303 / 414
臺大管理論叢
第
27
卷第
1
期
303
作者簡介
林丙輝
英國
Manchester University
商學院博士，現任國立中興大學財務金融學系特聘教
授。主要研究領域為財務工程、衍生性金融商品評價、避險與實證研究、投資組合管理、
債券市場分析等，論文發表於
Journal of Business Finance and Accounting
、
Journal of
Futures Markets
、
Journal of Business Research
、
Review of Derivatives Research
、《財務金
融學刊》、《證券市場發展季刊》、《臺大管理論叢》等國內外學術期刊。
Bing-Huei Lin got his PhD in Finance from Manchester Business School, UK. He is a
Distinguished Professor of the Department of Finance, National Chung-Hsing University,
Taiwan. His research interests include financial engineering, derivatives pricing and hedging,
empirical derivatives research, investment portfolio anagement, bond market analysis, etc. His
works have appeared in Journal of Business Finance and Accounting, Journal of Futures
Markets, Journal of Business Research, Review of Derivatives Research, Journal of Financial
Studies, Review of Securities and Futures Markets, NTU Management Review, and so on.
*
張森林
英國
Lancaster University
財務博士，現任國立臺灣大學財務金融學系特聘教授。主
要研究領域為衍生性金融商品評價、避險與實證研究、財務工程、風險管理、債券市
場分析等，論文發表於
Management Science
、
Journal of Financial and Quantitative
Analysis
、
Journal of Banking and Finance
、
Journal of Futures Markets
、《財務金融學刊》、
《證券市場發展季刊》、《臺大管理論叢》、《管理學報》等國內外傑出學術期刊。
San-Lin Chung got his finance PhD from the Department of Accounting and Finance,
Lancaster University, UK. He is a Distinguished Professor of the Department of Finance,
National Taiwan University, Taiwan. His research interests include derivatives pricing and
hedging, empirical derivatives research, financial engineering, risk management, bond market
analysis, etc. His works have appeared in Management Science, Journal of Financial and
Quantitative Analysis, Journal of Banking and Finance, Journal of Futures Markets, Journal of
Financial Studies, Review of Securities and Futures Markets, NTU Management Review, and
Journal of Management.