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題名:從投資觀點以選擇權及風險貼水理論探討預售屋價格評估之研究
書刊名:土地經濟年刊
作者:謝潮儀陳俊合 引用關係
作者(外文):Chen, Chun-hoHsieh, Chao-i
出版日期:1999
卷期:10
頁次:頁89-114
主題關鍵詞:預售屋選擇權風險貼水價格評估Pre-sales houseOptionRisk premiumPrice valuation
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(0) 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:0
  • 共同引用共同引用:36
  • 點閱點閱:19
     國內自史綱(1992)於無套利市場均衡情況下推求預售屋之訂價模型後,陸續有若干文獻研究。本文之目的即針對相關文獻中尚未探討或仍待深入之論點(如分期付款方式之複利模型推導、預售屋與成屋之品質(特徵)價差、選擇權考量因頭期款及工程期款等應繳款項之不同對預售屋隱含(implicit)之買權價值會導致何種結果?在模型中該如何納入與評價?...等因素對預售屋價格評估之影響差異)加以探討,並對以往模型之推導提出修正與延伸。
     After Shih (1992) deduced the pricing model of the pre-sales house under no-arbitrage market equilibrium condition, several literatures about that topic were continuously studied. But some issues are deserved to deeply investigate. Those issues are the deduction of installment model with compounding interest rate, the different attribute prices between pre-sales house and existing house, and the influence of implicit call option of pre-sales house resulted from the initial payment and installment. The purpose of this paper is not only discussing above issues, but also rectifying and extending the valuation model of the presales house.
期刊論文
1.張金鶚、范垂爐(19920100)。房地產真實交易價格之研究。住宅學報,1,75-97。new window  延伸查詢new window
2.陳俊合、謝潮儀(19990400)。以特徵觀點對無套利市場均衡下預售屋價格評估模式之探討。管理與資訊學報,4,39-56。new window  延伸查詢new window
3.陳俊合(19981200)。預售屋與成屋價格之相互關係--共整合模式之應用。規劃學報,25,1-24。new window  延伸查詢new window
4.Chang, C. O.、Ward, C. W.(1993)。Forward Pricing and the Housing Market: the Pre-sales Housing System in Taiwan。Journal of property research,10,217-227。  new window
5.Carter, C. A.、Rausser, G. C.、Schmitz, A.(1983)。Efficient Asset Portfolios and the Theory of Normal Backwardation。Journal of Political Economy,91(2),319-331。  new window
6.Chang, E. C.(1985)。Returns to Speculators and the Theoiy of Normal Backwardation。Journal of Finance,40,193-208。  new window
7.Miller, Norman G.、Skiarz, Mike、Stedman, Barry(1987)。It‘s Time for Some Options in Real Estate。The Real Estate Securites Journal,9(1),42-54。  new window
8.Kummer, Donald R.、Schwartz, Arthur L.(1980)。Valuing Real Estate Property Purchase Options。The Real Estate Appraiser and Analyst,Jan./Feb,13-17。  new window
9.Raynauld, J.、Tessier, J.(1984)。Risk Premium in Futures Markets, An Empirical Investigation。Journal of Futures Markets,4,189-211。  new window
10.張麗姬(19940100)。從遠期契約和現貨的角度論預售屋和成屋的價格關係--以臺北市為例。住宅學報,2,67-85。new window  延伸查詢new window
11.史綱(19920500)。預售屋的定價模式與實證。管理科學學報,9(1),31-37。  延伸查詢new window
會議論文
1.陳俊合(1997)。預售屋與成屋價格共整合關係之研究。中華民國區域科學學會學術研討會,184-197。  延伸查詢new window
2.陳俊合、謝潮儀(1999)。以投資觀點探討選擇權及風險貼水理論建議預售屋價格評估之研究。土地估價與土地利用學術研討會,91-115。  延伸查詢new window
3.陳俊合、謝潮儀(1998)。以選擇權及風險貼水理論探討預售屋價格評估模式之研究。中華民國區域科學學會學術研討會,577-602。  延伸查詢new window
4.Chen, Chun-Ho、Hsieh, Chao-I(1998)。The Development of A Valuation Model of The Pre-sales House Based on The Options and Risk Premium Theories。The Third Annual Conference of The Asian Real Estate Society。Taipei。1-22。  new window
5.Chen, Chun-Ho(1997)。A Theoretic and Positive Research on The Valuation Model of The Presales House--A Case in Taipei, Taiwan。The International Conference on Environnierrtal Desiga Development and Management。Los Angeles, California。1-16。  new window
6.Chen, Chun-Ho(1997)。The Cointegration Relationship between The Prices of The Pre-sales House and The Existing House in Taiwan。The Third International Convention on Urban Planning, Housing and Design。School of Architecture, National University of Singapore。73-81。  new window
7.Hwang, D. Y.(1994)。Valuation of the pre-sales Housing in Taiwan Housing Markets。中國財務學會八十三年論文研討會。  延伸查詢new window
8.Chen, Chun-Ho(1997)。A Research on The Valuation Model of The Pre-sales House Investment in Taiwan。Mid-America Chinese Professional Annual Convention。Illinois:Oak Brook Hills Hotel。166-180。  new window
學位論文
1.林容如(1994)。大臺北地區預售屋價格之實證研究(碩士論文)。國立中央大學。  延伸查詢new window
2.白金安(1996)。以遠期交易訂價理論探討國內預售屋價格之研究(博士論文)。國立政治大學。new window  延伸查詢new window
3.康佑寧(1990)。住宅屬性與住宅市場價格之關係研究--以臺中市為例探討(碩士論文)。東海大學。  延伸查詢new window
4.劉振誠(1986)。住宅價格影響因素之研究:以台北市松山、中山、大安、古亭區為例(碩士論文)。國立中興大學。  延伸查詢new window
圖書
1.林英彥(1988)。不動產估價實例。文生書局。  延伸查詢new window
2.李存修(1995)。選擇權交易之理論與實務。台北:證券及期貨市場發展基金會。  延伸查詢new window
3.朱浩民(1994)。期貨市場分析。台北:華泰書局。  延伸查詢new window
4.滑明曙(1997)。選擇權估價理論。台北:華泰書局。  延伸查詢new window
5.陳松男(1996)。選擇權與期貨。台北:三民書局。  延伸查詢new window
6.Marshall, John F.(1989)。Futures and Option Contracting。Cincinnat:South-Western Publishing Press CO.。  new window
7.Johnson, R. Slaffiid、Giacooto, Carmeto(1995)。Options and Futures。New York:West Publishing Company。  new window
8.張清溪、許嘉棟、吳聰敏、劉鶯釧(1991)。經濟學--理論與實際。臺北:雙葉書廊。  延伸查詢new window
 
 
 
 
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