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題名:以經濟附加價值(EVA)建構投資組合實證分析
書刊名:高雄應用科技大學學報
作者:程言信 引用關係陳祺
作者(外文):Cheng, Yen-shinChen, Chi
出版日期:2012
卷期:41
頁次:頁309-327
主題關鍵詞:經濟附加價值馬可維茲MV模型投資組合存活者偏差Economic value addedMarkowitz mean-variance modelPortfolioSurvivorship bias
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:25
  • 點閱點閱:90
期刊論文
1.Markowitz, H. M.(1952)。Portfolio Selection。Journal of Finance,7(1),77-91。  new window
2.Sharpe, W. F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。  new window
3.Fama, E. F.、French, K. R.(1992)。The cross-section of expected stock returns。Journal of Finance,47(2),427-465。  new window
4.汪彥銘、鄭義(20020300)。臺灣地區共同基金持股特色與績效研究。貨幣觀測與信用評等,34,37-45。  延伸查詢new window
5.林進財、陳啟斌、李秋燕、吳明儒(200606)。臺灣退休基金資產配置之研究--以公務人員退休撫卹基金為例。管理科學研究,3(1),75-98。new window  延伸查詢new window
6.陳信宏、蔡憲唐、韋伯韜、吳俊德(20050300)。醫療作業基金資產配置與風險值之研究。亞太經濟管理評論,8(2),129-145。new window  延伸查詢new window
7.鄭義、湯雲鶴(200609)。「對沖基金」風險與績效評量指標。貨幣觀測與信用評等,61,頁26-39。  延伸查詢new window
8.Bao, B.-H.、Bao, D.-H.(1998)。Usefulness of Value Added and Abnormal Economic Economic Earnings: An Empirical Examination。Journal of Business Finance & Accounting,25(1),251-264。  new window
9.Cary, D.、Chong, J.、Her, M.、Phillips, G. M.(2004)。Market Value Added as an Investment Selection Tool: A Portfolio Separation Test。Investment Management and Financial Innovations,1(1),114-118。  new window
10.Fountaine, D.、Jordan, D. J.、Phillips, G. M.(2008)。Using Economic Value Added as a Portfolio Separation Criterion。Quarterly Journal of Finance & Accounting,47(2),69-81。  new window
11.Leong, K.、Pagani, M.、Zaima, J. K.(2009)。Portfolio strategies using EVA, earnings ratio or book-to-market: Is one best。Review of Accounting and Finance,8(1),76-86。  new window
12.Sharma, A. K.、Kumar, S.(2010)。Economic Value Added (EVA)-Literature Review and Relevant Issues。International Journal of Economics and Finance,2(2),200-220。  new window
13.Shil, N. C.(2009)。Performance Measures: An Application of Economic Value Added。Interantional Journal of Business and Management,4(3),169-177。  new window
14.Worthington, A. C. West, T.、West, T.(2004)。Australian Evidence Concerning the Information Content of Economic Value-Added。Australian Journal of Management (University of New South Wales),29(2),201-223。  new window
15.Yook, K. C.、McCabe, G. M.(2001)。MVA and the Cross-Section of Expected Stock Returns。Journal of Portfolio Management,27(3),75-87。  new window
16.Zaima, J. K.(2008)。Portfolio Investing with EVA。Journal of Portfolio Management,34(3),34-40。  new window
17.Grant, J. L.(1996)。Foundations of EVATM for Investment Managers。Journal of Portfolio Management,23(1),41-48。  new window
18.王泰昌、劉嘉雯(20010900)。經濟附加價值(EVA[feb9])的意義與計算。貨幣觀測與信用評等,31,14-26。  延伸查詢new window
19.Lehn, Kenneth、Makhija, Anil K.(1996)。EVA & MVA as Performance Measures and Signals for Strategic Change。Strategy & Leadership,24(3),34-38。  new window
20.胡星陽(19980400)。流動性對臺灣股票報酬率的影響。中國財務學刊,5(4),1-19。new window  延伸查詢new window
21.王泰昌、劉嘉雯(2000)。經濟附加價值(EVA)的意義與價值。中華管理評論,3(4),15-31。  延伸查詢new window
22.Abate, J. A.、Grant, J. L.、Stewart, G. B.(2004)。The EVA Style of Investing。The Journal of Portfolio Management,30(4),61-73。  new window
23.Chen, Shimin、Dodd, James L.(1997)。Economic Value Added (EVA): An Empirical Examination of a New Corporate Performance Measure。Journal of Managerial Issues,9(3),318-333。  new window
研究報告
1.邱顯比(2000)。台灣退休基金國際資產配置程序之研究。  延伸查詢new window
學位論文
1.王婼葳(2007)。股價與公司價值再評價--EVA的應用(碩士論文)。國立中山大學。  延伸查詢new window
2.李武隆(2000)。績效衡量指標與股票報酬關聯性之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
3.曾玉琦(2009)。資訊揭露評鑑系統之效益分析:股票報酬及經濟附加價值(博士論文)。國立成功大學。new window  延伸查詢new window
4.管玉儷(2003)。經濟附加價值、異常盈餘和異常現金流量與公司權益價值之關聯性研究(碩士論文)。中原大學。  延伸查詢new window
5.蔡佳妤(2006)。財務資訊、經濟附加價值與股票報酬關聯性之研究--考慮股價超出帳面價值之溢酬(碩士論文)。國立高雄應用科技大學。  延伸查詢new window
圖書
1.Stewart, G. Bennett III(1991)。The Quest for Value: A Guide for Senior Managers。New York, NY:Harper Business。  new window
2.Ehrbar, A.、黃定遠(2000)。經濟附加價值EVA入門全書。台北:商業周刊出版股份公司。  延伸查詢new window
 
 
 
 
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