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題名:從競賽觀點探討基金經理人風險調整行為
書刊名:中國財務學刊
作者:王元章 引用關係王耀賢
作者(外文):Wang, Yung-jangWang, Yao-hsien
出版日期:1999
卷期:6:3
頁次:頁25-62
主題關鍵詞:共同基金競賽風險調整代理問題Mutual fundTournamentRisk adjustmentAgency problem
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(9) 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:9
  • 共同引用共同引用:10
  • 點閱點閱:149
期刊論文
1.Khorana, Ajay(1996)。Top Management Turnover: An Empirical Investigation of Mutual Fund Managers。Journal of Financial Economics,40(3),403-427。  new window
2.Sirri, Erik R.、Tufano, Peter(1998)。Costly search and mutual fund flows。Journal of Finance,53(5),1589-1622。  new window
3.Green, J.、Stokey, N.(1983)。A Comparison of Tournaments and Contracts。Journal of Political Economy,91,349-364。  new window
4.Becker, Brian E.、Huselid, Mark A.(1992)。The incentive effects of tournament compensation systems。Administrative Science Quarterly,37(2),336-350。  new window
5.Ehrenberg, Ronald G.、Bognanno, Michael L.(1990)。Do Tournaments Have Incentive Effects?。Journal of Political Economy,98,1307-1324。  new window
6.邱顯比(19920500)。Multi-Period Agency Problems in Portfolio Management。臺大管理論叢,3(1),279-309。new window  new window
7.Grinblatt, M.、Titman, S.(1989)。Adverse Risk Incentives and the Design of Performance-Based Contracts。Management Science,35,807-822。  new window
8.Ippolito, Richard A.(1992)。Consumer reaction to measures of poor quality: Evidence from the mutual fund industry。The Journal of Law & Economics,35(1),45-70。  new window
9.Lazear, E. P.、Rosen, S.(1981)。Rank-Order Tournaments as Optimum Labor Contracts。Journal of Political Economy,89(5),841-864。  new window
10.Brown, Keith C.、Harlow, W. V.、Starks, Laura T.(1996)。Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry。Journal of Finance,51(1),85-110。  new window
11.Golec, J. H.(1992)。Empirical Tests of a Principal-Agent Model of the Investor-Investment Advisor Relationship。The Journal of Financial and Quantitative Analysis,27(1),81-95。  new window
12.Drago, R.、Heywood, J.(1989)。Tournaments, Piece Rates, and the Shape of the Payoff Function。Journal of Political Economy,97,992-998。  new window
13.McDonald, J.(1974)。Objectives and Performance of Mutual Funds, 1960-1969。Journal of Financial and Quantitative Analysis,9,311-333。  new window
14.Siegel, S.(1961)。Decision Making and Learning under Varying Conditions of Reinforcement。Annual New York Academic Science,89,766-783。  new window
15.McLaughlin, K.(1988)。Aspects of Tournament Models: A Survey。Research in Labor Economics,9,225-256。  new window
16.Chevalier, Judith、Ellison, Glenn(1997)。Risk Taking by Mutual Funds as a Response To Incentives。Journal of Political Economy,105(6),1167-1200。  new window
17.Grinblatt, M.、Titman, S.(1987)。How Clients can Win the Gaming Game。Journal of Portfolio Management,13,14-20。  new window
18.Starks, L. T.(1987)。Performance Incentive Fees: An Agency Theoretic Approach。Journal of Financial and Quantitative Analysis,22(1),17-32。  new window
19.楊朝成(19930700)。共同基金之績效評估--臺灣證券市場之例。證券市場發展季刊,19,9-32。new window  延伸查詢new window
20.Fama, Eugene F.(1980)。Agency Problems and the Theory of the Firm。Journal of Political Economy,88(2),288-307。  new window
21.Kang, Jun-Koo、Shivdasani, Anil(1995)。Firm Performance, Corporate Governance, and Top Executive Turnover in Japan。Journal of Financial Economics,38(1),29-58。  new window
22.Grinold, R.、Rudd, A.(1987)。Incentive Fees: Who Wins? Who Loses?。Financial Analysts Journal,43,27-38。  new window
23.Kritzman, M.(1987)。Incentive Fees: Some Problems and Some Solutions。Financial Analysts Journal,43,21-26。  new window
24.Cohen, S. I.、Starks, L. T.(1988)。Estimation Risk and Incentive Contracts for Portfolio Managers。Management Science,34,1067-1080。  new window
25.Bull, C.、Schotter, A.、Weigelt, K.(1987)。Tournaments and Piece Rates: An Experimental Study。Journal of Political Economy,95(1),1-33。  new window
會議論文
1.邱顯比(1990)。開放型共同基金投資人之買賣決策過程。金融市場之理論與實務研討會,台灣大學管理學院主辦 。  延伸查詢new window
2.葉銀華、邱顯比、許培基、張銘煌(1998)。基金經理人更換、董事會組成與績效之研究467-496。  延伸查詢new window
研究報告
1.Chen, Hsiu-lang(1997)。A Dynamic Model of Mutual Fund Managers' Investment Strategies。Urbana-Champaign:University of Illinois。  new window
2.Sirri, E.、Tufano, P.(1992)。The Demand for Mutual Fund Services by Individual Investors。Harvard University。  new window
學位論文
1.楊晉昌(1995)。共同基金型態與操作績效之研究(碩士論文)。國立政治大學。  延伸查詢new window
2.陳誌敏(1994)。開放型共同基金投資人之市場區隔研究:以怡富證券投資顧問公司基金投資人為例(碩士論文)。國立交通大學。  延伸查詢new window
3.沈幸儒(1997)。共同基金過去績效與其經理人投資策略之短期分析(碩士論文)。國立臺灣大學。  延伸查詢new window
4.顏瑞秀(1997)。基金經理人過去績效與投資組合策略之長期分析(碩士論文)。國立臺灣大學。  延伸查詢new window
圖書
1.徐燕山(1995)。投資學。台北:三民書局。  延伸查詢new window
2.Radcliffe, R.(1990)。Investment: Concepts, Analysis, Strategy。Homewood:Scott-Foresman。  new window
單篇論文
1.Harrison, G.(1987)。Theory and Misbehavior of First-Price Auctions,London:University of West Ontario。  new window
 
 
 
 
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