Kuo-Ping Chang

National Tsing Hua University - Department of Quantitative Finance

Professor

Hsin Chu, Taiwan 300

China

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 22,351

SSRN RANKINGS

Top 22,351

in Total Papers Downloads

1,668

CITATIONS
Rank 40,132

SSRN RANKINGS

Top 40,132

in Total Papers Citations

4

Scholarly Papers (9)

1.

A Reconsideration of the Modigliani-Miller Propositions

"The Ownership of the Firm, Corporate Finance, and Derivatives--Some Critical Thinking", 2015, Springer, New York.
Number of pages: 13 Posted: 01 Feb 2005 Last Revised: 28 Jan 2015
Kuo-Ping Chang
National Tsing Hua University - Department of Quantitative Finance
Downloads 424 (52,157)
Citation 3

Abstract:

Capital structure, a tale of two cows, financial risk

2.

Prospect Theory or a Misuse of the Concept of Opportunity Cost?

Number of pages: 8 Posted: 12 Apr 2005
Kuo-Ping Chang
National Tsing Hua University - Department of Quantitative Finance
Downloads 252 (93,251)

Abstract:

Opportunity cost, prospect theory, reference point, isolation effect, framing effect

3.

Ownership and Objectives of the Firm, and Derivatives

Number of pages: 22 Posted: 19 May 2005
Kuo-Ping Chang
National Tsing Hua University - Department of Quantitative Finance
Downloads 251 (98,722)
Citation 1

Abstract:

Transaction costs, the Coase theorem, ownership, property rights, authority (power), choices, innovation, the market value of the firm, the Modigliani-Miller propositions, derivatives

4.

Pricing Taiwan's Initial Public Offerings

EFMA 2003 Helsinki Meetings
Number of pages: 26 Posted: 06 May 2003
Kuo-Ping Chang and Yu Min Tang
National Tsing Hua University - Department of Quantitative Finance and National Tsing Hua University - Department of Economics
Downloads 243 (100,003)

Abstract:

5.

Endogenous Timing and Banking Competition in a Mixed Oligopoly: A Theoretical Perspective on the Banking Industry in China

Number of pages: 35 Posted: 30 Jun 2009
Xi'an Jiaotong University - Jinhe Center for Economic Research, National Tsing Hua University - Department of Quantitative Finance, Xi'an Jiaotong University (XJTU) and Xi'an Technological University
Downloads 113 (182,283)

Abstract:

Mixed Oligopoly, Endogenous Timing, The Extended Game of Observable Delay, Banking Competition

6.

Are Securities Also Derivatives?

Number of pages: 33 Posted: 18 May 2007
Kuo-Ping Chang
National Tsing Hua University - Department of Quantitative Finance
Downloads 84 (239,437)

Abstract:

Arbitrage Theorem, derivatives, home-made security, capital structure irrelevancy, share and mixed labor contracts

7.

Some Misconceptions in Derivative Pricing

Number of pages: 25 Posted: 30 Aug 2012
Kuo-Ping Chang
National Tsing Hua University - Department of Quantitative Finance
Downloads 83 (226,282)

Abstract:

Arbitrage Theorem, irrelevancy of the underlying asset’s expected return, discrete-time versions of the Greeks, first claim between bond and stock

8.

Model-Free Option Prices

"The Ownership of the Firm, Corporate Finance, and Derivatives--Some Critical Thinking", 2015, Springer, New York.
Number of pages: 25 Posted: 28 Jun 2014 Last Revised: 28 Jan 2015
Kuo-Ping Chang
National Tsing Hua University - Department of Quantitative Finance
Downloads 66 (212,671)

Abstract:

the Arbitrage Theorem, the Greeks, the time value of option

9.

The Modigliani-Miller Second Proposition is Dead; Long Live the Second Proposition

Number of pages: 12 Posted: 12 Apr 2016
Kuo-Ping Chang
National Tsing Hua University - Department of Quantitative Finance
Downloads 0 (316,600)

Abstract:

The Arbitrage Theorem, capital structure irrelevancy