Concepedia

Ming‐Yuan Leon Li

ML

14

Publications

374

Citations

12

H-Index

2004

Active since

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

14

Publications

14

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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