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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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](/gs32/images/newin.png) |
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](/gs32/images/newin.png) |
4. | Hoffland, D. L.(1978)。A model Bank Investment Policy。Financial Analyst Journal,34(3),64-67。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Feldstein, M. S.(1969)。Mean-Variance Analysis in the Theory of Liability Preference。Review of Economic Studies,1969(Jan.)。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Szego, G. P.(1984)。Bank Asset Management and Financial Insurance。Journal of Bankign and Finance,10,295-307。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Tobin, J.(1958)。Liability Preference as Behavior Toward Risk。Review of Economic Studies,26,65-86。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy,81(3),607-636。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |