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柯冠成現為國立暨南國際大學財務金融學系副教授,國立中央大學財務博士。主要教授投資學、個人財務管理與 進階財務實證方法等課程。研究領域為資產定價、投資學、財務計量與行為財務學。學術論文曾發表於管理學 報、Journal of Banking and Finance、Journal of Financial Markets、Quantitative Finance、Asia-Pacific Journal of Financial Studies、Pacific-Basin Finance Journal、International Review of Economics & Finance 與 International Review of Finance 等期刊。

Kuan-Cheng Ko is an Associate Professor in the Department of Banking and Finance at the National Chi Nan University.

He completed his Ph. D. in Finance at the National Central University in Taiwan. He teaches Investment, Personal Financial Management and Advanced Empirical Methods in Finance. His research interests include Asset Pricing, Investment and Behavioral Finance. He has published in Journal of Banking and Finance, Journal of Financial Markets, Quantitative Finance, Asia-Pacific Journal of Financial Studies, Pacific-Basin Finance Journal, International Review of Economics & Finance and International Review of Finance.

蘇湘茹為國立暨南國際大學財金系碩士畢業生。研究領域為資產訂價與投資學。

Hsiang-Ju Su got her master’s degree in finance from the Department of Banking and Finance, National Chi Nan University, Taiwan. Her research interests include Asset Pricing and Investment.

林信助現為國立政治大學國際經營與貿易學系副教授,加拿大西安大略大學經濟學博士。主要教授財務時間序列 分析與經濟學等課程。研究領域為財務時間序列分析與財務計量。學術論文曾發表於管理學報、 Studies in Nonlinear Dynamics & Econometrics、Journal of Financial Markets、Quantitative Finance、Asia-Pacific Journal of Financial Studies 與 Pacific-Basin Finance Journal 等期刊。

Shinn-Juh Lin is an Associate Professor in the Department of International Business at the National Cheng Chi University. He completed his Ph. D. in Economics at the University of Western Ontario in Canada. He teaches Financial Time Series Analysis, and other Economics related subjects. His research interests include Financial Time Series Analysis, and Financial Econometrics. He has published inStudies in Nonlinear Dynamics & Econometrics, Journal of Financial Markets, Quantitative Finance, Asia-Pacific Journal of Financial Studies and Pacific-Basin Finance Journal.

朱香蕙(通訊作者)現為國立暨南國際大學財務金融學系副教授,國立臺灣大學財務博士。主要教授風險管理與 財務工程與實案研討等課程。研究領域為投資學與風險管理。學術論文曾發表於Asia-Pacific Journal of Financial Studies、International Review of Economics & Finance 與 International Review of Finance 等期刊。

Hsiang-Hui Chu is an Associate Professor in the Department of Banking and Finance at the National Chi Nan University.

She completed his Ph. D. in Finance at the National Taiwan University in Taiwan. She teaches Risk Management and Finance Engineering and Case Studies. Her research interests include Investment and Risk Management. She has published in Asia-Pacific Journal of Financial Studies, International Review of Economics & Finance and International Review of Finance.

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