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題名:績效誘因費契約的設計對基金經理人調整操作風險行為的影響
書刊名:臺灣管理學刊
作者:王健安 引用關係
作者(外文):Wang, Chien-an
出版日期:2003
卷期:3:1
頁次:頁125-149
主題關鍵詞:績效誘因費契約自利性風險調整行為年度競賽隱含選擇權上限條款懲罰條款Performance-Based incentive contractRisk-Adjustment behaviorCall optionContract with penalties
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(4) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:3
  • 共同引用共同引用:22
  • 點閱點閱:40
Other
1.Khorana, Ajay(1996)。Top management turnover an empirical investigation of mutual fund managers。  new window
期刊論文
1.Ehrenberg, R. G.、Bognanno, M. L.(1990)。Do Tournaments have Incentive Effects?。Journal of Political Economy,98,1307-1324。  new window
2.Chevalier, Judith、Ellison, Glenn(1999)。Are Some Mutual Fund Managers Better than Others? Cross-sectional Patterns in Behavior and Performance。Journal of Finance,54(3),875-899。  new window
3.王元章、王耀賢(19990100)。從競賽觀點探討基金經理人風險調整行為。中國財務學刊,6(3),25-62。new window  延伸查詢new window
4.王健安(20011100)。年度競賽觀點下共同基金經理人風險調整行為之研究。風險管理學報,3(2),47-83。new window  延伸查詢new window
5.Capon, N.、Fitzsimons, G. J.、Prince, R. A.(1996)。An Individual Level Analysis of the Mutual Fund Investment Decision。Journal of Financial Services Research,10(1),59-82。  new window
6.邱顯比(19920500)。Multi-Period Agency Problems in Portfolio Management。臺大管理論叢,3(1),279-309。new window  new window
7.Zheng, Lu(1999)。Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability。Journal of Finance,54(3),901-933。  new window
8.Brown, Keith C.、Harlow, W. V.、Starks, Laura T.(1996)。Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry。Journal of Finance,51(1),85-110。  new window
9.Chevalier, Judith、Ellison, Glenn(1997)。Risk Taking by Mutual Funds as a Response To Incentives。Journal of Political Economy,105(6),1167-1200。  new window
10.Grinblatt, M.、Titman, S.(1987)。How Clients can Win the Gaming Game。Journal of Portfolio Management,13,14-20。  new window
11.Starks, L. T.(1987)。Performance Incentive Fees: An Agency Theoretic Approach。Journal of Financial and Quantitative Analysis,22(1),17-32。  new window
12.Stein, Jeremy C.(1989)。Efficient capital markets, inefficient firms: a model of myopic corporate behavior。The Quarterly Journal of Economics,104(4),655-669。  new window
13.Margrabe, William(1978)。The Value of an Option to Exchange One Asset for Another。The Journal of Finance,33(1),177-186。  new window
14.Brown, Stephen J.、Goetzmann, William N.(1995)。Performance Persistence。Journal of Finance,50(2),679-698。  new window
15.Daniel, Kent、Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1997)。Measuring Mutual Fund Performance with Characteristic-based Benchmarks。Journal of Finance,52(3),1035-1058。  new window
16.Grinblatt, Mark、Titman, Sheridan(1993)。Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns。The Journal of Business,66(1),47-68。  new window
17.Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1995)。Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior。The American Economic Review,85(5),1088-1105。  new window
18.葉銀華、邱顯比、張銘煌(19990900)。基金經理人更換、董事會組成與績效之研究。證券市場發展季刊,11(1)=41,25-60。new window  延伸查詢new window
會議論文
1.陳隆麒、王健安(1999)。共同基金經理人風險調整行為之研究。中國財務學會1999年年會暨第八屆財務金融學術論文研討會。  延伸查詢new window
研究報告
1.Sirri, E.、Tufano, P.(1993)。Buying and Selling Mutual Fund: Flow, Performances, Fees and Services。Harvard University。  new window
學位論文
1.王健安(2000)。共同基金經理人調整操作風險行為與最適控制契約設計之研究(博士論文)。國立政治大學。new window  延伸查詢new window
2.林鼎傑(1998)。共同基金排名效果對基金經理人最適薪資的影響--代理問題之研究(碩士論文)。國立台灣大學。  延伸查詢new window
其他
1.柯輝芳(2001)。退撫基金首次委託經營費率評比改進之探討。  延伸查詢new window
2.財政部證期會(1999)。世界主要證券市場相關制度。  延伸查詢new window
3.陳登源(2001)。退撫基金委託經營制度設計評析。  延伸查詢new window
4.陳隆麒、王健安(1998)。聲譽模式下共同基金經理人操作策略之探討。  延伸查詢new window
5.劉雄琪、詹珍禎(1986)。資訊不對稱時主管認股棋型之建立--極優法。  延伸查詢new window
6.劉維琪、張玉山與曾美君(1989)。經濟部所屬事業績效獎金制度的制定與展望。  延伸查詢new window
7.劉雄琪、李怡宗(1990)。經濟部所屬事業績效獎金制度之風險誘因故果。  延伸查詢new window
8.Admati, A. R. and Pfleiderer Paul(1997)。Does It All Add Up? Benchmarks and the Compensation of Active Portfolio Managers。  new window
9.Allerdice, F. B. and D. E. Farrer(1967)。Factors that Affect Mutual Fund Growth。  new window
10.Bailey, J. V.(1990)。Some Thoughts on Performance-Based Fees。  new window
11.Bailey, J. V.(1993)。Gaming Manager Benchmarks。  new window
12.Chen, Hsiu-lang(1997)。A Dynamic Model of Mutual Fund Manager’s Investment strategy。  new window
13.Chiu Shean-Bil(1989)。The Behavior of Mutual Fund Investors and Managers: Theory and Practice。  new window
14.Cohen Susan and Laura T. Starks(1988)。Estimation Risk and Incentive Contracts for Portfolio Managers。  new window
15.Golec, Joseph H.(1992)。Empirical Tests of a Principal-Agent Model of the Investor-Investment Advisor Relationship。  new window
16.Grinblatt, M., and S. Titman(1989)。Adverse Risk Incentives and the Design of Performance Based Contracts。  new window
17.Grinold R. and A. Rudd(1987)。Incentive Fees: Who Wins? Who Loses?。  new window
18.Kahn R. arid A. Rudd(1995)。Does Historical Performance Predict Future Performance?。  new window
19.Kritzman, M.(1987)。Incentive Fees: Some Problems and Some Solutions。  new window
20.Margrabe, William(1976)。Alternative Investment Performance Fee Arragements and Implications for SEC Regulatory Policy: Comments。  new window
21.Modigliani, Franco and Gerald A. Pouge(1975)。Alternative Investment Performance Fee Arragements and Implications for SEC Regulatory Policy。  new window
22.Record, Eugene E, Jr. and M. Tynan(1987)。Incentive Fees: The Basic Issues。  new window
23.Sirri, E. and P. Tufano(1992)。The Demand for Mutual Fund Services by Individual Investors。  new window
24.Woerheide(1982)。Investor Response to Suggested Criteria for the Selection of Mutual Fund。  new window
 
 
 
 
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