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張光第

副教授
 

最高學歷:

美國德州農工大學 不動產財務博士、哈佛大學PCMPCL個案研究

研究領域:

金融資產與房地產證券化、不動產抵押貸款證券、房地產投資信託基金、資產配置、投資組合管理

教授課程:

財務管理、資產證券化、房地產投資、財務策略案例

研究室:

國際大樓,  IB1004-A

連絡電話:

(02)-2737-6725

E-mail:

gchang@mail.ntust.edu.tw

 

現任:

台灣科技大學財務研究所 副教授  2017 - 至今
台灣公務人員退休撫恤基金管理委員會 委員

曾任:

 
台灣科技大學財務研究所 所長
台灣科技大學管理學院EMBA 執行長
私校退撫基金管理委員會 審核 2016.09 - 2016.10
Asia Pacific University (APU), Beppu, Kyushu, Japan, 訪問學者 2018.07
East Kentucky University, Richmond, USA 客座講師 2019.02
Nicolaus Copernicus University, Torun, Poland 邀請講者 2019.11
Labor Pension Fund 顧問 2010.01
Singapore EMBA Program, the School of Management, NTUST 執行長
Center for Case Research, the School of Management, NTUST 執行長
台灣科技大學管理學院 副院長
考試院研究發展委員會 委員
台灣科技大學校務基金委員會 委員

 

榮譽

  • Elected Director of Taiwan EMBA Alliance, Directors of EMBA Programs, Taipei, Taiwan, 12/2019
  • Best Presentation Award, Entrepreneurship, Leadership and Innovation (ELI), Babson  College, Boston, USA, 07/2019 
  • Invited Participant, 2019 EFMD Annual Conference, Lisbon, Portugal, 06/2019
  • Invited Participant, 2019 EFMD Conference for Deans and Directors General, CEIBS, Shanghai, China, 01/2019
  • Best Teaching Award, NTUST, Taipei, Taiwan, 2013
  • Best Mentorship Award, NTUST, Taipei, Taiwan, 2009

 

研究計畫

  • Invited Participant, NTUST-NUCB and NTUST-Waseda Business School Cooperation Initiatives, Nagoya and Tokyo, Japan, 05/2019
  • Invited Participant, NTUST-Hellbrunn University Graduate School (HUGS) Dual Master’s Program Portfolio and Staff Exchange Initiatives, and NTUST-Technical University of Munich (TUM) Dual Master Degree Initiatives, Hellbrunn, Germany, 12/2019
  • China Container Terminal Corporation (a listed company with a ticker symbol 2613) Industry-Academic Cooperative Project, “Wu-Du Inland Container Operation Site Redevelopment,” 2017-2018
  • First Securities Investment Trust Corporation (the subsidiary of a listed company with a ticker symbol 2892) Industry-Academic Cooperative Project, “Alternative Assets, Smart Beta, and Asset Allocation,” 2016-2018
  • Taiwan’s Ministry of Science and Technology (MOST) Grant, “Establishing a Development and Sustainable Facility Management Model for Public Housing,”  (with Professor Kung-Jen Du), 2016-2017
  • Taiwan’s National Science Foundation (NSC) Grant, “Credit Rating Analysis of Asset Securitization in Taiwan,” 2007-2008
  • Taiwan’s National Science Foundation (NSC) Grant, “Applying Dynamic Game Theory to Analyze the Equilibrium of Real Estate Transactions: An Empirical Study with Experimental Method,” (with Hsing-Wei Chiang), 2000-2001
  • Taiwan’s National Science Foundation (NSC) Grant, “A Study of Demand Factors for Housing Purchasers – An Application of Experiments,” 1999-2000

 

出版物:

  • Chang, Guangdi and Bo-Ching Cheng. (2016) “Evidence of cross-asset contagion in U.S. markets.” "Economic Modelling 58", pp 219-226 (SSCI, Impact Factor: 2.188).
  • Chang, Guangdi and Chia-Shih Chen. (2014) "Evidence of contagion in global REITs investment," "International Review of Economics and Finance 31", pp 148-158 (SSCI, Impact Factor: 1.717)
  • Chang, Guangdi and Weihan Chen. (2013) "Macroeconomic uncertainty, correlations between global financial markets, and asset allocation strategies," "International Review of Economics and Finance"(summited)
  • Chang, Guangdi and Fulwood Chen. (2013) "An Agency Theory Approach to Sovereign Debt Crisis," "The International Journal of Business and Finance Research", Volume 7, Number 5, pp. 123-134. (EI)
  • Chang, Guangdi and Yi-Tsuo Chang. (2013) "Time-Varying Risk Premia for Size Effects on Equity REITs," "The International Journal of Business and Finance Research", Volume 7, Number 4, pp 13-28. (EI)
  • Chang, Guangdi and Fulwood Chen. (2013) "CEO Behavior and Subprime Mortgage Crisis," "The International Journal of Business and Finance Research", Volume 7, Number 3, pp. 13-25. (EI)

 

其他出版物:

  • Chang, Guang-Di, & Chen, Chia-Shih. (2014). “Evidence of contagion in global REITs investment,” presented in “The Challenges and Opportunities for Financial Industries in the Post Financial Crisis Era” Seminar, held by NTUST and Xiamen University, China, Taipei.
  • Chang, Guangdi, & Fulwood Chen. (2012). “Sovereign Debt Crisis – Why a Government is Not the Government Expected,” Asian Finance Association (Asian FA) and Taiwan Finance Association (TFA) 2012 Joint International Conference, Taipei, Taiwan, ROC.
  • Chang, Guangdi. (2009). Panelist at “The Future of Financial Engineering in Greater China Triangle,” panel in the 2009 “The Challenges and Opportunities of Taiwan Financial Industries under the ECFA and MOU” Seminar, held by Taiwan Financial Engineers Association, NCCU, Taipei.
  • Chang, Guang-Di. (2017) “Financial Management,” San-Min Publisher, Taipei. (final revision in Chinese)
  • Chang, Guang-Di. (2014) “The Feasibility of Alternative Investments for Sustainable Management of Public Services Pension Fund,” Op-Ed., Public Servants Bi-Monthly, 213, pp. 2-6. (in Chinese)
  • Chang, Guang-Di. (2008) “Risk Assessment and Investment Strategy in the Post-Subprime Era,” Op-Ed., Public Servants Bi-Monthly, pp. 1-4. (in Chinese)
  • Chang, Guangdi and Hsiao-Lung Lee. (2002). “Predicting Apartment Rental Rates – A Comparison of Multiple Regression Analysis and Artificial Neural Networks,” 2002 Conference for Innovative Management, Department of Business Administration, School of Management, NTUST, Taipei, Taiwan.
  • Chang, Guangdi and Hsiao-Lung Lee. (2002). "Predicting Apartment Rental Rates - A Comparison of Multiple Regression Analysis and Artificial Neural Networks," 2002 Conference for Innovative Management, Department of Business Administration, School of Management, NTUST, Taipei, Taiwan.
  • Chang, Guangdi. (2002), "Fundamentals of Investment," (in Chinese), translated from Corrado and Jordan's Fundamentals of Investment, second edition, Shin-Lou Publisher, Taipei, R.O.C.
  • Chang, Guangdi. (2002) “Investment,” translated textbook,  Taipei
  • Chang, Guangdi. (2002) “Financial and Operational Evaluation Report for bidding “BOT of Alishan House Expansion Project,” Double-Tourist Promotion Project, Ministry of Transportation and Communications, Executive Yuan, Taipei, Taiwan, R.O.C.
  • Chang, Guang-Di and Hsia-Lon Lee.  (2002). “Predicting Apartment Rental Rates – A Comparison of Multiple Regression Analysis and Artificial Neural Networks,” New Paradigms of Management, Academic Conference 2002, NTUST, Taipei.
  • Chang, Guangdi. (2000). “Mortgage Securitization in Taiwan – A Feasibility Analysis,” 2000 Securitization Conference Proceedings, NCCU, Taipei, Taiwan.
  • Chang, Guangdi. (2001). “An Investment Alternative and Financial Feasibility Analysis of a Land Development Project at Westgate Shopping Area in Taipei,” assigned by Chi-Hua Construction Co., Ltd.
  • Chang, Guang-Di. (2001). “Macroeconomics Analysis of Mortgage-Backed Securities,” the 2001 Mortgage-Backed Securities Symposium, NCCU, Kaoshiung.
  • Chang, Guang-Di. (2000). “Real Estate Securitization in Taiwan – A Feasibility Analysis,” the 2000 Securitization Conference, pp 47, National Chen-Chi University, Taipei.
  • Chang, Guang-Di. (2000) “Using Game Theory and Experimental Method to Analyze the Coalition of Constructions,” the 9th Annual Conference of Housing Society in Taiwan, Pingtung, Taiwan.
  • Chang, Guangdi. (2000).  Research Project for “Restoration of The Taipei Confucius Temple, A Third-Grade Relic,” co-authored with Professors Huei-Chun Wang and Fu-Chuan Hsu, assigned by Department of Cultural Affairs, Taipei City Government, Taipei, R.O.C.
  • Chang, Guangdi. (2000). "Mortgage Securitization in Taiwan - A Feasibility Analysis," 2000 Securitization Conference Proceedings, NCCU, Taipei, Taiwan.
  • Chang, Guangdi. (1999). "Functional and Operational Mechanisms for How to Efficiently Improve the Related Projects of Restoring and Renewing Shopping Zones," Conference for the Modernization of Taiwan's Business Environment in the 21st Century, Department of Commerce, Ministry of Economic Affairs, Taipei, Taiwan, R.O.C.
  • Chang, Guangdi. (1999). “Functional and Operational Mechanisms for How to Efficiently Improve the Related Projects of Restoring and Renewing Shopping Zones,” Conference for the Modernization of Taiwan’s Business Environment in the 21st Century, Department of Commerce, Ministry of Economic Affairs, Taipei, Taiwan, R.O.C.
  • Liu, Day-yang, Shang-liang Lo, Tsung-Shin Hsu, Guang-Di Chang, and Young Ku. (1998). “A Study on the Satisfaction of Government Services for Taiwan’s Factories,” Industrial Development Bureau, Ministry of Economic Affairs, Taipei.
  • Chang, Guangdi. (1997). “Asian Financial Crisis Deserves Attention,” Proceedings of the Third Asian-Pacific Young Leaders Conference, Taipei, R.O.C., pp 21-26.
  • Chang, Guangdi. (1997). “The Feasibility of Establishing a Secondary Mortgage Market to improve the Liquidity and Availability of Housing Finance Fund in Taiwan,” Ph.D. Dissertation, Texas A&M University, pp.1-207.
  • Chang, Guangdi. (1997). "Asian Financial Crisis Deserves Attention," The Third Asian-Pacific Young Leaders Conference, Taipei, R.O.C., pp 21-26.
  • Chang, Guangdi. (1997). "The Feasibility of Establishing a Secondary Mortgage Market to improve the Liquidity and Availability of Housing Finance Fund in Taiwan," Ph.D. Dissertation, Texas A&M University, pp.1-207.
  • Chang, Guangdi (1995). "Comparison of the Efficiency of Housing Finance Programs in the Asia Pacific Rim," Proceedings of 1995 Science, Engineering, & Technology Seminars (SETS), pp.11, Houston, Texas, USA.
  • Chang, Guangdi (1995). "Comparison of the Efficiency of Housing Finance Programs in the Asia Pacific Rim," Proceedings of 1995 Science, Engineering, & Technology Seminars (SETS), pp.11, Houston, Texas, USA .