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    政大機構典藏 > 商學院 > 財務管理學系 > 學位論文 >  Item 140.119/130524
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/130524


    Title: 金融科技之風險屬性及投資價值之研究-以美國指數股票型基金為研究對象
    Risk Attributes and Investment Value of Financial Technology- Evidence from U.S. Exchange Traded Funds
    Authors: 呂依璇
    Lu, Yi-Shiuan
    Contributors: 吳啟銘
    呂依璇
    Lu, Yi-Shiuan
    Keywords: 金融科技
    投資風格
    風險屬性
    超額報酬
    投資價值
    Date: 2020
    Issue Date: 2020-07-01 13:37:34 (UTC+8)
    Abstract: 面對數位化浪潮來襲,金融科技顯然已成為近年的發展重點,不僅為傳統金融業的服務模式帶來衝擊,亦使人們的生活型態產生極大變化。對於金融科技強勁的成長潛力,眾多科技公司及金融機構皆計畫跨足此利基市場,進而使得金融科技產業、科技產業及金融產業之間的關係日漸緊密,並相互影響。而金融科技究竟屬於金融產業或科技產業之一環,抑或是不同於兩者的全新產業,存在許多不同的論點,故本研究以美國指數股票型基金為研究對象,並就投資人角度探討金融科技產業、科技產業及金融產業是否存在差異。研究結果顯示,在投資風格方面,金融科技股ETF與科技股ETF較為相似,與金融股ETF則存在差異;在風險屬性方面,金融科技股ETF、科技股ETF及金融股ETF皆存在部分差異;在報酬表現方面,金融科技股ETF未能持續擁有顯著的超額報酬;最後,在投資價值方面,將金融科技股ETF納入投資組合得以提升整體績效,然而因其波動程度較高,使之投資績效增加幅度皆遜於含有科技股ETF及金融股ETF之投資組合。
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    Description: 碩士
    國立政治大學
    財務管理學系
    107357003
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0107357003
    Data Type: thesis
    DOI: 10.6814/NCCU202000505
    Appears in Collections:[財務管理學系] 學位論文

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