Tang Mei-Ling , Associate Professor and Department Chair

Tang Mei-Ling , Associate Professor and Department Chair

Ph.D. in Money and Banking, National Chengchi University
Specialized fields : Pension Fund Management, Dynamic Asset Allocation, Financial Risk Management
校內分機 : 3631
辦公室 : 2308
電子郵件 : mgtang@scu.edu.tw
研究室 : 2308

課表

專書/論文集論文

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期刊論文

期刊論文

1. Lin, C.F., Y. W. Lai, and M. L. Tang*, 2016, “Is the incremental transparency necessary?” Investment Analysts Journal, Vol.45, No.2, 95-109. (SSCI)
2. Tang, M. L.*, S. N. Chen, and M. H. Chiang, 2012, “Estimation Risk and Optimal Portfolio Construction in a Lognormal-Securities Market: A Simple Rule,” Journal of Financial Studies, Vol.20, No.2, 19-53. (TSSCI)
3. Huang, C. L. and M. L. Tang, 2007, “The Impact of Management Companies' Asset Management Abilities on Mutual Fund Performance,” Journal of Financial Studies, Vol.15, No.4, 37-80. (in Chinese, TSSCI)

會議論文

1. Tang, M. L., T. P. Wu, Y. W. Lai, and C. F. Lin*, (2017, May). “Exchange rate uncertainty, interest rate risk, and international asset allocation for a pension portfolio.” 2017中部財金學術聯盟國際研討會，彰化師範大學，台中。
2. Tang, M. L.* and T. P. Wu, (2015, June). “Optimal pension management in a stochastic framework with minimum inflation-protected guarantee, The LIBOR market model.” The 22nd Annual Conference of the Multinational Finance Society, Halkidiki, Greece.
3. Chen, S. N., and M. L. Tang*, (2014, May). “Optimal asset allocation under uncertain inflation and estimation risk: The multi-group framework.” 2014中部財金學術聯盟研討會暨台灣財務工程學會年會，中興大學，台中。
4. Tang, M. L.* and T. P. Wu, (2013, May). “Hedging portfolio optimization for a DC pension plan under inflation-protected guarantee and stochastic interest rates,” 2013財務工程與精算科學研討會，東吳大學，台北。

其它

經歷

1. 國立虎尾科技大學財務金融學系，助理教授 (2013/8~2017/7)
2. 國立中央大學財務金融學系，博士後研究員 (2013/2~2013/7)
3. 華盛頓州立大學財務與管理科學系，訪問學者 (2011/7~2012/6)
4. 東吳大學財務工程與精算數學系，兼任講師 (2010/9~2011/6)

學位論文

1. Tang, M. L., (2012), “Dynamic Asset Allocation with Estimation Risk.” Ph.D. Thesis, Department of Money and Banking, National Chengchi University.

科技部研究計畫

1. 計畫主持人，隨機環境下多資產退休投資組合的建構：論另類資產的通膨保護效果與利差交易策略應用 (計畫編號：MOST-106-2410-H-031-065)
2. 計畫主持人，隨機利率與匯率風險下確定提撥退休金計畫之跨國資產配置：跨通貨HJM模型的應用 (計畫編號：MOST-103-2410-H-150-001)
3. 計畫主持人，博士生赴海外研究千里馬計畫 (計畫編號：NSC-100-2917-I-004-004)

其它

1. 證券商業務員
2. 證券商高級業務員
3. 投信投顧業務員
4. 信託業務員
5. 銀行初階授信人員
6. 理財規劃人員合格證照

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