Tang, M. L., (2012), “Dynamic Asset Allocation with Estimation Risk.” Ph.D. Thesis, Department of Money and Banking, National Chengchi University.
期刊論文
期刊論文
Lin, C.F., Y. W. Lai, and M. L. Tang*, 2016, “Is the incremental transparency necessary?” Investment Analysts Journal, Vol.45, No.2, 95-109. (SSCI)
Tang, M. L.*, S. N. Chen, and M. H. Chiang, 2012, “Estimation Risk and Optimal Portfolio Construction in a Lognormal-Securities Market: A Simple Rule,” Journal of Financial Studies, Vol.20, No.2, 19-53. (TSSCI)
Huang, C. L. and M. L. Tang, 2007, “The Impact of Management Companies' Asset Management Abilities on Mutual Fund Performance,” Journal of Financial Studies, Vol.15, No.4, 37-80. (in Chinese, TSSCI)
會議論文
Tang, M. L., T. P. Wu, Y. W. Lai, and C. F. Lin*, (2017, May). “Exchange rate uncertainty, interest rate risk, and international asset allocation for a pension portfolio.” 2017中部財金學術聯盟國際研討會,彰化師範大學,台中。
Tang, M. L.* and T. P. Wu, (2015, June). “Optimal pension management in a stochastic framework with minimum inflation-protected guarantee, The LIBOR market model.” The 22nd Annual Conference of the Multinational Finance Society, Halkidiki, Greece.
Chen, S. N., and M. L. Tang*, (2014, May). “Optimal asset allocation under uncertain inflation and estimation risk: The multi-group framework.” 2014中部財金學術聯盟研討會暨台灣財務工程學會年會,中興大學,台中。
Tang, M. L.* and T. P. Wu, (2013, May). “Hedging portfolio optimization for a DC pension plan under inflation-protected guarantee and stochastic interest rates,” 2013財務工程與精算科學研討會,東吳大學,台北。