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題名：共同基金投資行為分析--獨立成份分析與Cox Regression方法之應用
書刊名：數據分析
作者：陳杏棻／高淩菁／邱志洲
作者(外文)：Chen, Hsin-fen／Kao, Ling-jing／Chiu, Chih-chou
出版日期：2015
卷期：10:5
頁次：頁129-153
主題關鍵詞：共同基金；獨立成份分析；多重共線性；Mutual funds；Independent component analysis；Cox regression；Multicollinearity
原始連結：連回原系統網址new window
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  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:12
  • 點閱點閱:4
期刊論文
1.蔡永順、劉文智(20110800)。臺灣機構投資人過度自信行為實證研究。臺灣管理學刊，11(2)，91-126。new window  延伸查詢new window
2.Hyvärinen, A.、Oja, E.(2000)。Independent component analysis: algorithms and applications。Neural Networks，13(4/5)，411-430。  new window
3.Déniz, O.、Castrillón, M.、Hernández, M.(2003)。Face Recognition Using Independent Component Analysis and Support Vector Machines。Pattern Recognition Letters，24(13)，2153-2157。  new window
4.Dijkstra, T.(1983)。Some Comments on Maximum Likelihood and Partial Least Squares Methods。Journal of Econometrics，22(1/2)，67-90。  new window
5.McDonald, R. P.(1996)。Path Analysis with Composite Variables。Multivariate Behavioral Research，31(2)，239-270。  new window
6.Edelen, Roger M.(1999)。Investor Flows and the Assessed Performance of Open-end Mutual Funds。Journal of Financial Economics，53(3)，439-466。  new window
7.高蘭芬、陳安琳、湯惠雯、曹美蘭(20050900)。共同基金績效之衡量--模擬分析法之應用。中山管理評論，13(3)，667-694。new window  延伸查詢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.Sims, Christopher A.(1972)。Money, Income and Causality。American Economic Review，62(4)，540-552。  new window
10.Beckmann, C. F.、Smith, S. M.(2004)。Probabilistic Independent Component Analysis for Functional Magnetic Resonance Imaging。IEEE Transactions on Medical Imaging，24(2)，137-152。  new window
11.Bartlett, M. S.、Movellan, J. R.、Sejnowski, T. J.(2002)。Face Recognition by Independent Component Analysis。IEEE Transactions on Neural Networks，13(6)，1450-1464。  new window
12.Comon, P.(1994)。Independent component analysis: a new concept?。Signal Processing，36(3)，287-314。  new window
13.V. David Sánchez A.(2002)。Frontiers of research in BSS/ICA。Neruocomputing，49(1-4)，7-23。  new window
14.Vigario, R.、Sarela, J.、Jousmaki, V.、Hamalainen, M.、Oja, E.(2000)。Independent Component Approach to the Analysis of EEG and MEG Recordings。IEEE Transactions on Biomedical Engineering，47(5)，589-593。  new window
15.Smith, K. V.(1978)。Is fund growth related to fund performance?。Journal of Portfolio Management，4(3)，49-54。  new window
16.Massy, W. F.(1965)。Principal components regression in exploratory statistical research。Journal of the American Statistical Association，60(309)，234-256。  new window
17.Barber, Brad M.、Odean, Terrance、Zheng, Lu(2005)。Out of sight, out of mind: The effects of expenses on mutual fund flows。Journal of Business，78(6)，2095-2120。  new window
18.Gunst, R. F.、Webster, J. T.、Mason, R. L.(1976)。A comparison of least squares and latent root regression estimators。Technometrics，18(1)，75-83。  new window
19.Tsai, C. F.、Hsiao, Y. C.(2010)。Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches。Decision Support Systems，50(1)，258-269。  new window
20.Efron, Bradley(1977)。The Efficiency of Cox's Likelihood Function for Censored Data。Journal of the American Statistical Association，72(359)，557-565。  new window
21.Adler, M.、Yi, A. C.(1998)。Has There Been A Fundamental Change in the Stock Market?。Journal of Investing，7(1)，71-76。  new window
22.Conniffe, D.、Stone, J.(1975)。A reply to Smith and Goldstein。The Statistician，24，67-68。  new window
23.Silvey, S. D.(1969)。Multicollinearity and imprecise estimation。Journal of the Royal Statistical Society, Series B，31(3)，539-552。  new window
24.Shefrin, Hersh、Statman, Meir(1985)。The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence。The Journal of Finance，40(3)，777-790。  new window
25.Farrar, Donald E.、Glauber, R. R.(1967)。Multicollinearity in regression analysis: the problem revisited。Review of Economics and Statistics，49(1)，92-107。  new window
26.Hotelling, H.(1957)。The relations of the newer multivariate statistical methods to factor analysis。British Journal of Statistical Psychology，10(2)，69-79。  new window
27.Hoerl, A. E.、Kennard, R. W.(1970)。Ridge regression: Biased estimation for nonorthogonal problems。Technometrics，12(1)，55-67。  new window
28.王南喻、陳信憲(20060600)。開放式股票型基金績效與流量關係之研究--臺灣地區境內基金市場實證。企業管理學報，69，73-96。new window  延伸查詢new window
29.張宮熊、張元福(20070300)。臺灣股票市場散戶投資人處分效果之實證研究。貨幣觀測與信用評等，64，19-42。  延伸查詢new window
30.張麗娟、黃佩君(20101200)。共同基金橫斷面及縱斷面績效之研究。臺灣銀行季刊，61(4)，257-293。new window  延伸查詢new window
31.Bretagnolle, J.、Huber-Carol, C.(1988)。Effects of Omitting Covariates in Cox's Model for Survival Data。Scandinavian Journal of Statistics，15(2)，125-138。  new window
32.Brown, P. J.、Zidek, J. V.(1980)。Adaptive Multivariate Ridge Regression。Annals of Statistics，8(1)，64-74。  new window
33.Conniffe, D.、Stone, J.(1973)。A Critical View of Ridge Regression。The Statistician，22(3)，181-187。  new window
34.Cooke, R. M.、Morales-Napoles, O.(2006)。Competing Risk and the Cox Proportional Hazard Model。Journal of Statistical Planning and Inference，136(5)，1621-1637。  new window
35.Gradowska, P. L.、Cooke, R. M.(2012)。Least Squares Type Estimation for Cox Regression Model and Specification Error。Computational Statistics and Data Analysis，56(7)，2288-2302。  new window
36.Hadi, A. S.、Ling, R. F.(1998)。Some Cautionary Notes on the Use of Principal Components Regression。The American Statistician，52(1)，15-19。  new window
37.Hawkins, D. M.、Eplett, W. J. R.(1982)。The cholesky factorization of the inverse correlation or covariance matrix in multiple regression。Technometrics，24(3)，191-198。  new window
38.Hawkins, D. M.(1973)。On the investigation of alternative regressions by principal component analysis。Journal of the Royal Statistical Society. Series C (Applied Statistics)，22(3)，275-286。  new window
39.Hoerl, A. E.(1962)。Application of Ridge Analysis to Regression Problems。Chemical Engineering Progress，58(3)，54-59。  new window
40.Jeffers, J. N. R.(1967)。Two Case Studies in the Application of Principal Component Analysis。Journal of the Royal Statistical Society. Series C (Applied Statistics)，16(3)，225-236。  new window
41.Krämer, N.、Boulesteix, A. L.、Tutz, G.(2007)。Penalized Partial Least Squares with Applications to B-Spline Transformations and Functional Data。Chemometrics and Intelligent Laboratory Systems，94(1)，60-69。  new window
42.Kurowicka, D.、Cooke, R. M.(2007)。Sampling Algorithms for Generating Joint Uniform Distributions Using the Vine-Copula Method。Computational Statistics & Data Analysis，51(6)，2889-2906。  new window
43.Reineking, B.、Schröder, B.(2006)。Constrain to perform: Regularization of habitat models。Ecological Modelling，193(3/4)，675-690。  new window
44.Cox, D. R.(1972)。Regression models and life-tables。Journal of the Royal Statistical Society., Series B (Methodological)，34(2)，187-220。  new window
45.Kim, Tae-Kyun、Kim, Hyunwoo、Hwang, Wonjun、Kittler, Josef(2004)。Independent Component Analysis in a Local Facial Residue Space for Face Recognition。Pattern Recognition，37(9)，1873-1885。  new window
學位論文
1.許勢斌(2009)。金融海嘯對共同基金投資人投資行為及風險偏好影響之研究(碩士論文)。國立中山大學。  延伸查詢new window
2.楊麗靖(2010)。基金經理人風險偏好、道德認知發展階段對基金操作績效影響之研究(碩士論文)。淡江大學。  延伸查詢new window
3.蔡冠鋕(2007)。性別、過度自信與投資行為之研究(碩士論文)。崑山科技大學。  延伸查詢new window
4.謝伊鎧(2009)。處置效應實證--以台灣期貨自營商為例(碩士論文)。國立臺北大學。  延伸查詢new window
5.顏嘉亨(2010)。台灣股票市場投資人過度自信與處置效果之研究--以台灣電子類股為例(碩士論文)。長榮大學。  延伸查詢new window
圖書
1.Anderson, P. K.、Borgan, O.、Gill, R. D.、Keiding, N.(1993)。Statistical models based on counting processes。New York：Springer-Verlag。  new window
2.Cichocki, A.、Amari, S.-I.(2002)。Adaptive blind signal and image processing: Learning algorithms and applications。New York. NY：John Wiley and Sons。  new window
3.Ramanathan, Ramu(2002)。Introductory Econometrics with Applications。Mason, Ohio：Thomson South-Western。  new window
4.Lohmöller, J.-B.(1989)。Latent variable path modeling with partial least squares。Heidelberg：Physica-Verlag。  new window
5.Cover, Thomas M.、Thomas, Joy A.(1991)。Elements of Information Theory。John Wiley & Sons, Inc.。  new window
6.Fleming, T. R.、Harrington, D. P.(1991)。Counting Processes and Survival Analysis。New York：John Wiley & Sons, Inc.。  new window
7.Guo, Shenyang(2010)。Survival Analysis。New York, NY：Oxford University Press。  new window
8.Kurowicka, D.、Cooke, R. M.(2006)。Uncertainty Analysis and High Dimensional Dependence Modeling。New York：John Wiley & Sons, Inc.。  new window
9.Hyvärinen, A.、Karhunen, J.、Oja, E.(2001)。Independent Component Analysis。New York, NY：John Wiley and Sons。  new window
10.Lee, T. W.(1998)。Independent Component Analysis: Theory and Application。Boston, MA：Kluwer Academic Publishers。  new window
11.Green, William H.(2000)。Econometric Analysis。Prentice-Hall International Press。  new window
12.Gunst, R. F.、Mason, R. L.(1980)。Regression Analysis and Its Application A Data-Oriented Approach。New York：Marcel Dekker。  new window
13.Kendall, M. G.(1957)。A Course in Multivariate Analysis。London：Griffin。  new window
14.Stewart, G. W.(1973)。Introduction to Matrix Computations。New York：Academic Press。  new window
15.Harrell, Frank E. Jr.(2001)。Regression Modeling Strategies: With Applications to Linear Models, Logistic Regression, and Survival Analysis。Springer。  new window
16.Jolliffe, Ian T.(2002)。Principal Component Analysis。Springer。  new window
圖書論文
1.Fornell, Claes、Cha, Jaesung(1994)。Partial least squares。Advanced methods of marketing research。Cambridge, Massachusetts：Basil Blackwell。  new window
2.Hyvärinen, A.(1998)。New Approximations of Differential Entropy for Independent Component Analysis and Projection Pursuit。Advances in Neural Information Processing Systems。  new window
 
 
 
 
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