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教授個人資料

教授個人資料
李詩政
職稱
教授兼數位金融研究中心主任, 澳洲阿德雷德大學客座研究員, 法國系統風險研究中心專家
專長/研究領域
  • 金融風險管理、金融監理、監理科技、會計基礎評價
學歷
  • 中央大學財務金融博士
經歷
  • 元智大學會計系助理教授(2003~2008)
  • 元智大學財務金融學系副教授(2008~2013)
  • 元智大學管理學院(首任)財務金融學群召集人(2010~2013)
  • 中華行銷管理協會理事, (2010~迄今)
  • 澳洲阿德雷德大學訪問學者(2011~2012)
  • EvriBody™ Innovations Pty. Ltd., Australia, 顧問 (A.C.N. 128 602 415)(2011~2012)
  • Greater China Professional Risk Managers Service Center顧問 (2011~2016)
  • 澳洲,阿德雷德大學客座研究員(2012~迄今)
  • Journal of Accounting, Finance & Management Strategy (EconLit, ABI)副主編(2013~迄今)
  • 元智大學管理學院教授(2013~迄今)
  • 澳洲,銀行與金融穩性研究中心專家(2014~2016)
  • 上市公司由田新技薪資報酬委員(2014~迄今)
  • 法國,系統風險研究中心專家 (2015~迄今)
  • 澳洲,經濟與金融監理研究中心專家(2016~迄今)
  • 澳洲, 中國, DBS-SWUFE 銀行與金融穩定研究中心專家 (2017~迄今)
  • 台灣評鑑協會,大專校院教學品保服務計畫,評鑑委員 (2018~迄今)
  • 元智大學管理學院數位金融研究中心主任 (2018~迄今)
  • 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
  • Ho, K.C., S.C. Lee, and J.L. Chen, 2022, “Book-to-market equity and asset correlations—An international study”, International Review of Economics and Finance, 79, 258~274.【SSCI, IF: 2.522】
  • Ho, K.C., S.C. Lee, and P.W. Sun, 2021, “Disclosure quality, price efficiency, and expected returns”, North American Journal of Economics and Finance, Accepted.【SSCI, IF: 2.772】
  • Lee, S.C. and T.Y. Lee, 2018, “Challenges for the future of global financial markets”, Deposit Insurance Information Quarterly, 31, 93~108.
  • Yeh, S.W. and S.C. Lee, 2018, “The Brave New World of Financial Technology Development and Supervision : A prospective Investigation of Financial Technology Development and Innovative Experimentation Act”, Journal of Business Law and Finance, 1, 119~139.
  • Ho, K.C., S.C. Lee, C.T. Lin, and M.T. Yu, 2017, “A Comparative Analysis of Accounting-based Valuation Models”, Journal of Accounting, Auditing and Finance, 32, 561~575.【MOST Ranking: A Tier-1】
  • Lee, S.C., C.T. Lin, and M.S. Tsai, 2015, “The Pricing of Deposit Insurance in the Presence of Systematic Risk”, Journal of Banking and Finance, 51, 1~11. 【Leading Article】【SSCI, MOST Ranking: A Tier-1】
  • Pan, Lee-Hsien, Chien-Ting Lin, Lee, S.C., and Kung-Cheng Ho, 2015, “Information Ratings and Capital Structure”, Journal of Corporate Finance, 31, 71~32.【SSCI, MOST Ranking: A Tier-1】.
  • Fu, Y., Lee, S.C., Xu, L. and Ralf, Z., forthcoming, “The Effectiveness of Capital Regulation on Bank Behavior in China”, International Review of Finance. 【 SSCI, ABDC Ranking: A】
  • Xu, L., Lee, S.C., and Fu, Y., forthcoming, “Impacts of Capital Regulation and Market Discipline on Capital Ratio Selection: Evidence from China”, International Journal of Managerial Finance. 【ABDC Ranking: B】
  • Huang, P.H., Lee, S.C., C.T. Lin, 2014, Implementing countercyclical capital buffer scheme for Australian banks. Jassa-The Finsia Journal of Applied Finance, Vol. 3, September., 33-44【EconLit】
  • Huang, P.H., Lee, S.C., Liao, S.L., 2014, Illiquidity, systemic risk, and macroprudential regulation: The case of Taiwan's capital market. Journal of Applied Finance & Banking, vol. 4, no. 3, 71-88 【ABI & EconLit】
  • Lee, S.C., C.T. Lin, J.L., Chen and B.H. Chiu, 2014,Basel risk weights, asset correlations and book-to-market equity: Evidence from Asian Countries. Jassa-The Finsia Journal of Applied Finance, Vol. 3, September., 6-11. 【EconLit】
  • Lee, S.C., C.T. Lin, and M.T. Yu, 2013, “Book-to-market equity, asset correlations, and the Basel capital requirement”, Journal of Business, Finance, and Accounting, 40, 991-1008.【SSCI, MOST Ranking: A, Tier-1】
  • Lee, S.C., C.T. Lin, and M.T. Yu, 2013, “A fractional cointegration approach to testing the Ohlson accounting-based valuation model”, Review of Quantitative Finance and Accounting, 41, 535-547. 【FLI, MOST Ranking: A, Tier-2】
  • Chen, J.L., S.C. Lee, and M.S. Tsai, forthcoming, "An Empirical Investigation of the Ohlson Model–A Panel Cointegration Approach", Australasian Accounting Business and Finance. 【ABDC Ranking: B】
  • Lee, Shih-Cheng*., 2013, “Cost of Deposit Insurance Under Capital Forbearance: Basel I vs. II”, Journal of Applied Finance and Banking, 3, 39-48. 【EconLit】
  • Chen, J.L., S.C. Lee, and M.S. Tsai, forthcoming, "Rethinking the Lintnerian Linear Valuation Model", Australasian Accounting Business and Finance.【ABDC Ranking: B】
  • Lee, S.C. and C.T. Lin, 2012, “Book-to-market equity, operating risk, and asset correlations: Implications for Basel capital requirement”, Journal of International Financial Markets, Institutions, and Money, 22, 973-989 【SSCI, MOST Ranking: A-】
  • Lee, Shih-Cheng*., Jiun-Lin Chen, I-Ming Jiang and Cheng-Yi Hsu+, 2012," Accounting Conservatism and Bankruptcy" Journal of Accounting, Finance and Management Strategy, 7, 41~54. 【ABI】
  • Tsai, M.S., S.C. Lee, J.L. Chen and S.L. Wu, forthcoming," A New Method to Evaluate Equity-Linked Life Insurance”, Contemporary Management Research. 【ABDC Ranking: B】
  • Lee, S.C., C.H. Lai, 2012, “An Empirical Investigation of the Accounting Valuation Models”, Journal of Accounting, Finance & Management Strategy, 7, 41-65. 【ABI】
  • Lee, S.C., I.M. Jiang, B.H. Chiou and H.C. Cheng, 2012, “Asset Correlation and Evidence from UK Firms”, International Research Journal of Applied Finance, 3, 50-64. 【EconLit】
  • Pan, C.H., I.M. Jiang, S.C. Lee and Y.C. Huang, 2011, “Asset Correlation: The Empirical Analysis of Commercial Real Estate in Taiwan Market”, Journal of Accounting, Finance & Management Strategy, 6, 1-22. 【Leading Article】,【ABI】
  • Liu Y.H., I.M. Jiang, Y.T. Cheng, S.C. Lee, 2011, “The Valuation of Reset Options When Underlying Assets Are Autocorrelated”, International Journal of Business and Finance Research, 5, 95~104. 【EconLit】
  • Lee, S.C., C.T. Lin and C-K Yang,, 2011, “The asymmetric behavior and procyclical impact of asset correlations”, Journal of Banking and Finance, 35, 2559-2568.【SSCI, MOST Ranking: A, Tier-1】
  • Lee, S.C., C.T. Lin and P.T. Chang, 2011, “On the Market Valuation of Corporate Governance: Evidence from Taiwan” Pacific Basin Finance Journal, 19, 420-434. 【SSCI, MOST Ranking: A, Tier-2】
  • Lee, S.C., C.T. Lin, 2010, “An Accounting Based Valuation Approach to Valuing Corporate Governance in Taiwan”, Journal of Contemporary Accounting and Economics 6, 47-60. 【Leading Article】,【SSCI, MOST Ranking: A-】
  • Lee, S.C., I-Ming Jiang, Y.H. Liu, 2010, "Testing the Ohlson Model-Fractional Cointegration Approach", International Research Journal of Finance and Economics, 55, 36~44. 【EconLit】
  • Lee, S.C., H.L. Chuang, M.T. Yu, and Y.C. Chen, 2009, Estimating the Cost of Deposit Insurance with Stochastic Interest Rates: The Case of Taiwan, Quantitative Finance, 9, 1-8. 【Leading Article】, 【SSCI, FLI, MOST Ranking: A-】
  • Lee, S.C., 2007, Empirical Investigation of the Ohlson Model- The Case of Taiwan, Journal of Management, 24, 435-446. 2007.【TSSCI】
  • Chuang H.L., S.C. Lee, M.C. Wu, 2006, “Estimating Fair Capital Holdings with Stochastic Interest Rates for Banks in Taiwan,” Journal of the Chinese Statistical Association, 44, 145–170. 【EconLit】
  • Lee, S.C., J.P. Lee and M.T. Yu, 2005, “Bank Capital Forbearance and Valuation of Deposit Insurance,” Canadian Journal of Administrative Science, 22, 220–229.【SSCI】
  • Lai T.C., S.C. Lee, 2004, “Market Risk Capital Allocation for Financial Holding Companies in Taiwan- A Conditional Value-at-Risk Approach”, Review of Securities and Futures Markets, 16, 145-174. 【TSSCI】
  • Lee J.P., S.C. Lee and M.T. Yu, 2003, “Valuation of Pension Insurance Guarantees and Termination Conditions," Research in Finance, 20, 159~180. 【FLI, EconLit】
  • Shih-Cheng Lee and Min-Teh Yu, 2002,”Deposit Insurance under Forbearance and Moral Hazard “, APFA/PACAP/FMA Finance Conference .
  • Shih-Cheng Lee and Min-Teh Yu, 2003,” Deposit Insurance and Capital Requirements: Basle Accord vs. Capital-at-Risk “, 52nd annual meeting of the Midwest Finance Association .
  • Shih-Cheng Lee and Min-Teh Yu,2003, ”Value-at-Risk and Pricing Deposit Insurance in a Multiperiod Framework“, Financial Management Association Annual Meeting.
  • Shih-Cheng Lee and Min-Teh Yu, 2004,” Deposit Insurance and Capital Requirements: Basle I vs. Value-at-Risk “, 53nd annual meeting of the Midwest Finance Association.
  • Hwei-Lin Chuang, Shih-Cheng Lee, Mei-Chi Wu, 2006, “Estimating Fair Capital Holdings with Stochastic Interest Rates for Banks in Taiwan,” The Joint 14th Annual PBFEA and 2006 Annual FeAT Conference, 2006.
  • Shih-Cheng Lee and Min-Teh Yu, 2008,” Panel Cointegration Test of Ohlson Model“, 57nd annual meeting of the Midwest Finance Association.
  • Shih-Cheng Lee and Chia-Yu Chiang, 2008,”An Empirical Investigation of the RIV and OJ Valuation Models“, 17th Conference on the Theories and Practices of Security and Financial Markets.
  • Shih-Cheng Lee and Ly-inn Chung, 2009,”The Application of Markov Chain Monte Carlo Simulations to Estimate Asset Return Correlation in Basel II“, 58nd annual meeting of the Midwest Finance Association.
  • Shih-Cheng Lee and I-L Lin, 2009,”Measuring Insolvency Risk and Capital Adequacy for Insurers“, The 10th International Conference on Cross Strait Economy and Trade Management.
  • Shih-Cheng Lee, Chuan Liao, Lei Xu, and Chien-Ting Lin,, 2009,”Firm Characteristics And Information Risk“, 2009 AFAANZ Conference Technical Program.
  • Shih-Cheng Lee and Chien-Ting Lin,, 2010,”An Accounting Based Valuation Approach to Valuing Corporate Governance in Taiwan“, Joint Symposium Journal of Contemporary Accounting and Economics; and Seoul National University.
  • Shih-Cheng Lee and Chien-Ting Lin, 2010,”On the market valuation of Corporate Governance: Evidence from Taiwan“, Asian Finance Association International Conference 2010.
  • Shih-Cheng Lee, Chien-Ting Lin and Chia-Yu Ching, 2010, "An Empirical Examination of Accounting Based Valuation Models", 2010 Annual Meeting of the American Accounting Association.
  • Ming-Shann Tsai,; Chien-Ting Lin; Shih-Cheng Lee; Chia-Chun Tsai, 2011, "A Cash-Flow-at-Risk Approach to Evaluating Investment Risk: Evidence from Asia-Pacific Emerging Markets", 2011(Spring) International Conference on Asia Pacific Business Innovation and Technology Management.
  • Ming Jiang; Shih-Cheng Lee; Po-Yuan Chen; Yu-Hong Liu, 2011, "A Simple Formula for European Option under Time-Changed Lévy Processes with Imprecise Market Information", 9th Annual International Conference on Finance.
  • Shih-Cheng Lee; Chien-Ting Lin; Chia-Yu Chiang; I-Ming Jiang, 2011, "An Empirical Examination of Accounting Based Valuation Models", 2010 American Accounting Association Annual Meeting.
  • Lee, S.C., C.T. Lin,, 2010,”An Accounting Based Valuation Approach to Valuing Corporate Governance in Taiwan“, Joint Symposium Journal of Contemporary Accounting and Economics; and Seoul National University.
  • Lee, S.C., C.T. Lin, C.Y. Chiang; I.M. Jiang, 2011, "An Empirical Examination of Accounting Based Valuation Models", 2010 American Accounting Association Annual Meeting.
  • Jiang, I.M., S.C. Lee, P.Y. Chen; Y.H. Liu, 2011, "A Simple Formula for European Option under Time-Changed Lévy Processes with Imprecise Market Information", 9th Annual International Conference on Finance.
  • Tsai, M.S., C.T. Lin, S.C. Lee, C.C. Tsai, 2011, "A Cash-Flow-at-Risk Approach to Evaluating Investment Risk: Evidence from Asia-Pacific Emerging Markets", 2011(Spring) International Conference on Asia Pacific Business Innovation and Technology Management.
  • Fu, Y., S.C. Lee, L. Xu, & R. Zurbruegg, 2011, Market Force or Government Regulation: Which Drives Banking Capital Movements in China?, World Business and Economics Research (WBER) Conference
  • Fu, Y., S.C. Lee, L. Xu, & R. Zurbruegg, 2012," An Examination of Inflated Bank Capital and Credit Risks in China", the World Business and Economics Research (WBER) Conference.
  • Fu Y.S., S.C. Lee, L. Xu and R. Zurbrugg,, 2012, "Effectiveness of CBRC Capital Regulation and Bank Behaviour", 19th International Business Research Conference.
  • Lee, S.C., 2012, "The Empirical Relationship between Asset Correlations and Book-to-Market Equity: Implications for Basel Capital Requirement", 2012 Taiwan Risk and Insurance Association Annual Meeting.
  • Chien-Ting Lin,;Shih-Cheng Lee;Ming-Shann Tsai, 2013, "The Pricing of Deposit Insurance in the Presence of Systematic Risk", 3rd International Conference of the Financial Engineering and Banking Society.
  • Yishu Fu;Shih-Cheng Lee;Lei Xu, 2013, "Impacts of Capital Regulation and Market Discipline in China", The 21st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.
  • Shih-Cheng Lee;Chien-Ting Lin, 2013, "Comparative Analysis of Accounting Based Valuation Models ", The 21st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.
  • Shih-Cheng Lee, Kung-Cheng Ho,Po-Hsiang Huang., 2014, “Book-to-Market Equity and Asset Correlations”., International Journal of Arts & Sciences” (IJAS) International Conference, Vienna.
  • Chen, J., Lee, S., Lin, C. & Sun, P. “Do short-term institutional investors hold riskier stock portfolios?” 2014 Financial Management Association Annual Meeting.
  • Lee, S.C., Chien-Ting Lin, Kung-Cheng Ho, 2014, “Another look at audit quality and firm performance”, China Foreign Economic and Trade Academic Accounting Association 2014 Annual Meeting, Guangdong Foreign Economic and Trade University, Guangdong, China.
  • Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2014, “Information Ratings and Capital Structure”, 2014 Financial Management Association-Asian Annual Meeting, Hitotsubashi University, Tokyo, Japan.
  • Kung-Cheng Ho, Shih-Cheng Lee, 2014, “The Empirical Relationship between Asset Correlations and Book-to-Market Equity in New Basel Accord”, Tenth International Conference on Multinational Enterprises, Chinese Culture University, Taipei, Taiwan.
  • Kung-Cheng Ho, Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, 2014, “Information disclosure, product market competition, and firm value: Evidence from Taiwan”, the 89th Annual Conference in Western Economic Association International, Princeton University, Denver, Colorado, U.S.A.
  • Lee-Hsien Pan, Lee, S.C., Chien-Ting Lin, Kung-Cheng Ho, 2014, “Is Information Rating an Important Determinant of Capital Structure Decisions?“, 2014 American Accounting Association, the University of Utah, ATLANTA, GA, U.S.A.
  • Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2014, “Information Ratings and Capital Structure”, 2014 Europe Financial Management Association, Zayed University, Rome, Italy.
  • 細說Black-Scholes微分方程式(吳文峰、李詩政譯,石村貞夫、石村園子著),鼎茂出版社,2004。
  • 基礎金融工程─隨機微積分(吳文峰、李詩政譯,藤田岳彥著),鼎茂出版社,2004。
  • 細說Black-Scholes模型(吳文峰、李詩政譯,蓑谷千鳳彥著),鼎茂出版社,2005。
  • 統計學
  • 財務管理
  • 金融風險管理
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