東吳大學經濟學系(2014)
  • 台灣大學經濟學系(2013)
  • 淡江大學財務金融學系(2013)
  • 東吳大學財務工程與精算學系(2013)
  • 國內外研討會議主持人:
  • The 2019 Annual Meeting of the Financial Management Association International
  • 國內外研討會議評論人:
  • The International Conference of Taiwan Finance Association(2020, 2019, 2017)
  • The 2019 Annual Meeting of the Financial Management Association International
  • The 32nd Australasian Finance and Banking Conference
  • The 2019 Annual Conference of Financial Engineering Association of Taiwan.
  • The 26th Conference on the Theories and Practices of Securities and Financial markets.
  • The 2016 National Central University Mini Workshop
  • The 2014 Financial Management Association European Conference
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