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。 延伸查詢 |
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。 延伸查詢 |
3. | Arnott, Robert D.(1985)。The Pension Sponsor's View of Asset Allocation。Financial Analysts Journal,41(5),17-19+22-23。 |
4. | Bierman, H. Jr.(1997)。Portfolio Allocation and the Investment Horizon。Journal of Portfolio Management,23(4),51-55。 |
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。 |
6. | Clarke, Roger G.、de Silva, Harindra(1998)。State-dependent Asset Allocation。Journal of Portfolio Management,24(2),57-64。 |
7. | Dembo, R.(1991)。Scenario Optimization。Annals of Operation Research,8,267-284。 |
8. | Edesess, M.、Hambrecht, H. A.(1990)。Scenario Forecasting: Necessity Not Choice。Financial Analysts Journal,46(1),11-19。 |
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。 |
10. | Farrell, J. L.(1989)。A Fundamental Forecast Approach Superior Asset Allocation。Financial Analysts Journal,45(3),32-37。 |
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。 |
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。 |
13. | Michaud, R. O.(1998)。A New View Mean Variance。Financial Planning,1,1-4。 |
14. | Williams, J. O.(1997)。Maximizing the Probability of Achieving Investment Goals。Journal of Portfolio Management,24(1),77-81。 |
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。 |
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。 |
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。 延伸查詢 |
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。 延伸查詢 |
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。 延伸查詢 |
20. | Brocato, J.、Steed, S.(1998)。Optimal Asset Allocation over the Business Cycle。Financial Review,33(3),129-148。 |
21. | Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。 |