Stephane Meng-Feng Yen is an associate professor at Department of Accountancy and Graduate Institute of Finance in National Cheng-Kung University (NCKU). He is also the director at the Research Center of Financial Innovation and Investments, NCKU since July, 2013.

 

Yen specializes in hedge funds, financial econometrics, trading strategies, and socially responsible investment.

 

Recent Articles
  • • Can Hedge Fund Elites Consistently Beat the Benchmark? A Study of Portfolio Optimization

    Yen, S. M.-F., Y.-L. Hsu and Y.-L. Hsiao (2015) "Can Hedge Fund Elites Consistently Beat the Benchmark? A Study of Portfolio Optimization," Asia Pacific Management Review, 20, pp. 275-284 (TSSCI)

  • • Does Corporate Social Responsibility Deliver Alpha?

    Yen, M.-F., C.-H. Lin and Y.-T. Sun (2015) "Does Corporate Social Responsibility Deliver Alpha?" Journal of Economics and Management, 11(1), pp.23-45 (EconLit)

  • • Statistical Inference for the Availability of Repairable System with General Repair, Reboot Delay and Switching Failure

    Liu, T.-H., Ke, J.-C., Yen, M.-F. and Hsu, Y.-L. (2014), "Statistical Inference for the Availability of Repairable System with General Repair, Reboot Delay and Switching Failure", Communications in Statistics - Simulation and Computation. (Accepted) (SCI)

  • • A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing

    Hsu, Y.-C., Kuan, C.-M. and Yen, M.-F. (2014), "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing", Journal of Financial Econometrics, 12(4), pp.730-755 (SSCI)