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題名:最適投資決策之研究
作者:鄭宗松 引用關係
校院名稱:國立政治大學
系所名稱:國際貿易學系
指導教授:陳坤銘
廖四郎
學位類別:博士
出版日期:2003
主題關鍵詞:實質選擇權國際直接投資國際證券投資連續時間模型產品生命週期匯率風險
原始連結:連回原系統網址new window
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  • 點閱點閱:33
本文利用連續時間模型,在本國證券(金融)投資的分析架構上,分別拓展到最適的國際證券投資決策;另外,由於實質投資計劃具有不確定性與不可回復性質.因此本文對於廠商的實質投資決策,採取類似金融選擇權分析方法,以實質選擇權理論討論廠商面對不確定環境,如何保留營運彈性,形成最適投資決策,使得公司價值最大化.最後,將此廠商的最適投資決策,延伸到多國籍企業最適對外投資決策.
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劉明佳(1995),外資引進對我國股價、匯率影響之研究,未出版碩士論文,政治大學財務管理研究所。
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