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Shu Ling Chiang

Observed names: Shu Chiang, Shu L. Chiang, Shu-Ling Chiang, Shu‐Ling Chiang
ORCID: 0000-0003-4153-508X
Observed ORCID: 0000-0003-4153-508X
OpenAlex ID: A5023221058
Analyzing an elder’s desire for a reverse mortgage using an economic model that considers house bequest motivation, random death time and stochastic house price
2015 · Shu Ling Chiang, Ming Shann Tsai · International Review of Economics & Finance · 27
Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market
2023 · Shu Ling Chiang, Ming Shann Tsai · International Review of Economics & Finance · 20
The asymmetric price adjustment between REIT and stock markets in Asia-Pacific markets
2013 · Ming-Shann Tsai, Shu-Ling Chiang · Economic Modelling · 18
Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks
2009 · Ming-Shann Tsai, Szu-Lang Liao, et al. · Journal of Housing Economics · 18
Closed‐Form Mortgage Valuation Using Reduced‐Form Model
2008 · Szu‐Lang Liao, Ming‐Shann Tsai, et al. · Real Estate Economics · 16
Pricing a defaultable bond with a stochastic recovery rate
2009 · Shu-Ling Chiang, Ming-Shann Tsai · Quantitative Finance · 13
The valuation of deposit insurance allowing for the interest rate spread and early-bankruptcy risk
2019 · Shu Ling Chiang, Ming Shann Tsai · The Quarterly Review of Economics and Finance · 10
A Closed-Form Pricing Formula for Mortgages Incorporating Termination Hazard Rates and Recovery Rate as Correlated Stochastic Processes with Jump Components
2012 · Ming-Shann Tsai, Shu-Ling Chiang · The Journal of Derivatives · 10
Assessing mortgage servicing rights using a reduced-form model: Considering the effects of interest rate risks, prepayment and default risks, and random state variables
2016 · Shu Ling Chiang, Tyler T. Yang, et al. · Journal of Housing Economics · 5
A Microeconomic Model for the Decision of Reverse Mortgage Borrowers to Sell their House Early and its Application on the Estimation of Termination Rates
2019 · Shu Ling Chiang, Ming Shann Tsai · The Journal of Real Estate Finance and Economics · 4
A study on the distribution of the foreclosure lag, its expected capital opportunity cost and its analyses
2016 · Ming Shann Tsai, Shu Ling Chiang, et al. · Journal of International Financial Markets Institutions and Money · 4
Pricing Defaultable Bonds Using a Lévy Jump‐Diffusion Model
2018 · Shu L. Chiang, Ming S. Tsai · International Review of Finance · 3
A General Pricing Model for a Mortgage Insurance Contract Considering the Effects of Multivariate Random Variables on Termination Probabilities and Loss Rate
2014 · Ming Shann Tsai, Shu Ling Chiang · Housing Policy Debate · 3
Model for optimizing lender's decision on dealing with collateral of defaulted mortgage
2024 · Shu Ling Chiang, Ming Shann Tsai · The Journal of Financial Research · 1
Valuation of Mortgages by Using Lévy Models
2023 · Shu Ling Chiang, Ming Shann Tsai · Journal of Real Estate Research · 1
Analyses for the Effects of Investor Sentiment on the Price Adjustment Behaviors for REIT and Stock Markets
2023 · Shu Chiang, Ming Tsai · Annual European Real Estate Society Conference (ERES) · 1
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The Influences of Foreclosure Factors on the Value, Yield, Duration and Convexity of a Mortgage
2019 · Shu Ling Chiang, Ming Shann Tsai, et al. · Real Estate Economics · 1
Valuation of an option using non-parametric methods
2019 · Shu Ling Chiang, Ming Shann Tsai · Review of Derivatives Research · 1
Analyzing foreclosure recovery rates and lags in defaulted mortgages: Insights from the threshold model
2026 · Shu Ling Chiang, Ming Shann Tsai · The Quarterly Review of Economics and Finance
Pricing mortgage insurance: Integrating target prescribed capital requirement for systematic risk
2025 · Shu Ling Chiang, Ming Shann Tsai · International Review of Economics & Finance
An anomaly for the calculations of capital requirement when using the formulas supported by the internal ratings-based approach of the Basel Accord
2025 · Shu Ling Chiang, Ming Shann Tsai · Applied Economics Letters
Analyzing market sentiment based on the option-implied distribution of stock returns
2024 · Shu Ling Chiang, Ming Shann Tsai · The Journal of Risk
A Valuation Model of Mortgage Insurance Premiums Considering the Target Prescribed Capital Requirement for Systematic Risk
2023 · Shu Chiang, Ming Tsai · Annual European Real Estate Society Conference (ERES)
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Determining an Optimal Principal Limit Factor for Reverse Mortgages under Economics-Based Models
2020 · Shu Ling Chiang, Ming Shann Tsai, et al. · The Journal of Real Estate Finance and Economics
The Valuation of Deposit Insurance Premiums Based on a Specific Bank’s Official Default Probability
2019 · Shu Ling Chiang, Ming Shann Tsai · Multinational Finance Journal
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Works count: 29
Citation count: 156
H-index: 8
I10-index: 8
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