學歷

• 國立台灣大學財務金融所博士 (2006.09~2011.06)
• 國立清華大學數學所碩士 (2001.09~2003.06)
• 私立東海大學數學系學士 (1997.09~2001.06)

經歷

• 東吳大學資料科學系副教授 (2024.08~)
• 東吳大學財務工程與精算數學系副教授 (2018.08~2024.07)
• 東吳大學財務工程與精算數學系助理教授 (2012.08~2018.07)
• 中央研究院統計所博士後研究 (2011.08~2012.07)
• 中央研究院統計所研究助理 (2008.08~2011.07)
• 中央研究院數學所研習員 (2005.07~2006.06)
• 中央研究院數學所研究助理 (2005.01~2005.06)

• 期刊論文
  •  Jr-Wei Huang, Sharon S. Yang*, and Hung-Wen Cheng (2024). Conditional volatility targeting strategy considering jump effects: Evidence from sustainable ESG equity index. Pacific-Basin Finance Journal, Available online, 10 September 2024, 102525. (SSCI) (國科會財務領域ATier-2級期刊).
  • Chang, Hsuang-Ling, Wei-Ying Nie, Li-Han Chang, Hung-Wen Cheng, and Kuang-Chieh Yen* (2023). Cryptocurrency Momentum and VIX Premium. Finance Research Letters 57, November 2023, 104196. (SSCI) (國科會財務領域A-級期刊)
  •  Hung-Wen Cheng, Li-Han Chang, Chien-Ling Lo*, and Jeffrey Tzuhao Tsai (2023). Empirical Performance of Component GARCH Models in Pricing VIX Term Structure and VIX Futures. Journal of Empirical Finance 72, June 2023, 122-142. (SSCI) (國科會財務領域ATier-1級期刊).
  •  Hsuan-Ling Chang, Hung-Wen Cheng*, Yi-Ding Lei, and Jeffrey Tzuhao Tsai (2023). Option Valuation with Nonmonotonic Pricing Kernel and Embedded Volatility Component Premiums. Journal of Derivatives 30, May 2023, 105-127. (SSCI) (國科會財務領域ATier-2級期刊).
  • Tzuling Lin, Cary Chi-Liang Tsai*, and Hung-Wen Cheng (2023). Asset Liability Management of Longevity and Interest Rate Risks: Using Survival-Mortality Bonds. North American Actuarial Journal 27, Mar 2023, 74-95. (國科會財務領域保險精算B+級期刊).
  • Hung-Wen Cheng⁠, Chien-Ling Lo⁠*, and Jeffrey Tzuhao Tsai (2020). Model Specification of Conditional Jump Intensity: Evidence from S&P 500 Returns and Option Prices. North American Journal of Economics and Finance 54, 100841. (SSCI)
  •  Hsuan-Ling Chang, Yen-Cheng Chang*, Hung-Wen Cheng, Po-Hsiang Peng, and Kevin Tseng (2019). Jump Variance Risk: Evidence from Option Valuation and Stock Returns. Journal of Futures Markets 39, 890-915. (SSCI) (國科會財務領域ATier-2級期刊).
  • Charles Chang, Hung-Wen Cheng*, and Cheng-Der Fuh (2018). Ensuring More is Better: On the Simultaneous Application of Stock and Options Data to Estimate the GARCH Options Pricing Model. Journal of Derivatives 26(1), 7-25. (SSCI) (國科會財務領域ATier-2級期刊).
  • Yen-Cheng Chang and Hung-Wen Cheng* (2015). Information Environment and Investor Behavior. Journal of Banking & Finance 59, 250-264. (SSCI) (國科會財務領域ATier-1級期刊).
  • Hung-Wen Cheng, Chi-Feng Tzeng*, Min-Hua Hsieh, and Jeffrey Tzuhao Tsai (2014). Pricing Mortality-Linked Securities with Transformed Gamma Distribution. Academia Economic Papers (經濟論文) 42, 271-303. (TSSCI).
  • Yu-Lieh Huang, Jeffrey Tzuhao Tsai*, Sharon S. Yang, Hung-Wen Cheng (2014). Price Bounds of Mortality-Linked Security in Incomplete Insurance Market. Insurance: Mathematics and Economics 55, 30-39. (SSCI) (國科會財務領域保險精算ATier-2級期刊).
  •  Shu-Hui Yu, Chien-Chih Lin*, Hung-Wen Cheng (2012). A Note on Mean Squared Prediction Error under the Unit Root Model with Deterministic Trend. Journal of Time Series Analysis 33, 276-286. (SCI)