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題名:以投資角度探討社會責任與邪惡指數績效
書刊名:華人經濟研究
作者:張佳雯范志先彭開琼 引用關係
作者(外文):Chang, Chia-wenFan, Chih-hsienPeng, Kai-chiung
出版日期:2015
卷期:13:1
頁次:頁21-38
主題關鍵詞:Clvrt社會責任指數ISE邪惡指數風險值績效Calvert social indexISE indexValue at riskPerformance
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(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:14
  • 點閱點閱:30
近年來,企業不單以獲利為主,更加著重勞資關係、重視環保等價值,企業社會責任(CSR)逐漸受到重視,因而社會責任型投資(Socially Responsible Investment,SRI)因應而生,然而有另一種指數是邪惡指數(ISE Index),緊扣人性另一種需求,例如菸草、酒類、博弈與軍火等。 因此,本文選用Clvrt社會責任指數以及ISE邪惡指數為研究對象,透過報酬率、夏普指標、風險值等,探討其投資績效,再分為多頭市場與空頭市場分析比較,提供給投資人之投資參考。 結果顯示ISE邪惡指數績效高於Clvrt社會責任指數,原因在空頭市場時,ISE邪惡指數之報酬率跌幅較S&P500指數較低。而多頭市場時,ISE邪惡指數的報酬率不但高於S&P500指數,且更高於Clvrt社會責任指數。
"Night Market" is a feature of nightlife in Taiwan. It is not only the most representative of food culture of the Taiwan's common people, but also the most attractive to international tourists, so it is often as the preferred tourist attractions. The module of experience marketing was used to analyze and investigate the customer satisfaction, the customer loyalty and the consumer groups’ differences between these two night markets. Questionnaire used in this paper included one-by-one interviews and internet questionnaires. Among them, Shihlin night market recovered 247 effective questionnaires; Ningxia Night Market recovered 263 effective questionnaires. Five empirical analysis methods such as SWOT analysis, reliability analysis, independent sample T test, ANOVA analysis and Pearson correlation analysis were used in this paper to perform the variables difference analysis and the correlation test. The results of reliability analysis have shown: For Shilin Night Market, only the sensory experience is non-credible and the remaining four items are all credible and the customer satisfaction and loyalty are all credible. For Ningxia Night Market, the sensory experience and the thinking experience are non-credible experience and the remaining three items are all credible and the customer satisfaction and loyalty are all credible. The results of demographic variables on customer satisfaction analysis have shown: For Shihlin night market, the gender, the income and the place of residence are significant and the rest are not significant. For Ningxia Night Market, the gender, the marital status, the age and the monthly income are significant and the rest are not significant. The results of demographic variables on customer loyalty analysis have shown: For Shihlin night market, the monthly income and the place of residence are significant and the rest are not significant. For Ningxia Night Market, the monthly income is significant and the rest are not significant. The results of Pearson correlation analysis have shown: The customer satisfaction and the customer loyalty are highly positively correlated with the moderate experience marketing modules. The research results of this paper could be referenced for sustainable development of the domestic tourism night market.
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2.謝偉姝(20080618)。金融海嘯時期應用風險值控管投資組合研究。  延伸查詢new window
 
 
 
 
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