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題名：房貸創新對個人最適資產組合之影響
書刊名：僑光學報
作者：謝企榮 引用關係／徐守德 引用關係
作者(外文)：Hsieh, Chi-jung／Shyu, David
出版日期：2008
卷期：30
頁次：頁75-83
主題關鍵詞：房貸創新；最適資產組合；風險趨避；Derivative mortgage；Optimal portfolio；Risk aversion
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(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:10
  • 點閱點閱:23
期刊論文
1.Jagannathan, R.、Kocherlakota, N. R.(1996)。Why Should Older People Invest Less in Stocks Than Younger People?。Federal Reserve Bank of Minneapolis Quarterly Review，20(3)，11-23。  new window
2.Viceira, Luis M.(2001)。Optimal Portfolio Choice for Long-horizon Investors with Nontradable Labor Income。Journal of Finance，56(2)，433-470。  new window
3.Vigna, Elena、Haberman, Steven(2001)。Optimal Investment Strategy for Defined Contribution Pension Schemes。Insurance: Mathematics and Economics，28(2)，233-262。  new window
4.Benzoni, L.、Dufresne, P. C.、Goldstein, R. S.(2007)。Portfolio Choice over the Life-Cycle when the Stock and Labor Markets Are Cointegrated。Journal of Finance，62(4)，2123-2167。  new window
5.Chen, P.、Ibbotson, R. G.、Milevsky, M. A.、Zhu, K. X.(2006)。Human capital, asset allocation, and life insurance。Financial Analyst Journal，62(1)，97-109。  new window
6.Abowd, J. M.、Card, D.(1989)。On the covariance structure of earnings and hours changes。Econometrica，57(2)，411-445。  new window
7.Cairns, A.、Blake, D.、Dowd, K.(2006)。Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans。Journal of Economic Dynamics and Control，30(5)，843-877。  new window
8.Flavin, M.、Yamashita, T.(2002)。Owner-Occupied Housing and the Composition of the Household Portfolio。American Economic Review, American Economic Association，92(1)，345-362。  new window
9.Heaton, J.、Lucas, D. J.(1996)。Evaluating the effects of incomplete markets on risk sharing and asset pricing。Journal of Political Economy，104(3)，443-487。  new window
10.MaCurdy, T. E.(1982)。The use of time series processes to model the error structure of earnings in a longitudinal data analysis。Journal of Econometrics，18(1)，83-134。  new window
11.Yao, R.、Zhang, H. H.(2005)。Optimal consumption and portfolio choices with risky housing and borrowing constraints。The Review of Financial Studies，18(1)，197-239。  new window
12.黃泓智(20070600)。確定提撥制下退休基金之最適提撥率與最適資產配置。臺大管理論叢，17(2)，91-106。new window  延伸查詢new window
13.Yohannes, A. G.(1991)。Comparing mortgages with different payment frequencies。Financial Services Review，1(2)，131-142。  new window
14.Heaton, J.、Lucas, D. J.(1997)。Market Frictions, Saving Behavior and Portfolio Choice。Macroeconomic Dynamics，1(1)，76-101。  new window
15.謬震宇(20070600)。勞退新制的最適資產配置、所得替代率與保證成本。臺大管理論叢，17(2)，69-89。new window  延伸查詢new window
16.Campbell, John Y.(1993)。Intertemporal Asset Pricing without Consumption Data。American Economic Review，83(3)，487-512。  new window
17.Hakansson, Nils H.(1970)。Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions。Econometrica，38(5)，587-607。  new window
18.Josa-Fombellida, R.、Rincon-Zapatero, J. P.(2001)。Minimization of Risk in Pension Funding by Means of Contributions and Portfolio Selection。Insurance: Mathematics and Economics，29(1)，35-45。  new window
研究報告
1.Grossman, S. J.、Laroque, G.(2003)。Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods。UCLA Department of Economics。  new window
2.Jong, F. D.、Driessen, J.、Hemert, O. V.(2007)。Hedging House Price Risk: Portfolio Choice with Housing Futures。University Van Amsterdam。  new window
3.Gerardi, C.、Rosen, H.、Willen, P.(2006)。Do Innovations on Wall Street Help People on Main Street? The Case of the Mortgage Market。  new window
圖書
1.Poterba, J. M.、Shoven, J. B.、Sialm, C.(2004)。Asset location for retirement savers: Private Pensions and Public Policies。Washington：Brooking Institution。  new window
單篇論文
1.Koo, H. K.(1995)。Consumption and portfolio selection with labor income 1: Evaluation of human capital，Washington University。  new window
2.Kullmann, C.，Siegel, S.(2003)。Real Estate and its Role in Household Portfolio Choice，Vancouver, BC：Faculty of Commerce and Business Administration, University of British Columbia。  new window
 
 
 
 
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