• 國立臺灣大學國際企業學研究所財務博士
• 台灣大學商學研究所企管碩士
• 國立交通大學電子工程學士

• 紐約哥倫比亞大學商學院訪問學者
• 聯合投信基金經理人
• 中信證券資金管理部

• Financial Risk Management , Credit Derivatives, Fund management, International Financial Management

• 基金管理，國際財務管理，金融風險管理，信用衍生性商品

• Lee, Chih-Wei, and Cheng-Kun Kuo, 2015. “Combining Hazard Rates with the CreditGrades Model: A Hybrid Method to Value CDS Contracts,” International Journal of Financial Engineering, Volume 2, Issue 4, pp. 1550037(1)-1550037(14). (EBSCO)
• Lee, Chih-Wei, and Cheng-Kun Kuo, 2015. “Examining the Validity of Credit Ratings Assigned to Credit Derivatives,” Global Credit Review, Volume 5, No. 1, pp. 49-58. (EBSCO)
•  Kuo, Cheng-Kun, Chih-Wei Lee, and Weiru Kuo, 2013. “Forecasting Value at Risk: A Strategy to Minimize Daily Capital Costs,” ACRN Journal of Finance and Risk Perspectives, Volume 2, Issue 1, pp. 43- 53. (EBSCO)
• Wu, Po-Cheng, Cheng-Kun Kuo, ans Chih-Wei Lee, 2012. “Evaluation of Multi-Asset Value at Risk: Evidence from Taiwan,” Global Journal of Business Research, Volume 6, No. 4, pp. 23-34. (EconLit)
• Wu, Po-Cheng, Chih-Wei Lee, and Cheng-Kun Kuo, 2012. “Pricing of Payment Deferred Vulnerable Options and its Application to Vulnerable Range Accrual Notes,” The International Journal of Business and Finance Research, Volume 6, No. 2, pp. 91-100. (EconLit)
• Kuo, Cheng-Kun, Chih-Wei Lee, and Yong-Ga Lu, 2012. “Testing for Chaos and Nonlinearity in Taiwan Futures Returns,” International Journal of Intelligent Technologies and Applied Statistics, Volume 5, No. 1, pp. 41-56.
• Lee, Chih-Wei, and Ming-Jen Chang, 2011. “Announcement Effects and Asymmetric Volatility in Industry Stock Returns: Evidence from Taiwan”, Emerging Markets Finance and Trade, Volume 47, No. 2, pp. 48-61. (SSCI)
• Wu, Po-Cheng, Lie-Jane Kao, and Chih-Wei Lee, 2011. “How Issuer Default Risk Affects Basket Credit Linked Note Coupon Rate,” International Journal of Information and Management Sciences, Volume 22, No. 1, pp. 59-71. (TSSCI, EI)
• 李志偉, 張銘仁, 2011. “聯合利率模式在跨國債券投資風險管理之應用,” 管理與系統 (Journal of Management & Systems), Volume 18, Issue 2, pp. 295-316. (TSSCI)
• 李志偉, 張銘仁, 黃憲彰, 羅烈明, 2009.“以動態規劃法評價員工股票選擇權,”期貨與選擇權學刊 (Journal of Futures and Options) 第2卷第1期, pp. 99-116.
• Kuo, Cheng-Kun, and Chih-Wei Lee, 2007. “Integrating Market and Credit Risk Using a Simplified Frailty Default Correlation Structure,” The Journal of Fixed Income, Volume 17, No. 1, pp. 48-58. (FLI).
• Lee, Chih-Wei, and Cheng-Kun Kuo, 2005. “Estimating Extreme Correlation for the EVT-Type VaR － A Copula Approach,” 證券市場發展季刊 (Review of Securities and Futures Markets), 第17卷第4期, pp. 121-154. (TSSCI)
• Lee, Chih-Wei, Cheng-Kun Kuo, and Jorge Luis Urrutia, 2004. “A Poisson Model with Common Shocks for CDO Valuation,” The Journal of Fixed Income, Volume 14, No. 3, pp. 72-81. (FLI).
• Kuo, Cheng-Kun, Hung Chen, and Chih-Wei Lee, 2002.“VaR Stress Testing for Two-stage Transmission Stress Events,”台灣管理學刊 (Taiwan Academy of Management Journal) 第2卷第2期, pp. 21-38.

• Lee, Chih-Wei and Cheng-Kun Kuo, 2012. “Examining the Validity of Credit Ratings Assigned to Credit Derivatives,” 16th World Multi-conference on Systemics, Cybernetics and Informatics (WMSCI 2012), Orlando, Florida, USA.
• 李志偉, 張銘仁, 2012. “信息不完全下之最佳投資策略: 實質選擇權方法,” 第八屆中國科技政策與管理學術研討會, 廣州.
• Lee, Chih-Wei and Ming-Jen Chang, 2011. “Optimal Bank Capital Allocation and Securitization: The Case of Corporate Loans for U.S. Commercial Banks,” Annual Paris Conference on Money, Economy and Management, Paris.
• 吳柏成, 李志偉, 郭震坤, 2009. “Pricing of Payment Deferred Vulnerable Options and its Application to Vulnerable Range Accrual Notes,” in the Electronic Proceeding of the International Symposium on Finance and Accounting, Kuala Lumpur, Malaysia.
•  Lee, Chih-Wei and Cheng-Kun Kuo, 2007. “The Chaos Phenomena Appearing in an Anticipated Market,”  6th International Conference on Computational Intelligence in Economics and Finance (CIEF2007), Salt Lake City, Utah, USA.
• 李志偉, 張銘仁, 黃憲彰, 2007. “Optimal Investments under Incomplete Information: An Application to TFT-LCD Industry,” 2007年台灣財務金融學會年會, 國立中興大學承辦.
•  Kuo, Cheng-Kun, and Chih-Wei Lee, 2007. “Integrating Market and Credit Risk Using a Simplified Frailty Default Correlation Structure,” in the Proceeding of the 2007 Annual Meeting, Midwest Finance Association, Minneapolis, Minnesota.
•  Lee, Chih-Wei and Ming-Jen Chang, 2006. “Optimal Securitization Strategy: The Case of CDO Issuance for Banks,” at the 19th Australasian Finance & Banking Conference, in Sydney, Australia.
• Lee, Chih-Wei, and Cheng-kun Kuo, 2006. “A Modification to the Copula Approach for Pricing Correlation-Dependent Credit Derivatives,” at the 5th International Conference on Computational Intelligence in Economics and Finance (CIEF2006).
• Lee, Chih-Wei, and Cheng-Kun Kuo, 2005. “The Pricing of Correlation Dependent Credit Derivatives,” 2005中華機率統計學會學術研討會, 國立成功大學承辦.

(1) 國科會專題研究計畫

• 陳勝源，李志偉，2013年，跨國資產管理業務及人才研究，投信投顧公會委託專題。
• 李志偉，2009年，行為財務在匯率避險與債券市場整合之應用，國科會計畫NSC98-2410-H-141-004-。
• 李志偉，Paul Glasserman (紐約Columbia商學院副院長)，2008年，海外債券投資組合之風險管理，國科會第46屆補助赴國外短期研究計畫。
• 李志偉，2007年，信用風險模式之最大概似估計法與應用，國科會計畫NSC96-2416-H-141-008-MY2。
• 李志偉，2006年，債權抵押證券之最佳設計—在不對稱資訊假設下，國科會計畫NSC 95-2416-H-141-010-。
• 李志偉，2005年，債權抵押證券資產群組之選擇模式 — 以流動性方法推導，國科會計畫NSC 94-2416-H-141 -013-。