Shih-Cheng Lee

Yuan Ze University

Shih-Cheng Lee is a Professor in Finance at the Yuan Ze University of Taiwan. He holds a Ph.D. in Finance from National Central University. He is a Visiting Research Fellow at the University of Adelaide, a consultant of Greater China Professional Risk Managers Service Center, an external expert of Center for Banking and Financial Stability at Deakin University, a member of Basel iii Compliance Professionals Association in U.S., a member of Centre for Applied Finance Studies at University of South Australia. He has participated in many research projects financed by the Ministry of Science and Technology, National Science Council, Australian Centre for Financial Studies. He has published articles in top journal such as Journal of Banking and Finance, Journal of Corporate Finance, Journal of Business, Finance, and Accounting, among others. He is also an associate editor of Journal of Accounting, Finance and Management Strategy and referee for several international journals, such as Journal of Banking and Finance, Journal of Risk and Insurance, Quantitative Finance, among others. His main research interests include financial engineering, financial risk measurement, Basel Accord, and accounting based valuation.

Articles by Shih-Cheng Lee

Original research

Asset correlations and procyclical impact

The authors examine the behavior of asset correlations for companies in Taiwan under the Basel Accord’s asymptotic single-risk-factor approach.

09 Feb 2017

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