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Lie-Jane Kao

Observed names: LIE-JANE KAO, Lie-jane Kao
ORCID: 0000-0002-3182-338X
Observed ORCID: 0000-0002-3182-338X
OpenAlex ID: A5012233377
Discriminant Analysis and Factor Analysis: Theory and Method
2014 · Lie-Jane Kao, Cheng-Few Lee, et al. · Springer eBooks · 35
Dividend changes and information about future profitability: an application of difference GMM
2014 · Tai-Yuan Chen, Lie-Jane Kao · Applied Economics Letters · 15
Financial Analysis, Planning, and Forecasting
2023 · John Lee, Jow-Ran Chang, et al. · Springer eBooks · 11
Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence
2012 · LIE-JANE KAO, CHENG-FEW LEE · International Journal of Information Technology & Decision Making · 9
Credit valuation adjustment of cap and floor with counterparty risk: a structural pricing model for vulnerable European options
2015 · Lie-Jane Kao · Review of Derivatives Research · 8
Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study
2011 · Lie-Jane Kao, Po-Cheng Wu, et al. · International Review of Economics & Finance · 8
Linear Models for Regression
2023 · John Lee, Jow-Ran Chang, et al. · Springer eBooks · 4
Credit Crunch and Saving Glut in Taiwan: Empirical Evidences
2017 · Cheng Few Lee, Chiung-Min Tsai, et al. · Emerald Group Publishing Limited eBooks · 3
Locally Risk-neutral Valuation of Options in Garch Models Based on Variance-gamma Process
2012 · LIE-JANE KAO · International Journal of Theoretical and Applied Finance · 3
The Long-term Wealth Effect of Share Repurchases Evidence From Taiwan
2011 · Tai-Yuan Chen, Lie-Jane Kao, et al. · RePEc: Research Papers in Economics · 3
Essentials of Excel VBA, Python, and R
2023 · John Lee, Jow-Ran Chang, et al. · Springer eBooks · 2
Professional Techniques Used in Excel and VBA
2023 · John Lee, Jow-Ran Chang, et al. · Springer eBooks · 2
Alternative Models for Evaluating Convertible Bond: Review and Integration
2022 · Cheng-Few Lee, Lie-Jane Kao, et al. · Springer eBooks · 2
An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management
2014 · Lie-Jane Kao, Po-Cheng Wu, et al. · Springer eBooks · 2
Why Do Banks Default When Asset Quality Is High
2012 · Lie-Jane Kao, Po-Cheng Wu, et al. · RePEc: Research Papers in Economics · 2
An application of a two-level non-Gaussian state-space model in the analysis of longitudinal papilloma count data
2006 · Lie-Jane Kao · Mathematical Biosciences · 2
The temporal autocorrelation in FCS: a single-molecule detection nano-biotechnology
2005 · Lie-Jane Kao · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2
Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence
2025 · Lie-Jane Kao, Cheng-Few Lee, et al. · Review of Quantitative Finance and Accounting · 1
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Alternative Methods to Estimate Implied Variance
2023 · John Lee, Jow-Ran Chang, et al. · Springer eBooks · 1
Neural Networks and Deep Learning Algorithm
2023 · John Lee, Jow-Ran Chang, et al. · Springer eBooks · 1
Hedge Ratio Estimation Methods and Their Applications
2023 · John Lee, Jow-Ran Chang, et al. · Springer eBooks · 1
Bayesian Portfolio Mean–Variance Efficiency Test with Sharpe Ratio’s Sampling Error
2020 · Lie-Jane Kao, Huei Ching Soo, et al. · WORLD SCIENTIFIC eBooks · 1
A portfolio-invariant capital allocation scheme penalizing concentration risk
2015 · Lie-Jane Kao · Economic Modelling · 1
Alternative Methods to Derive Statistical Distribution of Sharpe Performance Measure: Review, Comparison, and Extension
2013 · Lie-Jane Kao, Cheng-Few Lee · SSRN Electronic Journal · 1
Correction: Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence
2026 · Lie-Jane Kao, Cheng-Few Lee, et al. · Review of Quantitative Finance and Accounting
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Works count: 66
Citation count: 120
H-index: 6
I10-index: 3
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