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題名:投入與產出因子對資料包絡分析法選股績效之影響
書刊名:數據分析
作者:陳信宏李秀玉
作者(外文):Chen, Hsin-hungLee, Hsiu-yu
出版日期:2011
卷期:6:2
頁次:頁107-124
主題關鍵詞:資料包絡分析法投入因子產出因子選股超額報酬Data envelopment analysisInput factorsOutput factorsStock selectionSuperior return
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:49
  • 點閱點閱:3
期刊論文
1.Chen, H. H.(2008)。Stock selection using data envelopment analysis。Industrial Management & Data Systems,108(9),1255-1268。  new window
2.Dellva, W. L.、Olson, Gerard T.(1998)。The relationship between mutual fund fees and expenses and their effects on performance。Financial Review,33(1),85-104。  new window
3.Hameed, Allaudeen、Kusnadi, Yuanto(2002)。Momentum Strategies: Evidence from Pacific Basin Stock Markets。The Journal of Financial Research,25(3),383-397。  new window
4.顧廣平(20100600)。營收動能策略。管理學報,27(3),267-289。new window  延伸查詢new window
5.Johnsen, T.、Melicher, R. W.(1994)。Predicting corporate bankruptcy and financial distress: Information value added by multinomial logit models。Journal of Economics and Business,46(4),269-286。  new window
6.Walker, M. Mark、Hatfield, Gay B.(1996)。Professional Stock Analysts' Recommendations: Implications for Individual Investors。Financial Services Review,5(1),13-29。  new window
7.蕭朝興、尤靜華、簡靖萱(20080600)。臺灣股市的動能效應與投資人的下單策略。交大管理學報,28(1),131-168。new window  延伸查詢new window
8.Eakins, S. G.、Stansell, S. R.(2003)。Can value-based stock selection criteria yield superior risk-adjusted returns: an application of neural networks。International Review of Financial Analysis,12(1),83-97。  new window
9.Banker, R. D.、Charnes, A.、Cooper, W. W.(1984)。Some models for estimating technical and scale in efficiencies in data envelopment analysis。Management Science,30(9),1078-1092。  new window
10.顧廣平(20030400)。臺灣新上市股票短期與長期績效之再探討。證券市場發展季刊,15(1)=57,1-39。new window  延伸查詢new window
11.Foreman, R. D.(2003)。A Logistic Analysis of Bankruptcy with the US Local Telecommunications Industry。Journal of Economics & Business,55,135-166。  new window
12.Suzuki, M.(1998)。PSR--an Efficient Stock-Selection Tool?。International Journal of Forecasting,14,245-254。  new window
13.Tsang, P. M.、Ng, S. C.、Kwan, R.、Mak, J.、Choy, S. O.(2007)。An empirical examination of the use of NN5 for Hong Kong stock price forecasting。International Journal of Electronic Finance,1(3),373-388。  new window
14.Weigand, R. A.、Belden, S.、Zwirlein, T. J.(2004)。Stock Selection Based on Mutual Fund Holdings: Evidence from Large-Cap Funds。Financial Service Review,13,139-150。  new window
15.Rouwenhorst, K. Geert(1998)。International Momentum Strategies。The Journal of Finance,53(1),267-284。  new window
16.Farrell, Michael James(1957)。The Measurement of Productive Efficiency。Journal of the Royal Statistical Society: Series A (General),120(3),253-290。  new window
17.Charnes, Abraham、Cooper, William W.、Rhodes, Edwardo(1978)。Measuring the efficiency of decision making units。European Journal of Operational Research,2(6),429-444。  new window
18.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
19.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
研究報告
1.Chui, A. C. W.、Titman, S.、Wei, K. C. J.(2000)。Momentum, Legal Systems, and Ownership Structure: An Analysis of Asian Stock Markets。Hong Kong Polytechnic University。  new window
學位論文
1.劉倩伶(2004)。投信績效對基金績效之影響(碩士論文)。國立中正大學。  延伸查詢new window
2.張嗣聰(2004)。以DEA法探討我國金控公司行銷面與財務面經營效率(碩士論文)。國立中正大學。  延伸查詢new window
3.劉貴強(2004)。遺傳演算法於組合型基金商品設計之研究(碩士論文)。輔仁大學。  延伸查詢new window
4.張晃銘(2004)。臺灣區自來水事業績效評估--資料包絡分析法的應用(碩士論文)。真理大學。  延伸查詢new window
5.邵朝賢(1999)。超額報酬投資組合之研究(碩士論文)。國立政治大學。  延伸查詢new window
6.何鴻聖(2004)。自我組織神經網路在選股策略的應用(碩士論文)。國立東華大學。  延伸查詢new window
7.陳志民(2001)。選股與衍生性策略超額報酬之研究(碩士論文)。國立政治大學。  延伸查詢new window
 
 
 
 
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