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題名:銀行資產管理組合的風險與報酬關係之研究
書刊名:管理評論
作者:林炯垚
出版日期:1987
頁次:頁127-140
主題關鍵詞:銀行資產管理組合風險報酬
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:0
  • 點閱點閱:15
期刊論文
1.Arrow, Kenneth J.(1964)。The role of securities in the optimal allocation of risk-bearing。Review of Economic Studies,31,91-96。  new window
2.孫武(19860600)。銀行業短期新臺幣資金之運用。產業金融季刊,51,53-64。  延伸查詢new window
3.孫武(19860900)。銀行業短期新臺幣資金之運用。產業金融季刊,52,102-114。  延伸查詢new window
4.Hoffland, D. L.(1978)。A model Bank Investment Policy。Financial Analyst Journal,34(3),64-67。  new window
5.Feldstein, M. S.(1969)。Mean-Variance Analysis in the Theory of Liability Preference。Review of Economic Studies,1969(Jan.)。  new window
6.Binder, B. F.(1980)。Asset/Liability Management--Part II, Management and Control for Rate Sensitivity。The Magazine of Bank Administration,1980(Dec.),171-225。  new window
7.Szego, G. P.(1984)。Bank Asset Management and Financial Insurance。Journal of Bankign and Finance,10,295-307。  new window
8.Tobin, J.(1958)。Liability Preference as Behavior Toward Risk。Review of Economic Studies,26,65-86。  new window
9.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
10.Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy,81(3),607-636。  new window
11.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
12.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
圖書
1.Francis, Jack Clark、Archer, Stephan H.(1979)。Portfolio Analysis。Englewood cliffs, New Jersey:Prentice Hall Inc.。  new window
2.何清益(1975)。臺灣商業銀行資產管理之分析。臺北:聯經出版社。  延伸查詢new window
3.Baker, James V.(1982)。Asset-Liability Management。American Bankers Association。  new window
4.Roussakis, E. N.(1984)。Commercial Banking in An Era of Deregulation。New York:Praeger Publishers。  new window
 
 
 
 
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