Min-Teh Yu

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Identifer

Contact

Affiliations

• National Tsing Hua University / Department of Quantitative Finance (weight: 80%)
  • EDIRC entry
  • location:
• Providence University / Department of Finance (weight: 20%)
  • EDIRC entry
  • location:

Research profile

author of:

• Portfolio optimization in the catastrophe space (RePEc:bla:eufman:v:26:y:2020:i:5:p:1414-1448)
  by Carolyn W. Chang & Jack S. K. Chang & Min‐Teh Yu & Yang Zhao
• Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement (RePEc:bla:jbfnac:v:40:y:2013:i:7-8:p:991-1008)
  by Shih-Cheng Lee & Chien-Ting Lin & Min-Teh Yu
• Valuation of Catastrophe Equity Puts With Markov‐Modulated Poisson Processes (RePEc:bla:jrinsu:v:78:y:2011:i:2:p:447-473)
  by Chia‐Chien Chang & Shih‐Kuei Lin & Min‐Teh Yu
• Improving model performance with the integrated wavelet denoising method (RePEc:bpj:sndecm:v:19:y:2015:i:4:p:445-467:n:6)
  by Chen Yi-Ting & Sun Edward W. & Yu Min-Teh
• Pricing Unemployment Insurance – An Unemployment-Duration-Adjusted Approach (RePEc:cup:astinb:v:40:y:2010:i:02:p:519-545_00)
  by Chuang, Hwei-Lin & Yu, Min-Teh
• Control of corruption, diversification and asset quality of Islamic and conventional banks (RePEc:ebl:ecbull:eb-16-00239)
  by Naiwei Chen & Hsin-yu Liang & Min-teh Yu
• Does equity market timing have a persistent impact on capital structure? Evidence from China (RePEc:eee:bracre:v:52:y:2020:i:1:s0890838919300642)
  by Zhao, Yang & Lee, Cheng-Few & Yu, Min-Teh
• Does ambiguity matter for corporate debt financing? Theory and evidence (RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000743)
  by Chen, Chang-Chih & Ho, Kung-Cheng & Yan, Cheng & Yeh, Chung-Ying & Yu, Min-Teh
• Catastrophe bond spread and hurricane arrival frequency (RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818304406)
  by Chang, Carolyn W. & Wang, Yu-Jen & Yu, Min-Teh
• Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness (RePEc:eee:ejores:v:300:y:2022:i:2:p:727-742)
  by Chen, Chang-Chih & Chang, Chia-Chien & Sun, Edward W. & Yu, Min-Teh
• National Governance and Corporate Liquidity in Organization of Islamic Cooperation Countries: Evidence based on a Sharia-compliant Liquidity Measure (RePEc:eee:ememar:v:47:y:2021:i:c:s156601412100008x)
  by Chen, Naiwei & Yu, Min-Teh
• Risk aversion and price limits in futures markets (RePEc:eee:finlet:v:2:y:2005:i:3:p:173-184)
  by Chou, Pin-Huang & Lin, Mei-Chen & Yu, Min-Teh
• Measuring fair capital adequacy holdings for banks: The case of Taiwan (RePEc:eee:glofin:v:7:y:1996:i:2:p:239-252)
  by Yu, Min-Teh
• Valuation of catastrophe reinsurance with catastrophe bonds (RePEc:eee:insuma:v:41:y:2007:i:2:p:264-278)
  by Lee, Jin-Ping & Yu, Min-Teh
• Predicting catastrophe risk: Evidence from catastrophe bond markets (RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302442)
  by Zhao, Yang & Yu, Min-Teh
• Measuring the true profile of taxpayer losses in the S & L insurance mess (RePEc:eee:jbfina:v:19:y:1995:i:8:p:1459-1477)
  by Kane, Edward J. & Min-Teh Yu
• Capital standard, forbearance and deposit insurance pricing under GARCH (RePEc:eee:jbfina:v:23:y:1999:i:11:p:1691-1706)
  by Duan, Jin-Chuan & Yu, Min-Teh
• Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk (RePEc:eee:jbfina:v:29:y:2005:i:10:p:2435-2454)
  by Duan, Jin-Chuan & Yu, Min-Teh
• Valuation of insurers’ contingent capital with counterparty risk and price endogeneity (RePEc:eee:jbfina:v:37:y:2013:i:12:p:5025-5035)
  by Lo, Chien-Ling & Lee, Jin-Ping & Yu, Min-Teh
• Assessing the cost of Taiwan's deposit insurance (RePEc:eee:pacfin:v:2:y:1994:i:1:p:73-90)
  by Duan, Jin-Chuan & Yu, Min-Teh
• Assessing the cost of Taiwan's deposit insurance (RePEc:eee:pacfin:v:3:y:1995:i:1:p:139a-139a)
  by Duan, Jin-Chuan & Yu, Min-Teh
• VIX derivatives: Valuation models and empirical evidence (RePEc:eee:pacfin:v:53:y:2019:i:c:p:1-21)
  by Lo, Chien-Ling & Shih, Pai-Ta & Wang, Yaw-Huei & Yu, Min-Teh
• Measuring the liquidity impact on catastrophe bond spreads (RePEc:eee:pacfin:v:56:y:2019:i:c:p:197-210)
  by Zhao, Yang & Yu, Min-Teh
• Founders and the decision of Chinese dual-class IPOs in the U.S (RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1830088x)
  by Li, Xiaodan & Jiao, Yang & Yu, Min-Teh & Zhao, Yang
• Pricing catastrophe swaps with default risk and stochastic interest rates (RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305165)
  by Lo, Chien-Ling & Chang, Carolyn W. & Lee, Jin-Ping & Yu, Min-Teh
• Common institutional ownership and the cost of debt in Taiwan (RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x2300272x)
  by Shi, Wei-Zhong & Hsiao, Ming-Chun & Huang, Tsun-Yi & Yu, Min-Teh
• Generalized optimal wavelet decomposing algorithm for big financial data (RePEc:eee:proeco:v:165:y:2015:i:c:p:194-214)
  by Sun, Edward W. & Chen, Yi-Ting & Yu, Min-Teh
• Behavioral data-driven analysis with Bayesian method for risk management of financial services (RePEc:eee:proeco:v:228:y:2020:i:c:s0925527320301250)
  by Lin, Edward M.H. & Sun, Edward W. & Yu, Min-Teh
• Opportunity cost of capital forbearance during the final years of the FSLIC mess (RePEc:eee:quaeco:v:36:y:1996:i:3:p:271-290)
  by Kane, Edward J. & Yu, Min-Teh
• Loan guarantee portfolios and joint loan guarantees with stochastic interest rates (RePEc:eee:quaeco:v:46:y:2006:i:1:p:16-35)
  by Chang, Chuang-Chang & Chung, San-Lin & Yu, Min-Teh
• Empirical finance of financial institutions and market behavior (RePEc:eee:reveco:v:43:y:2016:i:c:p:1-2)
  by Chiang, Thomas C. & Yu, Min-Teh
• Systematic risk and volatility skew (RePEc:eee:reveco:v:43:y:2016:i:c:p:72-87)
  by Tzang, Shyh-Weir & Wang, Chou-Wen & Yu, Min-Teh
• Corporate cash and the Firm's life-cycle: Evidence from dual-class firms (RePEc:eee:reveco:v:80:y:2022:i:c:p:27-48)
  by Lin, James Juichia & Shi, Wei-Zhong & Tsai, Li-Fang & Yu, Min-Teh
• Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review (RePEc:eme:cfripp:cfri-06-2021-0120)
  by Yang Zhao & Jin-Ping Lee & Min-Teh Yu
• How much did capital forbearance add to the tab for FSLIC mess? (RePEc:fip:fedhpr:33)
  by Edward J. Kane & Min-Teh Yu
• Financial Transaction Tax: Policy Analytics Based on Optimal Trading (RePEc:kap:compec:v:46:y:2015:i:1:p:103-141)
  by Edward Sun & Timm Kruse & Min-Teh Yu
• Valuing Vulnerable Mortgage Insurance Under Capital Forbearance (RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-015-9535-y)
  by Chia-Chien Chang & Min-Teh Yu
• Premium setting and bank behavior in a voluntary deposit insurance scheme (RePEc:kap:rqfnac:v:29:y:2007:i:2:p:205-222)
  by Ting-Fang Chiang & E-Ching Wu & Min-Teh Yu
• A fractional cointegration approach to testing the Ohlson accounting based valuation model (RePEc:kap:rqfnac:v:41:y:2013:i:3:p:535-547)
  by Shih-Cheng Lee & Chien-Ting Lin & Min-Teh Yu
• Impact of information disclosure ratings on investment efficiency: evidence from China (RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01101-8)
  by Chang-Chih Chen & Kung-Cheng Ho & Hui-Min Li & Min-Teh Yu
• Margins and Price Limits in Taiwan's Stock Index Futures Market (RePEc:mes:emfitr:v:42:y:2006:i:1:p:62-88)
  by Pin-Huang Chou & Mei-Chen Lin & Min-Teh Yu
• Price and Liquidity Effects of Switching Exchange Listings (RePEc:mes:emfitr:v:49:y:2013:i:s3:p:20-34)
  by Tsai-Ling Liao & Min-Teh Yu
• Guest Editor's Introduction: Institutional Characteristics and Trading Mechanisms of Financial Markets in East Asia (RePEc:mes:emfitr:v:49:y:2013:i:s3:p:3-4)
  by Min-Teh Yu
• How Much Did Capital Forbearance Add to the Cost of the S&L Insurance Mess (RePEc:nbr:nberwo:4701)
  by Edward J. Kane & Min-Teh Yu
• Government Deposit Insurance and the Diamond-Dybvig Model (RePEc:pal:genrir:v:23:y:1998:i:2:p:139-149)
  by J. Huston McCulloch & Min-Teh Yu
• Sharia compliance, national governance, and value of cash in Organization of Islamic Cooperation countries (RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01521-4)
  by Naiwei Chen & Min-Teh Yu
• High frequency trading, liquidity, and execution cost (RePEc:spr:annopr:v:223:y:2014:i:1:p:403-432:10.1007/s10479-013-1382-8)
  by Edward Sun & Timm Kruse & Min-Teh Yu
• Independent Directors and the Long-run Performance of IPOs (RePEc:spt:apfiba:v:1:y:2011:i:4:f:1_4_6)
  by Tsai-Ling Liao & Min-Teh Yu & Chih-Jen Huang
• Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan (RePEc:taf:quantf:v:9:y:2009:i:1:p:1-8)
  by Hwei-Lin Chuang & Shih-Cheng Lee & Yi-Chun Lin & Min-Teh Yu
• Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach (RePEc:taf:uaajxx:v:26:y:2022:i:1:p:27-42)
  by Carolyn W. Chang & Jack S. K. Chang & Min-Teh Yu
• Price limits, margin requirements, and default risk (RePEc:wly:jfutmk:v:20:y:2000:i:6:p:573-602)
  by Pin‐Huang Chou & Mei‐Chen Lin & Min‐Teh Yu
• Valuation and Hedging of Differential Swaps (RePEc:wly:jfutmk:v:22:y:2002:i:1:p:73-94)
  by Chuang‐Chang Chang & San‐Lin Chung & Min‐Teh Yu
• The effectiveness of coordinating price limits across futures and spot markets (RePEc:wly:jfutmk:v:23:y:2003:i:6:p:577-602)
  by Pin‐Huang Chou & Mei‐Chen Lin & Min‐Teh Yu