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題名:從風險觀點探討確定提撥與確定給付計畫之制度轉換選擇權
書刊名:人文及社會科學集刊
作者:李翎竹李志宏 引用關係
作者(外文):Lee, Ling-chuLee, Jie-haun
出版日期:2010
卷期:22:1
頁次:頁77-107
主題關鍵詞:退休基金制度轉換選擇權蒙地卡羅模擬資產配置Pension fundSwitching optionMonte-Carlo simulationAsset allocation
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(1) 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:1
  • 共同引用共同引用:8
  • 點閱點閱:43
期刊論文
1.Longstaff, F. A.、Schwartz, E. A.(2001)。Valuing American options by simulation: A simple least-squares approach。Review of Financial Studies,14,113-147。  new window
2.Pennacchi, G. G.(1999)。The Value of Guarantees on Pension Fund Returns。Journal of Risk and Insurance,66,219-237。  new window
3.王儷玲、楊曉文、黃泓智、李永琮(20070400)。勞退新制下個人帳戶制與年金保險制最適轉換時點與轉換價值分析。財務金融學刊,15(1),1-30。new window  延伸查詢new window
4.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
5.林忠機、張傳章、陳依仁(2005)。天然資源專案投資計畫之評價 動態選擇權模擬法。證券市場發展季刊,17(4),87-120。new window  延伸查詢new window
6.陳芬苓、張森林(2006)。附加年金制的遠期契約價值與政策意涵分析。證券市場發展季刊,18(1),1-30。new window  延伸查詢new window
7.Agnew, Julie, Pierluigi Balduzzi, and Annika Sunden(2003)。Portfolio Choice and Trading in Large 401(K) Plan。American Economic Review,93(1),193-215。  new window
8.Feldstein, Martin and Elena Ranguelova(2001)。Individual Risk in an Investment-Based Social Security System。American Economic Review,91(4),1116-1125。  new window
9.Lachance, Marie-Eve, Olivia S. Mitchell, and Kent Smetters(2003)。Guaranteeing Defined Contribution Pensions: The Option to Buy Back a Defined Benefit Promise。The Journal of Risk and Insurance,70(1),1-16。  new window
10.Meyer, Jack(1987)。Two-Moment Decision Models and Expected Utility Maximization。American Economic Review,77(3),421-430。  new window
11.Milevsky, Moshe A. and S. David Promislow(2004)。Florida's Pension Election: From DB to DC and Back。The Journal of Risk and Insurance,71(3),381-404。  new window
12.Nataraj, Sita and John B. Shoven(2003)。Comparing the Risks of Social Security with and without Individual Accounts。American Economic Review,93(2),348-353。  new window
13.ey, Lawrence B.(1981)。A General Mean-Variance Approximation to Expected Utility for Short Holding Periods。Journal of Financial and Quantitative Analysis,16(3),361-373。  new window
會議論文
1.Karlsson, Anders and Lars L. Norden(2004)。Home Sweet Home: Home Bias and International Diversification among Individual Investors3363,1-17。  new window
研究報告
1.Feldstein Martin(2005)。Reducing the Risk of Investment-Based Social Security Reform。  new window
學位論文
1.林苡辰(2004)。勞工退休金條例草案之轉換選擇權的評價與分析(碩士論文)。國立中央大學。  延伸查詢new window
 
 
 
 
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