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題名:臺灣退休基金資產配置之研究--以公務人員退休撫卹基金為例
書刊名:管理科學研究
作者:林進財陳啟斌 引用關係李秋燕吳明儒
作者(外文):Lin, Ching-tsaiChen, Chie-beinLi, Chiu-yenWu, Ming-ju
出版日期:2006
卷期:3:1
頁次:頁75-98
主題關鍵詞:退休撫卹基金資產配置多種情境資產配置模式投資期間需求報酬率Pension fund asset allocationMulti-scenario-based assets allocation modelInvestment horizon required return rate
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(2) 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:2
  • 共同引用共同引用:30
  • 點閱點閱:222
期刊論文
1.方明川(19930600)。退休金計劃資產投資的基本認識。保險專刊,32,55-80。new window  延伸查詢new window
2.陳登源(19980100)。退撫基金之資產配置與績效評估。考銓季刊,13,17-29。new window  延伸查詢new window
3.Arnott, Robert D.(1985)。The Pension Sponsor's View of Asset Allocation。Financial Analysts Journal,41(5),17-19+22-23。  new window
4.Bierman, H. Jr.(1997)。Portfolio Allocation and the Investment Horizon。Journal of Portfolio Management,23(4),51-55。  new window
5.Booth, P.、Yakoubov, Y.(2000)。Investment Policy for Defined- contribution Pension Scheme Members Close to Retirement: An Analysis of the 'Lifestyle' Concept'。North American Actuarial Journal,4(2),1-19。  new window
6.Clarke, Roger G.、de Silva, Harindra(1998)。State-dependent Asset Allocation。Journal of Portfolio Management,24(2),57-64。  new window
7.Dembo, R.(1991)。Scenario Optimization。Annals of Operation Research,8,267-284。  new window
8.Edesess, M.、Hambrecht, H. A.(1990)。Scenario Forecasting: Necessity Not Choice。Financial Analysts Journal,46(1),11-19。  new window
9.Eichhom, D.、Gupta, F.、Stubbs, E.(1998)。Using Constrains to Improve the Robustness of Asset Allocation。Journal of Portfolio Management,24(1),41-48。  new window
10.Farrell, J. L.(1989)。A Fundamental Forecast Approach Superior Asset Allocation。Financial Analysts Journal,45(3),32-37。  new window
11.Koskosidis, Y. A.、Duarte, A. M.(1997)。A Scenario-based Approach to Active Asset Allocation。The Journal of Portfolio Management,23(4),74-85。  new window
12.Leibowitz, M. L.、Kogelman, S.(1991)。Return Enhancement from "Foreign" Assets: A New Approach to the Risk/Return Trade-off。Journal of Portfolio Management,17(4),5-13。  new window
13.Michaud, R. O.(1998)。A New View Mean Variance。Financial Planning,1,1-4。  new window
14.Williams, J. O.(1997)。Maximizing the Probability of Achieving Investment Goals。Journal of Portfolio Management,24(1),77-81。  new window
15.Leibowitz, M. L.、Henriksson, R. D.(1989)。Portfolio Optimization with Shortfall Constrains: A Confidence-Limit Approach to Managing Downside Risk。Financial Analysts Journal,45(2),34-41。  new window
16.Chopra, V. K.、Ziemba, W. T.(1993)。The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice。Journal of Portfolio Management,19(4),6-11。  new window
17.黃介良(19980000)。臺灣退休基金資產配置之研究。證券市場發展,10(3)=39,135-164。new window  延伸查詢new window
18.邱顯比(19970400)。臺灣退休基金資產分配之試評。證券市場發展,9(2)=34,29-57。new window  延伸查詢new window
19.楊朝成(19940300)。長期性社會公益基金投資股票及房地產可行性之探討。保險專刊,35,106-123。new window  延伸查詢new window
20.Brocato, J.、Steed, S.(1998)。Optimal Asset Allocation over the Business Cycle。Financial Review,33(3),129-148。  new window
21.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
學位論文
1.牟玲芳(1989)。退休金方案之規劃與基金管理之研究(碩士論文)。國立政治大學。  延伸查詢new window
2.閔志清(1998)。台灣基金資產配置之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
3.陳秋良(1996)。台灣退休基金管理與績效之研究(碩士論文)。中山大學。  延伸查詢new window
圖書
1.Fabozzi, F. J.、Fong, H. G.(1985)。Fixed Income Portfolio Management。Homewood, Illinois:Dow Jones-Irwin。  new window
2.Markowitz, H. M.(1959)。Portfolio Selection: Efficient Diversification of Investment。New Haven, CT:Yale University Press。  new window
 
 
 
 
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