政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/89589
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文筆數/總筆數 : 112704/143671 (78%)
造訪人次 : 49796374      線上人數 : 444
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/89589


    題名: 台灣地區股票投資組合風險分散及資本資產定價模型之實證研究
    作者: 連?陽
    貢獻者: 林祖嘉
    連?陽
    日期: 1991
    1990
    上傳時間: 2016-05-02 17:00:42 (UTC+8)
    參考文獻: 一、英文部份
    1. Bailey. W., and R. Stulz. "Benefit of Internatioal Diversification:The Case of Pacific Basin Stock Markets." The Journal of Portfolio Management, Summer 1990. pp.57-61.
    2. Black. F .? M. Jensen, and M. Scholes. "The Capital Asset Pricing Model: Some Empirical Tests." In -M. Jensen. ed ., Studies in the Theory of Capital Markets. (New York:Praeger.1972). pp.79-121.
    3. Cohen. K. and J.Pouge, "An Empirical Evaluation of Alternative Portfolio Selection Models." Journal of Business 40, no.2 (April 1967) ,pp166-193.
    4. Copeland Weston , Financial Theory and Corporate Policy, Third Edition, (AddisonWesley,1988).
    5. Douglas, G. "Risk in the Equity Markets: An Empirical Appraisal of Market Efficiency."Yale Economic Essays, no.9, 1969.
    6. Evans, J ., and S. H. Archer, "Diversification and the Reduction of Dispersion: An Empirical Analysis," Journal of Finance, December 1968. pp.761-767.
    7. Fama , E. F. , Foundations of Finance. New York Basic Books, 1976.
    8 . -------, and J. Mac Beth. " Risk. Return and Equilibrium:Empirical Tests" Journal of Political Economy. May-June 1973. PP.607-636.
    9 . -------,"The Behavior of Stock Market Prices." Journal of Business, Vo1.38. No.1,(January 1965), pp.34-105.
    10. Jacob, Nancy. "The Measurement of Systematic Risk for Securities and Portfolios: Some Empirrcal Results." Journal of Financial and Quantitative analysis. Vol. VI(March 1971),pp.815-834.
    11. Levy. H ? , and M. Sarnat. "International Diversification of Investment Portfolios."American Economic Review 60 (September 1970), pp.668-675.
    12. Maddala, G. S ., Introduction to Econometrics .New York: Collier Macmillan Canada, Inc .,1988.
    13. Markowitz. Harry. "Portfolio Selection." The Journal of Finance. (March 1952). pp.77-91.
    14. -----------. "The Optimization of a Quadratic Function Subject to Linear Constraints. " Naval Research Logistics Quarterly, March-June 1956, pp.111-133.
    15. Mayers. D. amd Rice, E., "Measuring Portfolio Performance and The Empirical Content of Asset Pricing Models", Journal of Financial Eonomics. Vol.7. No.l.1978.
    16. Miller. Merton H .? and scholes. Myron S. "Rates of Returns In Relation to Risk:A Reexamination of Recent Findings,. "Published in Studies in the Theory of Capital Markets,edited by Michael Jensen (Hew York: Praeger,1972). pp.47-78.
    17. Modigliani,Franco, and Pouge,Gerald A."An Introduction to Risk and Return:Concepts and Evidence." Financial Analysts Journal (May.June 1974).pp.69-86.
    18. Richard Dobbins and Stephen F. Witt. Porefolio Theory & Investment Management(Martin Robertson Oxford, 1983).
    19. Roll. R ., "A Critique of The Asset Pricing Theory`s Tests:Part 1: On Past and Potential Testability of the Theory", Journal of Financial Economics. March 1977.
    20. ---------. "Performance Evaluation and Benchmark Errors (I )", Journal of Portfolio Management,Summer 1980.
    21. Sharpe. William F ., " A Simplified Model for Portfolio Analysis." Management Science. Vol. IX, No.2 (January 1963), pp.277-93.
    22. --------------------, "Capital Assct Prices: A Theory of Market Equilibrium under Conditions of Risk," Journal of Finance. XIX (September 1964), pp.425-442.
    23. --------------------,Portfolio Theory and Capital Markets. (Hew York: Mc Graw Hill,1970).
    24. Solnik, Bruno. "The Advantages of Domestic and Internatioal Diversification." in Elton and Gruber, International Capital Markets. (Amsterdam: North Holland. 1975).
    25. Tobin, James, "Liquidity Preference as Behavior Towards Risk." Review of Economic Studies 25(February 1958), pp.65-86.
    26. Wagner. V. H. and Lau, S. C., "The Effect of Diversification on Risk," Financial Analysts Journal. 27. No.5(Nov.-Dec. 1971), pp.48-53.

    二、中文部份
    1 .洪石章，臺灣股票市場投資組合風驗之分析。國立臺灣大學商學研究所未出版碩士論文，民國68 年6月。
    2. 徐雅蓉，證券市場投資組合風險之分析。國立政治大學企業管理研究所未出眼碩士論文，民國72 年6月。
    3 .陳鄔福，資本資產訂價模型運用於薑灣股票市場之實證研究。國立政治大學企業管理研究所未出版碩士論文，民國68 年6 月。
    4. 林煜宗，現代投資學一一一制度、理論與實證。民國七十七年一月修訂四版，三民書局。
    5 .張麗蕙，臺灣股價波動之總體經濟因素分析。國立政治大學國際貿易研究所未出版碩士論文，民國78年6 月。
    6. 謝淑蕙，臺灣地區股價泡沫現象之檢定。國立政治大學國際貿易研究所未出版碩士講文，民國80 年7月。
    描述: 碩士
    國立政治大學
    國際經營與貿易學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002004981
    資料類型: thesis
    顯示於類別:[國際經營與貿易學系 ] 學位論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    index.html0KbHTML2251檢視/開啟


    在政大典藏中所有的資料項目都受到原著作權保護.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回饋