| Reference: | 參考書目
I 中文部分
1.Kailin Tuan and William P. Davis, "Fiancial Objective of Risk Management－the Circular Flow of Funds Approach. "Risk Management.(January.1977) 孫堂福譯，「風險管理的財務目標－基金循環流通的研究」 收入風險管理論文集，台北:保險事業發展中心，民國七十五年十二月，頁90-101
2.林煜宗，現代投資學－制度、理論與實証，台北:自印，民國七十二年增訂版。
3.林煜宗，「市場因素對台灣証券市場之股價變動影響」，証交資料月刊194期，民國六十七年六月，頁1-9。
4.袁宗蔚，保險學，台北:三民書局，民國七十一年增訂23版。
5.陽肇昌，「企業對純損危險的管理」，收入其所編，保險之運用經營與管理，民國七十五年。
6.宋明哲，風險管理，台北:中華企業管理發展中心，七十七年八月再版。
7.黃俊英，多變量分析，台北:中國經濟企業研究所，民國七十五年元月二版。
8.祁和福，應用迴歸分析，台北:自印，民國六十七年七月初版。
9.余尚武，台灣証券市場股票上市公司盈餘宣告所含資訊內容之研究，台北:國立台灣大學商學研究所未出版碩士論文，民國七十五年六月。
10.羅楨昌，現金增資公告對股價影響之實証研究，台北:國立政治大學企業管理研究所未出版碩士論文，民國七十六年六月。
11.陳文燦，利率變動對股票股價格影響之實証研究，台北:國立政治大學企業管理研究所未出版碩士論文，民國七十六年六月。
II、英文部分
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6. Brown, Stewart L. "Earnings Changes, Stock Prices and Market Efficiency," Journal of Finance 33 (March, 1978), PP.17-28.
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8. Cohen, Kalman J., Gabriel H. Hawawini, Steven F. Maier. Robert A. Schwartz, and David Whitcomb. "Implications of Microstructure Theory for Empirical Research on Stock Price Behavior." Journal of Finance 35 (May, 1980) , PP.249-267.
9. Collins, Danial W., and Warrent T. Dent. "A Comparison of Alternative Testing Models used in Capital Market Research." Journal of Accounting Research 22 (Spring 1984), PP.48-84.
10. Doherty, Neil A. Corporate Risk Management. McGraw-Hill Inc., 1985.
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13. Fama, Eugene F. Foundation of Finance : Basic Book, New York, 1976.
14. Fama, Eugene F. , L. Fisher, M. C. Jenson and R. Roll. "The Adjustment of Stock Prices to New Information, "International Economic Review 10 (February, 1969), PP.1-26.
15. Fama, Engene F., and R. Roll. "Parameter Estimates for Symmetric Distribution, "Journal of American Statistical Association 66 (1971 ) , PP.331-338.
16. Fama, Eugene F. "A Note on the Market Model and the Two-Paramete Model, "Journal of Finance 28 (1973), PP. 181-1185.
17. Fabozzi, Frank J., and Jack Clark Francis. "Beta as a Random Coefficient, " Journal of Financial and Quantitative Analysis 13 (March, 1978), PP.101-116.
18. Gooding, Arthur E., and Terence P. O`Malley. "Market Phase and the Stationarity of Beta, " Journal of Financial and Quantitative Analysis 12 (December, 1977) , PP. 833-857.
19. Hess, Alan C., and Peter A. Frost. "Tests for Price Effects of Issues of Seasoned Security." Journal of Fiance 37 (March, 1982), PP.11-25.
20. Jenson, Michael C. "Some Anomalous Evidence Regarding Market Efficiency," Journal of Financial Economics. 6 (June–September 1978) , PP. 95-101.
21. Kaplan, Robert S., and Richard Roll. "Investor Evaluation of Accounting Information: Some Empirical Evidence." Journal of Business 45 (April, 1972), PP.212-224.
22. Lauterbach, R.E., "Business Interruption." Insurance Series, 115. (New York : American Management Association), PP.43-44.
23. Lorie, Jame H., Peter Dodd, and Mary Hamilton Kimptom. The Stock Market: Theories and Evidence, 2nd ed Homewood, Illinois: Richard D. Irwin, 1985.
24. Mehr, Robert I. and Bob A. Hedges, Risk Management––Concepts –and Applications Homewood, Illinois : Richard D. Irwin, 1974.
25. Mehr, Robert I., E. Canmack and T. Rose, Principle of Insurance, 8th ed. , Homewood, Illinois: Richard D. Irwin, 1985.
26. Mandelker, Gershon. "Risk and Return : the Case of Merging Firms, " Journal of Financial Economics 1 (December, 1974) PP. 303-335.
27. Morse, Dale. "An Econometric Analysis of the Choice of Daily Versus Monthly Returns in Tests of Information," Journal of Accounting Research 22 (Autumn, 1984) , PP.605-623.
28. Neter, John, William Wasserman and Michael H. Kutner. Appiled Linear Regression Models, Homewood , Illinois : Richard D. Irwin, 1983.
29. Pettit, R. Richardson. "Dividend Announcements, Security Performance and Capital Market Efficiency," Journal of Finance 27 (December, 1972), PP. 993-1007.
30. Pettit, R. Richardson, and Randolph Westerfied. "Using the Capital Asset Pricing Model and the Market Model to Predict Security Return." Journal of Financial and Quantitative Analysis, 9 (September, 1974), PP. 579-605.
31. Roenfeldt, Rodney L., Gary L. Griepentrog, and Christopher C. Pflaum, "Further Evidence on the Stationarity of Beta Coefficients." Journal of Financial and Quantitative. Analysis, 13 (March 1978), PP.117-121.
32. Radcliffe, Robert C. Investment : Concepts. Analysis, and Strategy, 2nd ed., Glenview, Illinois : Scott, Foresman and Inc., 1987.
33. Sprecher, C. Ronald, and Mars A. Pertl. "Large Losses, Risk Management and Stock Prices, " The Journal of Risk and Insurance 50 (March , 1983), PP.107-117.
34. Sharpe, William F. "A Simplified Model of Portfolio Analysis, " Management Science 9 (January, 1963), PP.277–293.
35. Sharpe. William F. "Capital Asset Prices : A Theory of Market Equilibrium Under Conditions of Risk, " Journal of Finance 19 (September, 1964), PP.425-442.
36. Scholes, Myron S. "The Market for Security : Substitution Versus Price Pressur and the Effects of Information on Share Prices." Journal of Business 45 (1972), PP. 179-211.
37. Vaughan, Emmett J. Eundamentals of Risk and Insurance, 3rd ed. John Wiley & Sons Inc., 1982.
38. Willians, C.A., G.L. Head, R.C. Horn, and G.W. Glendenming. Principle of Risk Management and Insurance, 2nd ed., 2 vols. Pennsylvania: American Institute for Property and Liability Under writers, 1981.
39. Williams, C. Arthur and Richard M. Heins. Risk management and Insurance, 4th ed. McGraw-Hill Inc., 1981. |
