※Please
note that the conference
will NOT be postponed and will be
held as scheduled on July 14 and 15.
※本研討會將如期舉行,風雨無阻。
The Joint 14th Annual PBFEA
and 2006 Annual FeAT Conference*
第十四屆亞太財務經濟及會計會議暨
2006台灣財務工程學會聯合研討會
held at
the Grand Hotel in Taipei, Taiwan
台北 圓山大飯店
on July 14 and July 15, 2006.
*The joint
14th annual Pacific Basin Finance, Economics, and Accounting
and 2006
annual Financial Engineering
Association of Taiwan Conference
Theme of the Conference: Credit, Market, and Operating Risks of Banking Insurance, and Security Industries
Keynote Speaker I: J. David Cummins
Title of speech : Convergence and Contagion in the U.S. Banking and Insurance Industries:
Evidence from Operational Risk Event
J. David Cummins is the Harry J. Loman Professor of Insurance and Risk Management at the Wharton School of the University of Pennsylvania. His fields of specialization include financial institutions, securitization, risk management, efficiency, and productivity. Dr. Cummins has published more than eighty refereed journal articles. His recent books include International Insurance Markets: Between Global Dynamics and Local Contingencies (Springer), Changes in the Life Insurance Industry: Efficiency, Technology, and Risk Management (Kluwer Academic), and Deregulating Property-Liability Insurance: Restoring Competition and Increasing Market Efficiency (The Brookings Institution). He is a co-editor of the Journal of Banking and Finance and Associate Editor of nine other journals. Dr. Cummins is a past-president of the American Risk and Insurance Association, and has served as editor of the Journal of Risk and Insurance.
Keynote Speaker II: Stephen J. Brown
Title of speech : Hedge Fund Market Neutral Strategies: Distinguishing Financial and Operational Risk Factors
Stephen J. Brown is David S. Loeb Professor of Finance and Coordinator of Undergraduate Finance Studies at the Leonard N. Stern School of Business, New York University. He graduated from Monash University in Australia and studied at the University of Chicago, earning an MBA in 1974 and a Ph.D in 1976. Following successive appointments as a Member of Technical Staff at Bell Laboratories where he spent time on assignment as District Manager in the AT&T Pension Fund, and Associate Professor at Yale University, he joined the faculty of New York University in 1986. He has served as President of the Western Finance Association and Secretary/Treasurer of that organization, has served on the Board of Directors of the American Finance Association, was a founding editor of the Review of Financial Studies and is currently a member of the Board of the Society of Quantitative Analysis. He is a Managing Editor of the Journal of Financial and Quantitative Analysis and has served on the editorial boards of The Journal of Finance, Pacific-Basin Finance Journal and other journals. He has published numerous articles and five books on finance and economics related areas. He is retained as an advisor by asset management companies in the United States and Australia. He has served as an expert witness for the US Department of Justice.
History of the Conference
Year Venue/Country Host Organizer
1993 U.S.A. Rutgers University, New Jersey
1994 Hong Kong Hong Kong Chinese University, Hong Kong
1995 Taipei, Taiwan Taiwan Institute of Economic Research, Taipei
1996 U.S.A. Rutgers University, New Jersey
1997 Singapore Nanyang Technological University, Singapore
1998 Hong Kong Hong Kong Polytechnic University, Hong Kong
1999 Taipei, Taiwan National Taiwan University, Taipei
2000 Thailand Chulalongkorn University, Bangkok
2001 U.S.A. Rutgers University, New Jersey
2002 Singapore Nanyang Technological University, Singapore
2003 Taipei, Taiwan National Chiao Tung University, Hsinchu
2004 Thailand The Consortium of Thai Universities, Bangkok
2005 U.S.A. Rutgers University, New Jersey
2006 Taipei, Taiwan Foundation of Pacific Basin Financial Research and Development, Taipei
Paper Submission
The deadline for paper submission is April 1, 2006. Authors should send a Word or PDF file of their completed paper in English. Each submission should have the following on the cover page:
Title of the paper | |||||||||
Each author’s name
|
On the second page of the paper should be an abstract. Only electronic submissions will be accepted to lee@rbsmail.rutgers.edu or cflee@mail.nctu.edu.tw. Authors will be notified of the review committee’s decision by April 15, 2006.
Persons interested in participating as a chairperson or discussant should also formally express their interest.
To be considered for publication, the author should formally submit his/her paper to Professor Cheng-few Lee, along with a submission fee of US$100 (check to be made payable to RQFA). Professor Lee will decide the paper will be published in RQFA, RPBFMP, or AQAFA in accordance with the reviewer’s comments. The submission fee should sent to the following address:
Professor Cheng-Few Lee
73 Hidden lake drive,
North Brunswick, New Jersey 08902
USA
Please send conference registration fee US $100 pay to order of Foundation of Pacific Basin Financial Research and Development to following address:
Professor Cheng-Few Lee
Institute of Finance
National Chiao-Tung University
1001 Ta Hsueh Rd.
Hsinchu, 300 Taiwan
Topics of interest include but are not limited to:
Impacts of Outsourcing on US Economy |
Corporate Governance |
Financial Engineering |
Executive Compensation Schemes |
Venture Capital |
Market Microstructure |
Financial Reform after Financial Crisis |
Derivative Securities |
Debt & Equity Markets |
Managed Funds |
Bank Risk Management |
New Basel Capital Accord |
Marketing |
Production |
Business Policies |
Management Information Systems |
Accounting |
Auditing & Taxation |
Contract Design & Financial Intermediation |
Actuarial Science and Insurance |
Lessons Learned from Bank Failure Management |
Financial Market & Economic Development |
Real Estate Finance & Mortgaged-Backed Securities |
Corporate Finance and Restructuring |
Rutgers
University, U.S.A. ( 美國羅格斯大學
)
National
Foundation
of
( 財團法人亞太金融研究發展基金會
)
Financial
Engineering Association of Taiwan, Taiwan ( 台灣財務工程學會
)
Council for
Economic Planning and Development, Taiwan ( 行政院經濟建設委員會
)
Program Director:
Cheng-Few Lee, Rutgers University, U.S.A.
Editor of RQFA and RPBFMP
Program Coordinator:
William T. Lin, Tamkang University, Taiwan
Program Committee Members:
Chau-Chen
Yang(楊朝成),
National Taiwan University, Taiwan
Chien-chung
Nieh(聶建中),
Tamkang University, Taiwan
Dar-Yeh
Huang(黃達業),
National Taiwan University, Taiwan
David
Jou,
Hong-Chang
Chang (張鴻章),
Fubon Financial Holding Co., Ltd.
and
Former Dean of
Kuo-Ann
Lyou (劉國安),
Polaris Financial Group, Taiwan
Mao-Wei
Hung(洪茂蔚),
National Taiwan University, Taiwan
Sheng-Syan
Chen(陳聖賢),
National Taiwan University, Taiwan
Sue
Fung Wang (王淑芬),
National
Polaris
Financial Group/寶來金融集團
Fubon
Financial Holding Co., Ltd. /富邦金融控股股份有限公司
New
York Life Insurance Taiwan Corporation/紐約人壽股份有限公司
Compal
Electronics, Inc./仁寶電腦工業股份有限公司
The
National Science Council (NSC) of the Executive Yuan /行政院國家科學委員會
Taiwan
Stock Exchange Corporation/臺灣證券交易所
Taiwan
Futures Exchange/臺灣期貨交易所
Da
Yeh University/大葉大學
First
Commercial Bank/第一商業銀行
Taiwan
Securities Association (TSA)/中華民國證券商業同業公會
Fuhwa
Cultural & Educational Foundation/復華金控-復華文教基金會
Maywufa
Biopharmaceutical Enterprise Group/美吾華「醫藥」「生技」企業團
International
Bills Financial Corporation/國際票券金融股份有限公司
Gretai
Securities Market/財團法人中華民國證券櫃檯買賣中心
SCSB
Cultural & Educational Foundation/財團法人上海商業儲蓄銀行文教基金會
Taipei
Foreign Exchange Market Development Foundation/財團法人外匯市場發展基金會
Prudential
Financial Securities Investment Trust Enterprise /保德信證券投資信託股份有限公司
Taiwan
Insurance Institute/財團法人保險事業發展中心
HonTai
Life Insurance Co., LTD/宏泰人壽保險股份有限公司
AAA Capital Management Co., Ltd./永裕顧問股份有限公司
The Bankers Association of the Republic of China/中華民國銀行同業公會
Ministry
of Education, R.O.C./教育部
SinoPac
Securities Co., Ltd./建華證券股份有限公司
Taiwan
Securities Co., Ltd./台証綜合證券股份有限公司
Chunghwa
Post Co., Ltd./中華郵政股份有限公司
Capital
Securities Corporation/群益證券股份有限公司
Protrend
Management Consulting Co., Ltd./普羅管理顧問股份有限公司
Securities
& Futures Institute/財團法人中華民國證券暨期貨市場發展基金會
Joint
Credit Information Center /財團法人金融聯合徵信中心
Click here for 2006 Conference Photos
Click here for Program Schedule 議程表
Program Schedule with detailed 詳細議程表
--- (網頁版 HTML File 資料參閱請按此 Click here for reading papers presented at the conference)
--- (Word 版 Word File)
Click here for the Registration form for Presenter
Click here for the Hotel Information and Hotel Reservation Form
Click here for Registration Form for Student, Academic, and Non-Academic in Taiwan who would like to attend the conference
1. Advances in Investment Analysis and Portfolio Management, New
Series 2005, Vol. 1, ISBN: 0-9651643-3-0
(Price: $75)
2. Advances in Financial Planning and Forecasting, New Series 2005,
Vol. 1, ISBN: 0-9651643-4-9 (Price: $75)
3. Advances in Investment Analysis and Portfolio Management, New
Series 2006, Forthcoming, Vol. 2, ISBN: 0-9651643-5-7 (Price: $75)
Click here for Order Form
Click Here for 2005 PBFEA Conference