© 2018 NTNU

中文版
  • Assistant Professor
  • Chen, Tzu‑Ying
  • Discipline: Financial Derivatives, Risk Management, Portfolio Management
  • E-mail：tzuying.chen@ntnu.edu.tw
  • Tel：02-7749-3308

Education: Ph.D. in Finance, Department of Finance, National Taiwan University

  1. Tzu‑Ying Chen*, Yi-Ting Chen, Rachel J. Huang, and Larry Y. Tzeng (2025). A Performance Index Consistent with Fractional-order Stochastic Dominance. Pacific-Basin Finance Journal, 93, 102891. [SSCI, 國科會財務領域A Tier-2級期刊]
  2. Tzu‑Ying Chen, Yo-Lan Lin, and Larry Y. Tzeng (2024). Estimating Probability Weighting Functions through Option Pricing Bounds. The Review of Asset Pricing Studies, 14(3), 513-543. [國科會財務領域ATier-1級期刊]
  3. Tzu‑Ying Chen, An-Mei Tsai, and Larry Y. Tzeng (2022). Revisiting Almost Marginal Conditional Stochastic Dominance. The Quarterly Review of Economics and Finance, 85, 260-269. [SSCI, 國科會財務領域A–級期刊]
  4. Tzu‑Ying Chen* (2021). Changes in Risk and the Demand for Coinsurance for Economically Important Individuals. Journal of Financial Studies, 29(3), 61-90. [TSSCI]
  5. Tzu‑Ying Chen, Rachel J. Huang, and Larry Y. Tzeng (2021). Insurance-Linked Lotto. Academia Economic Papers, 49(3), 321-362. [TSSCI]
  6. Tzu‑Ying Chen, Yi-Hsin Elsa Hsu, Rachel J. Huang, and Larry Y. Tzeng (2021). Making Socioeconomic Health Inequality Comparisons when Health Concentration Curves Intersect. Social Choice and Welfare, 57, 875-899. [SSCI, 國科會經濟領域A級期刊]
  7. Chuan-Hsiang Han, Wei-Han Liu, and Tzu‑Ying Chen (2014). VaR/CVaR Estimation under Stochastic Volatility Models. International Journal of Theoretical and Applied Finance, 17(02), 1450009. [國科會財務領域B級期刊]
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