Lee, Yi-Hsi (2010), Monte Carlo Methods for Multifactor Portfolio Credit Risk, Ph.D. Thesis, Department of Finance, National Sun Yat-sen University.
Lee, Yi-Hsi (2003), A Comparison of Numerical Pricing Methods for Average Options, Master Thesis, Department of Finance, National Sun Yat-sen University.
Hung C.H., D.Y. Yang, Y.H. Lee (2016), Crouching Tigers Hidden Dragons: on the Myth of the Two Birth Signs, Asian Population Studies , 12(2), 220-227. (SSCI)
Lee, Y. H. and Y. F. Chiu (2013), Nonlinearly Smooth Transition in Russell Index Futures Basis, Journal of Money, Investment, and Banking, Issue 27, 197-206.
Lee, Y. H., S. D. Shyu, M. H. Hsieh, and M. L. Lee (2010), Relationships between TOPIX Real Estate Index and Nikkei 225 Index, International Research Journal of Finance and Economics Vol. 42, No. 13, 150-162. (EconLit)
Hsieh, M H., Y. H. Lee, S. D. Shyu, Y. F. Chiu (2017), Estimating Multifactor Portfolio Credit Risk - A Variance Reduction Approach, 2017 China International Risk Forum.【本篇論文榮獲最佳論文獎 (University of Kentucky Research Excellence Award)】
李宜熹 (2016),「市場風險管理系統建置與開發」,第九屆 R 語言會議 (北京),北京,中國。【中國人民大學統計學院、中國人民大學應用統計科學研究中心、北京大學商務智能研究中心、北京大學統計科學中心、倫敦政治經濟學院統計學系、統計之都、百分點集團 共同主辦;泛華統計協會、中國統計學會 共同協辦】
李宜熹 (2015),「ESG 經濟情境產生器之系統開發」,第八屆 R 語言會議 (北京),北京,中國。【統計之都、北京大學光華管理學院 共同主辦】
Wang, Y. S. and Y. H. Lee (2014), Corporate socially responsible and financial performance in the tourism-related industries, 2014 Hong Kong International Conference on Social Science, Hong Kong, China (2014/10/03-04). 【本篇論文榮獲最佳論文獎 (Best Paper Award)】
Chiu, Y. F., M. H., Hsieh, and Y. H. Lee (2014), An Efficient Monte Carlo Method for Estimation of Operational VaR and ES under Loss Distribution Approach, 2014 Taiwan Risk and Insurance Association Conference, Taichung, Taiwan.【逢甲大學風險管理與保險學系、台灣風險與保險學會】
Lee, Y. H., M. H. Hsieh, S. D. Shyu (2013), An Efficient Monte Carlo Algorithm for Estimating Multifactor Portfolio Credit VaR, 2013 Conference on Financial Engineering and Actuarial Science, Taipei, Taiwan.【東吳大學財務工程與保險精算數學系】
Hsieh, M. H., S. D. Shyu, Y. H. Lee, and Y. F. Chiu (2012), An Efficient Monte Carlo Algorithm for Estimating Multifactor Portfolio Credit VaR, 2012 NCCU International Academic Seminar, Taipei, Taiwan. 【國立政治大學風險管理與保險學系、國立政治大學風險與保險研究中心】
Jeng, Y., S. W. Tzang, Y. H. Lee, and Y. H. Hsu (2011), Enhanced Index Fund Performance Analysis by Multi-factor Alpha Model: Evidence from Taiwan, 2011 Taiwan Finance Association Conference, Kaohsiung, Taiwan.【臺灣財務金融學會&高雄第一科技大學財金學院】
Wang, C. W., S. W. Tzang, C. H. Hun, and Y. H. Lee (2007), APT-GARCH Option Pricing Model, The 15th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan.【中山大學財務管理系】