Search Results - "Yang, Sharon S."

Institutional investor stewardship and material sustainability information : evidence from Taiwan

Yang, Sharon S.; Huang, Jr-Wei; Li, Wei-Hsien - In: Pacific-Basin finance journal 85 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014576119

Detecting Corporate ESG Performance : The Role of ESG Materiality in Corporate Financial Performance and Risks

Yang, Sharon S.; Huang, Jr-Wei; Chen, Hong-Yi - 2022

This study investigates the impact of material ESG issues on firm performance and risks. Following the guidance of the Sustainability Accounting Standards Board (SASB), this study identifies the materiality ESG score of a firm (SASB ESG Score). The SASB ESG Score and the ESG Disclosure Score are...

Persistent link: https://www.econbiz.de/10014258711

Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk

Dai, Tian-Shyr; Liu, Liang-Chih; Yang, Sharon S. - In: Quantitative finance 23 (2023) 9, pp. 1325-1339

Persistent link: https://www.econbiz.de/10014339929

SG momentum strategies : a comparison between Taiwanese and Japanese markets

Chen, Hong-Yi; Hsu, Chun-Huei; Yang, Sharon S. - In: Advances in Pacific Basin business, economics and finance 10 (2022), pp. 91-110

Persistent link: https://www.econbiz.de/10013207230

Modeling pandemic mortality risk and its application to mortality-linked security pricing

Chen, Fen-Ying; Yang, Sharon S.; Huang, Hong Chih - In: Insurance / Mathematics & economics 106 (2022), pp. 341-363

Persistent link: https://www.econbiz.de/10013380614

Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model

Chen, Fen-Ying; Yang, Sharon S.; Huang, Hong Chih - In: Quantitative finance 21 (2021) 9, pp. 1551-1565

Persistent link: https://www.econbiz.de/10012624157

Model risk in risk analysis for no-negative-equity-guarantees

Huang, Jr-Wei; Yang, Sharon S.; Chang, Chuang-chang - In: The journal of derivatives : JOD 28 (2021) 4, pp. 87-110

Persistent link: https://www.econbiz.de/10012612923

Modeling housing price dynamics and their impact on the cost of no-negative-equity-guarantees for equity releasing products

Huang, Jr-Wei; Yang, Sharon S.; Chang, Chuang-chang - In: The journal of real estate finance and economics 63 (2021) 2, pp. 249-279

Persistent link: https://www.econbiz.de/10012617461

Understanding patterns of mortality homogeneity and heterogeneity across countries and their role in modeling mortality dynamics and hedging longevity risk

Yang, Sharon S.; Yeh, Yu-Yun; Yue, Jack C.; Huang, Hong Chih - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S132-S155

Persistent link: https://www.econbiz.de/10012440432

Do investors exaggerate corporate ESG information? : evidence of the ESG momentum effect in the Taiwanese market

Chen, Hong-Yi; Yang, Sharon S. - In: Pacific-Basin finance journal 63 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012493775