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顏盟峯教授


Stephane Meng-Feng Yen is an associate professor at Department of Accountancy and Graduate Institute of Finance in National Cheng-Kung University (NCKU).He is also the director at the Research Center of Financial Innovation and Investments, NCKU since July, 2013.

Yen specializes in hedge funds, financial econometrics, trading strategies, and socially responsible investment.
顏盟峯
Name : Stephane Meng-Feng Yen
Phone : +886-6-2757575 ext.53443
Email : yenmf@mail.ncku.edu.tw
Address : 701 台南市大學路一號 No. 1, University Rd., Tainan City
Fax : +886-6-2744104

經歷

過去經歷總覽

  • Jul 2013 – Present

    Director, Research Center of Financial Innovation and Investments, National Cheng Kung University, Tainan, Taiwan

  • Feb 2012 – Present

    Faculty Representative, Advisory Committee on Endowment Fund Investments, National Cheng Kung University, Tainan, Taiwan

  • Aug 2010 – Present

    Associate Professor, Department of Accountancy and Graduate Institute of Finance, National Cheng Kung University, Tainan, Taiwan

  • Aug 2006 – July 2010

    Assistant Professor, Department of Accountancy and Graduate Institute of Finance, National Cheng Kung University, Tainan, Taiwan

  • 2005 – 2006

    Assistant Professor, Department of Finance, Chaoyang University of Technology, Taichung, Taiwan

  • 2005 – 2006

    Adjunct Assistant Professor, Department of Finance, National Yunlin University of Science and Technology, Yunlin, Taiwan

  • 2002 – 2005

    Lecturer, Department of Finance, Chaoyang University of Technology, Taichung, Taiwan

  • 1999 – 2000

    Teaching Assistant, ISMA Centre, Business School, The University of Reading, U.K

專長領域

避險基金(CTA)、技術分析、企業社會責任暨社會責任投資、交易策略

避險基金(CTA)
技術分析
企業社會責任暨社會責任投資
交易策略
帥度

學歷

  • 英國雷汀大學財務金融博士
  • 英國雷汀大學國際證券投資銀行學碩士
  • 國立清華大學電機工程學士

    • Sep 1999 – Jul 2005

      ISMA Centre, Business School, The University of Reading, U.K. (ISMA referring to International Securities Market Association) : Ph.D. in Finance

    • Sep 1998 – Jul 1999

      ISMA Centre, Business School, The University of Reading, U.K. : MSc in International Securities, Investment and Banking (graduated with ‘distinction')

    • Sep 1989 – Jul 1993

      National Tsing Hua University, Hsinchu, Taiwan: Bachelor of Electrical Engineering

    “ The more you learn, the less you feel like you know ”

    “ I'd always end up broken down on the highway. When I stood there trying to flag someone down, nobody stopped. But when I pushed my own car, other drivers would get out and push with me. If you want help, help youreself - people like to see that. ”

    Chris Rock

    “ When life gives you lemons, EAT THEM WHOLE. Seriously. Just choke them all down... skin, pulp, seeds and all and don't break eye contact. Maybe life will stop being such an asshole if yhou show it that you're done fucking around.”

    Published Work

    期刊論文、研討會論文、專書論文
    blog-1

    Can Hedge Fund Elites Consistently Beat the Benchmark? A Study of Portfolio Optimization

    Yen, S. M.-F., Y.-L. Hsu and Y.-L. Hsiao (2015) "Can Hedge Fund Elites Consistently Beat the Benchmark? A Study of Portfolio Optimization," Asia Pacific Management Review, 20, pp. 275-284 （TSSCI)

    blog-4

    Can Hedge Fund Elites Consistently Beat the Benchmark? A Study of Portfolio Optimization

    Yen, S. M.-F., Y.-L. Hsu and Y.-L. Hsiao (2015) "Can Hedge Fund Elites Consistently Beat the Benchmark? A Study of Portfolio Optimization," Asia Pacific Management Review, 20, pp. 275-284 （TSSCI)

    blog6

    Does Corporate Social Responsibility Deliver Alpha?

    Yen, M.-F., C.-H. Lin and Y.-T. Sun (2015) "Does Corporate Social Responsibility Deliver Alpha?" Journal of Economics and Management, 11(1), pp.23-45 (EconLit)

    blog2

    Statistical Inference for the Availability of Repairable System with General Repair, Reboot Delay and Switching Failure

    Liu, T.-H., Ke, J.-C., Yen, M.-F. and Hsu, Y.-L. (2014), "Statistical Inference for the Availability of Repairable System with General Repair, Reboot Delay and Switching Failure", Communications in Statistics - Simulation and Computation.(Accepted) (SCI)

    blog5

    A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing

    Hsu, Y.-C., Kuan, C.-M. and Yen, M.-F. (2014), "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing", Journal of Financial Econometrics, 12(4), pp.730-755 (SSCI)

    blog-3

    A Study on the Relationship of Manager Characteristics, Fund Characteristics and Risk Shifting

    Lin, J.-H., M.-F. Yen and T.-M. Wang (2014), "A Study on the Relationship of Manager Characteristics, Fund Characteristics and Risk Shifting", Review of Securities and Futures Markets, 26:2, pp.1-42 (TSSCI, in Chinese)

    Contact

    701 台南市大學路一號
    No. 1, University Rd., Tainan City
    Tel. +886-6-2757575 ext.53443
    Fax +886-6-2744104
    Email: yenmf@mail.ncku.edu.tw