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Thesis Adviser

 

  • Grey Relational Analysis and Artificial Neural Networks: Evidence from Information Technology Exchange-traded Funds; Master Thesis AY 2015-2016

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  • Factors Affecting Cash Holdings in Publicly-listed Firms: Evidence from Taiwan and Vietnam Economies; Master Thesis AY 2017-2018

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  • Portfolio Optimization Procedure using Behavioral Portfolio Theory: Evidence from the Exchange-traded Products Market; Master Thesis AY 2016-2017

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  • Futures Market Dynamics: Asymmetric Volatility, Leverage Effects, and Long-memory Characteristics; Master Thesis AY 2016-2017

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  • Determinants of Acquisition's Profitability of Taiwanese Publicly-listed Companies; Master Thesis AY 2015-2016

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  • Application of Grey Relational Analysis and Artificial Neural Networks on Corporate Social Responsibility (CSR) Indices; Master Thesis AY 2015-2016

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  • Factors Affecting Profitability of Indonesian Real Estate Publicly-listed Companies; Master Thesis AY 2015-2016

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  • Determinants of Banks’ Capital Structure: Evidence from Vietnamese Commercial Banks; Master Thesis AY 2015-2016

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  • Volatility integration of global stock markets with the Malaysian financial markets: A multivariate GARCH approach; Master Thesis AY 2014-2015

 

  • Return and Volatility Transmissions in Asia’s Top Emerging Economies; Master Thesis AY 2014-2015

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  • Long-memory Modeling and Forecasting of the Returns and Volatility of Exchange-traded Notes (ETNs); Master Thesis AY 2013-2014

 

  • Existence of Positive Dependence, Asymmetry and Leverage Effects in Real Estate Exchange-traded Funds (ETFs); Master Thesis AY 2013-2014

Proposal/Thesis Defense Panel

Master Thesis Defense 

The Effect of Exchange Rate Volatility and FDI Flows on Bilateral Trade

IMBA Program, College of Business, Chung Yuan Christian University

January 6, 2020

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Master Proposal Defense 

The Effect of Exchange Rate Volatility and FDI Flows on Bilateral Trade

IMBA Program, College of Business, Chung Yuan Christian University 

October 15, 2019

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Master Thesis Defense 

Measuring the Spillover, Risk, and Leverage Effects among Active, Passive, and Smart Beta ETF Management Styles

IMBA Program, College of Business, Chung Yuan Christian University

January 12, 2018

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Master Proposal Defense 

Measuring the Spillover, Risk, and Leverage Effects among Active, Passive, and Smart Beta ETF Management Styles

IMBA Program, College of Business, Chung Yuan Christian University

July 30, 2017

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Master Proposal Defense 

The Correlations between Stock Returns (Volatility) and Trading Volume: an Analysis of a Structural Vector Autoregression

IMBA Program, College of Business, Chung Yuan Christian University

July 10, 2017

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PhD Proposal Defense

Behavioral Stock Portfolio Optimization Problems

Department of Industrial and Systems Engineering, Chung Yuan Christian University

July 26, 2016

 

Undergraduate Thesis Defense

Queueing System Analysis on a Recycling Business Model 

Department of Industrial and Systems Engineering, Chung Yuan Christian University

January 23, 2015

 

Master Thesis Defense 

Portfolio Optimization in the Mongolian Stock Exchange

Department of Industrial and Systems Engineering, Chung Yuan Christian University

July 30, 2015

 

Master Thesis Defense

Portfolio Study on Investor's Irrational Behavior Affecting Taiwan Stocks: Portfolio Optimization considering SP/A Theory

Department of Industrial and Systems Engineering, Chung Yuan Christian University

July 22, 2015

 

Master Thesis Defense

Effects of the adaptation of traceability system in Vietnamese agriculture on customer behaviors: Price premium, purchase intention and loyalty

IMBA Program, College of Business, Chung Yuan Christian University

March 8, 2015

 

Undergraduate Thesis Defense

Portfolio Selection Applying Behavioral Portfolio Theory: Evidence from the Taiwanese Top 150 B-stocks market

Department of Industrial and Systems Engineering, Chung Yuan Christian University

January 23, 2015

 

Undergraduate Thesis Defense

Risk-averting Behavioral Asset-Liability Portfolio Optimization Model

Department of Industrial and Systems Engineering, Chung Yuan Christian University

January 22, 2014

 

Master Thesis Defense

Portfolio Selection Applying Behavioral Portfolio Theory

Department of Industrial and Systems Engineering, Chung Yuan Christian University

January 15, 2014

John Francis T. Diaz, PhD, RFP

 

Associate Professor,
Department of Finance and Accounting
Asian Institute of Management
Makati City, Philippines
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