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題名:基金經理人風險調整行為之研究--展望理論觀點
書刊名:財務金融學刊
作者:李春安 引用關係陳輝格 引用關係林慶章
作者(外文):Li, Chun-anChen, Hui-koLin, Chin-chang
出版日期:2011
卷期:19:1
頁次:頁33-61
主題關鍵詞:升遷制度過度自信展望理論自利性風險調整行為Promotion systemOverconfidenceProspect theorySelf-interest risk adjustment behavior
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(2) 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:2
  • 共同引用共同引用:16
  • 點閱點閱:33
期刊論文
1.葉銀華、陳志偉、邱顯比(200004)。基金經理人裁量性投資行為之研究。中國財務學刊,8(1),1-31。new window  延伸查詢new window
2.Khorana, Ajay(1996)。Top Management Turnover: An Empirical Investigation of Mutual Fund Managers。Journal of Financial Economics,40(3),403-427。  new window
3.Ang, J. S.、Chen, C. R.、Lin, J. W.(1998)。Mutual Fund Managers' Efforts and Performance。Journal of Investing,7(4),68-75。  new window
4.Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。  new window
5.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
6.林美珍(20040800)。Mutual Fund Tournament in the Taiwan Market: Risk-Taking, Turnover, and Investors Rewards。財務金融學刊,12(2),87-142。  new window
7.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
8.Ippolito, Richard A.(1992)。Consumer reaction to measures of poor quality: Evidence from the mutual fund industry。The Journal of Law & Economics,35(1),45-70。  new window
9.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
10.Barberis, N.、Huang, M.、Santos, T.(2001)。Prospect Theory and Asset Prices。Quarterly Journal of Economics,116(1),1-54。  new window
11.Busse, J. A.(2001)。Another Look at Mutual Fund Tournaments。Journal of Financial and Quantitative Analysis,36(1),53-73。  new window
12.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
13.Gibbons, R.、Murphy, K. J.(1992)。Optimal incentive contracts in the presence of career concerns: Theory and evidence。Journal of Political Economy,100(3),468-505。  new window
14.Goetzmann, W.、Peles, N.(1997)。Cognitive Dissonance and Mutual Fund Investing。Journal of Financial Research,20(2),145-158。  new window
15.Grinblatt, M.、Titman, S.(1987)。How Clients can Win the Gaming Game。Journal of Portfolio Management,13,14-20。  new window
16.Huddart, S.(1999)。Reputation and Performance Fee Effects on Portfolio Choice by Investment Advisers。Journal of Financial Markets,2(3),227-271。  new window
17.Khorana, A.(2001)。Performance Changes Following Top Management Turnover: Evidence from Open-End Mutual Funds。Journal of Financial and Quantitative Analysis,36(3),371-393。  new window
18.Koski, J. L.、Pontiff, J.(1999)。How are Derivatives Used? Evidence from the Mutual Fund Industry。Journal of Finance,54(2),791-816。  new window
19.Qiu, J.(2003)。Termination Risk, Multiple Managers and Mutual Fund Tournaments。European Finance Review,7(2),161-190。  new window
20.Russo, J. E.、Schoemaker, P. J. H.(1992)。Managing Overconfidence。Sloan Management Review,33(2),7-17。  new window
21.Starks, L. T.(1987)。Performance Incentive Fees: An Agency Theoretic Approach。Journal of Financial and Quantitative Analysis,22(1),17-32。  new window
22.Daniel, Kent、Titman, Sheridan(1999)。Market Efficiency in an Irrational World。Financial Analysts Journal,55(6),28-40。  new window
23.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
24.Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。  new window
25.Shefrin, Hersh、Statman, Meir(1985)。The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence。The Journal of Finance,40(3),777-790。  new window
26.Kahneman, Daniel、Riepe, Mark W.(1998)。Aspects of Investor Psychology。Journal of Portfolio Management,24(4),52-65。  new window
27.Odean, Terrance(1998)。Volume, Volatility, Price, and Profit When All Traders Are Above Average。Journal of Finance,53(6),1887-1934。  new window
28.Griffin, Dale、Tversky, Amos(1992)。The Weighing of Evidence and the Determinants of Confidence。Cognitive Psychology,24(3),411-435。  new window
29.Odean, Terrance(1999)。Do Investors Trade too Much?。American Economic Review,89(5),1279-1298。  new window
30.Daniel, Kent D.、Hirshleifer, David A.、Subrahmanyam, Avanidhar(1998)。Investor Psychology and Security Market under- and Overreactions。The Journal of Finance,53(6),1839-1885。  new window
31.Benos, A. V.(1998)。Overconfidence speculators in call markets : Trade patterns and survival。Journal of Future Markets,1,353-383。  new window
32.Carpenter, J.(2000)。Does option compensation increse managerial risk appetite。Journal of Finance,55,2311-2331。  new window
33.Fung, W.、Hsieh, D.(2000)。Performance characteristics of hedge funds and CTA funds : Natural versus spurious biases。Journal of Financial and Quantitative Analysis,35,291-308。  new window
34.Sawicki, J.(2001)。Investor's differential differential response to managed fund performance。Journal of Financial Research,24,367-384。  new window
35.Grinblatt, M.、Titman, S.(1989)。Adverse risk incentives and the design performance-based contracts。Management Science,35,807-822。  new window
36.Kritzman, M. P.(1987)。Incentive fees : Some problems and some solutions。Financial Analysis Journal,43,21-26。  new window
37.Kyle, A. S.、Ou-Yang, H.、Xiong, W.(2000)。Prospect theory and liquidation decision。Journal of Economic Theory,129,273-288。  new window
38.Lazear, E. P.、Rosen, S.(1981)。Rank-order tournaments ad optimum labor contracts。Journal of Political Economy,89,841-864。  new window
39.Lynch, A. W.、Musto, D. K.(2003)。How investors interpret fund returns。Journal of Finance,58,2033-2058。  new window
40.Sirri, E. R.、Tufano, P.(1998)。Costly serach and mutual fund flows。Journal of Finance,53,1589-1622。  new window
研究報告
1.Sirri, E. R.、Tufano, P.(1992)。The demand for mutual fund services by individual investors。  new window
2.Daniel, N. D.、Wermers, R.(2000)。Risk-taking behavior by mutual fund managers : Do managers walk from tournament?。  new window
3.Goel, M. A.、Thakor, A. V.(2000)。Rationality, overconfidence and leadership。  new window
4.Goriaev, A.、Palomino F.、Prat, A.(2003)。Mutual fund tournament : Risk taking incentives induced by ranking objectives。  new window
5.Goriaev, A.、Nijman, E.、Werker, M.(2002)。Yet another look at mutual fund tournaments。  new window
學位論文
1.Chiu, S. B.(1989)。The behavior of mutual funds investors and managers: theory and practice(博士論文)。  new window
 
 
 
 
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