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題名:以行為財務理論建構投資組合及其投資績效評估--以臺灣股票上市公司為例
書刊名:國立屏東商業技術學院學報
作者:陳正佑 引用關係
出版日期:2009
卷期:11
頁次:頁145-170
主題關鍵詞:行為財務學心理偏誤投資組合之績效Behavioral financePshchology heuristicsPerformance of portfolios
原始連結:連回原系統網址new window
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  • 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:9
  • 點閱點閱:28
期刊論文
1.Hung, Yen-Sheng(1998)。Stock Price Reaction to Daily Limit Moves: Evidence from the Taiwan Stock Exchange。Journal of Business Finance and Accounting,25,469-483。  new window
2.Barber, Brad M.、Odean, Terrance(2002)。Online Investors: Do the Slow Die First?。Review of Financial Studies,15(2),455-487。  new window
3.Holland, Tom(2002)。Risky Behaviour。Far Eastern Economic Review,165(48),52。  new window
4.Naughton, Tony.(2002)。The Winner Is Behavioural Finance。Journal of Financial Services Marketing,7(2),110-112。  new window
5.Shiller, Robert J.(2003)。From Efficient Markets Theory to Behavioral Fiannce。Journal of Economic Perspectives,17(1),83-104。  new window
6.Lopes, L. L.(1987)。Between hope and fear: The psychology of risk。Advances in Experimental Social Psychology,20(3),255-295。  new window
7.Pettengill, Glenn N.、Jordan, Bradford D.(1990)。The overreaction Hypothesis, Firm Size, and Stock Market Seasonality。The Journal of Portfolio Management,16(3),60-64。  new window
8.Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。  new window
9.Fama, Eugene F.、French, K. R.(1998)。Market Efficiency, Long-Term Returns, and Behavioral Finance。Journal of Financial Economics,49(3),283-306。  new window
10.Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review,43(1),63-75。  new window
11.Barber, Brad M.、Odean, Terrance(2000)。Trading is hazardous to your wealth: The common stock investment performance of individual investors。The Journal of Finance,55(2),773-806。  new window
12.Shefrin, Hersh、Statman, Meir(2000)。Behavioral Portfolio Theory。Journal of Financial and Quantitative Analysis,35(2),127-151。  new window
13.Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。  new window
14.Shefrin, Hersh M.、Statman, Meir(1994)。Behavioral capital asset pricing theory。Journal of Financial and Quantitative Analysis,29(3),323-349。  new window
15.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
16.De Bondt, Werner F. M.、Thaler, Richard H.(1987)。Further Evidence on Investor Overreaction and Stock Market Seasonality。The Journal of Finance,42(3),557-581。  new window
17.Barber, Brad M.、Odean, Terrance(2001)。Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment。The Quarterly Journal of Economics,116(1),261-292。  new window
18.Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。  new window
19.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
20.Lintner, John(1965)。The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets。Review of Economics and Statistics,47(1),13-37。  new window
21.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance,19(3),425-442。  new window
22.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
23.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
24.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance,49(5),1541-1578。  new window
25.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
26.Solt, M. E.、Statman, M.(1989)。Good Companies, Bad Stocks。The Journal of Portfolio Management,15(4),39-45。  new window
學位論文
1.史凱琳(2000)。過度反應假說在臺灣股票市場之實證研究(碩士論文)。國立中央大學。  延伸查詢new window
2.李香瑩(2002)。散戶交易行為與投資績效(碩士論文)。輔仁大學。  延伸查詢new window
3.許勝吉(1999)。台灣股市追漲殺跌策略與反向策略之實證分析比較(碩士論文)。輔仁大學。  延伸查詢new window
4.黃品豪(2002)。網路下單對投資行為與投資績效之影響(碩士論文)。國立中央大學。  延伸查詢new window
5.詹家昌(1991)。臺灣股市過度反應之實證研究(碩士論文)。東海大學。  延伸查詢new window
6.謝朝顯(1994)。追漲殺跌投資組合策略之實證研究--台灣股市效率性之再檢定(碩士論文)。國立台灣大學。  延伸查詢new window
7.陳虹霖(2002)。國內共同基金投資人過度自信行為之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
8.劉秉龍(2002)。成長型與價值型投資策略之實證分析--以台灣股票市場為例(碩士論文)。靜宜大學。  延伸查詢new window
9.陳正佑(2002)。台股動量策略與反向策略投資績效之研究(博士論文)。國立中山大學。new window  延伸查詢new window
圖書
1.Shefrin, Hersh.、Beyond Greed(2000)。Beyond Greed and Fear: Uunderstanding Behavioral Finance and The Psychology of Investing。Oxford:Oxford University Press。  new window
2.Nofsinger, John R.(2002)。The Psychology of Investing。New Jersey:Prentice Hall。  new window
3.Haugen, Robert A.(1995)。The New Finance: The Case Against Efficient Markets。New Jersey:Prentice-Hall。  new window
4.Shleifer, Andrei(2000)。Inefficient Markets: An Introduction to Behavioral Finance。Oxford University Press。  new window
 
 
 
 
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