史綱教授 / Gang Shyy
職稱： 教授
現職： 資產管理所教授
電話： (03)211-8800 分機 3694
學歷： 美國紐約市立大學經濟學博士
專長領域： 金融商品與市場、投資銀行業務、綠色金融、公司治理
經歷
November 2024 - present
CCK Foundation for International Scholarly Exchange
Vice
President
in charge of endowment investment
August
2006 - November 2024
Fubon Financial Holding Co.
January 2020 - November 2024
Chairman/Fubon Asset Management
August
2016 - December 2019
Chairman/Fubon Securities
April
2012 - August 2016
Chairman/Fubon Asset Management
April
2009 - April 2012
Vice Chairman/Fubon Securities
August
2006 - April 2009
Chairman/Fubon Futures
1989
- 2006
Department of Finance, National Central University
1994
- 2006
Professor
1989 - 1994
Associate Professor
1997-1999
Vice President/International Securities and Fubon Securities
1994
Visiting Professor, ISMA Centre, Reading University
1985
- 1989
Bridgewater Associates, USA
Director
of Research
In charge of trading strategy design and risk management.
1982
- 1983
IBM，Taipei
1980
- 1982
Military Service (Taiwan)
Journal Papers
1.Chung, San-Lin, Hsiao-Wei Lai, Shu-Yin Lin, Gang Shyy, 2004, CB asset swaps and CB options: Structure and pricing, Academic Economic Papers.
2.Tsao, T.J., Gang Shyy, George Huang, 2003, How a synthetic CDO is created: A case study of Silk Road 2003-1, Derivatives Week.
3.Chou, P.H., Edward Chow, Gang Shyy, 2002, Exchange rate risk exposure and capital market integration of the Asian emerging markets, Taiwan Academy of Management Journal.
4.Chou, Robin K., Gang Shyy, Mei Chen, 2002, An empirical investigation of ECNs and the dealer market: Order imbalances and spread patterns. SSRN.
5.Shyy, Gang, V. Vijayraghavan, 1998, Is a supervisory board valuable? The French Evidence, Competition and Convergence in Financial Markets, edited by Stanley Black and Mathias Moersch.
6.Chow, Edward, Joe-Haun Lee, Gang Shyy, 1996, Trading mechanisms and trading references on a 24-hour futures market: A case study of the floor/Globex switch on Matif, Journal of Banking and Finance.
7.Shyy, Gang, V.Vijayraghavan, Brian Scott-Quinn, 1996, A further investigation of the lead-lag relationship between the cash market and stock index futures market with the use of bid/ask quotes: The case of France, Journal of Futures Markets. P
8.Shyy, Gang, jie-Haun Lee, 1995, Price transmission and information asymmetry in Bund futures markets: LIFFE vs. DTB. Journal of Futures Markets, vol. 15 issue 1.
9.Shyy, Gang, Min-Teh Yu, 1995, Cross-currency trading in the foreign exchange market, New Directions in Finance, edited by Dilip Ghosh and S. Khaksari.
10.Scott-Quinn, Brian, Gang Shyy, Julian Walmsley, 1995, Implications of European equity derivatives for corporate finance: Mirror trading, equity swaps, and LEPOs, European Financial Management, vol. 1, No. 2, 211-236.
11.Shyy,
Gang, Bob Butcher, 1994, Price equilibrium and transmission in a controlled
economy, Journal of Futures Markets.
12.Yen, Gili, Gang Shyy, 1993, Chinese New Year effect in Asian stock markets, NTU Management Review, vol. 4.
13.Shyy, Gang, Annie Nein, 1992, Huei(會）：Pricing a Chinese saving-borrowing pool, Asia-Pacific Journal of Management 9, 179-188.
14.史綱 (Gang Shyy)，1992，預售屋的定價模式與實證 (Pre-Sale Real Estate: Valuation and Empirical Evidence)，管理學報 (Journal of Management)，第9卷，第1期 (Vol 9, 1)，31-37。
15.Shyy, Gang, 1989, Gambler’s ruin and optimal stop loss strategy, Journal of Futures Markets, vol. 9, issue 6, 565-571.
16.Shyy, Gang, 1989, Bullish or bearish: A Bayesian dichotomous model to forecast turning points in the foreign exchange market, Journal of Economics and Business,vol. 41, issue 1.
Working Papers
1.Shyy,
Gang, 2026, The great reversal: the political economy of corporate governance
in China, working paper.
2.Chang, Frank, Gang Shyy, 2025, Party vs. shareholders: an investigation on corporate governance dilemma of Chinese market socialism，working paper.
3.Lin,
Shu-Ying, Gang Shyy, 2008, Credit spreads, default correlations, and CDO
trenching: New evidence from CDS quotes, SSRN.
Workshop/Conference Presentations
1.Gang Shyy, 2024, My humble Journey as a Financial Rearcher, School of Economics, Xiamen University。
2.史綱(Gang Shyy)，2019，綠色金融(Green Finance), International Finance Forum，廣州 (Guangzhou)。
3.史綱(Gang Shyy), 2019，中國證券市場的開放與發展(Development of Chinese Capital Market), 福建金融供給測結構性改革理論研討會，福州 (Fuzhou)。
4.史綱(Gang Shyy), 2017，綠色債券與兩岸合作(Green Bonds and Cross Strait Cooperation), 兩岸企業家峰會(Cross Strait Enterprise Conference)，南京(Nanking)。
5.史綱(Gang Shyy), 2015，兩岸金融創新(Financial Innovations in Greater China), 自貿區與跨境金融研討會。天津(Tianjing)。
6.史綱(Gang Shyy), 2013，台灣資本市場投融資的新機遇(New Opportunity for Investment and Financing of Taiwan Capital Market), 長江商學院，北京( Beijing)。
7.史綱(Gang Shyy), 2012，台灣證券業的展望與發展方向(Development of Taiwan Securities Industry), 金融與金融政策研討會，台北(Taipei)。
8.史綱(Gang Shyy), 2010，房地產信託基金發展模式探索（Development Models for Reit in China), 陸家嘴峰會，中國風險投資研究院,上海（Shanghai)。
9.史綱(Gang Shyy)， 2009，Market Microstructure and Algorithmic Trading, Workshop, School of Economics, Xiaman University.