Concepedia
Statistics
Publications
14
Citations
374
H-Index
12
Active since
2004
Affiliations
National Cheng Kung University(Current)
National Chi Nan University
Institute of Finance and Banking
Ming‐Yuan Leon Li is an author at National Cheng Kung University specializing in business, finance, and management.
Top concepts
BusinessFinanceManagementEconomicsQuantitative ManagementAsset PricingEconomic AnalysisVolatility ModelingPortfolio ManagementAsset Allocation
Publications per year
2004–2015
Diversification and risk-adjusted performance: A quantile regression approach
Bong Soo Lee, Ming‐Yuan Leon Li · Journal of Banking & Finance · 2012 · 97 citations
Portfolio Optimization, Engineering, Risk Management +7
Estimating value-at-risk via Markov switching ARCH models – an empirical study on stock index returns
Ming‐Yuan Leon Li, Hsiou‐Wei William Lin · Applied Economics Letters · 2004 · 55 citations
MODEL CONSTRUCTION OF OPTION PRICING BASED ON FUZZY THEORY
Shang‐En Yu, Ming‐Yuan Leon Li, Kun‐Huang Huarng et al. · Journal of marine science and technology · 2011 · 38 citations · Full text
Fuzzy Multi-criteria Decision-making, Option Pricing, Fuzzy Logic +11
Volatility states and international diversification of international stock markets
Ming‐Yuan Leon Li · Applied Economics · 2007 · 31 citations
Volatility Modeling, Asset Allocation, Portfolio Management +16
Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach
Ming‐Yuan Leon Li, Nen-Chen Richard Hwang · Abacus · 2011 · 29 citations
Capital Structure, Ordinary Least Squares, Firm Performance +15
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