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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/86599


    Title: 壽險業資金投入不動產市場之方式與模擬投資組合績效評估
    Stragegies of life insurance company investing it`s capital into the real estate market and the stimulate portfolio
    Authors: 李虹瑾
    Lee, Hung-Chin
    Contributors: 姜堯民
    李虹瑾
    Lee, Hung-Chin
    Keywords: 人壽保險公司
    投資
    不動產市場
    平均離均差模式
    投資組合
    不動產貸款抵押債券
    Life insurance company
    Investment
    Real estate market
    Mean- absolute deviation model
    Portfolio
    Mortgages-back securities
    Date: 1997
    Issue Date: 2016-04-27 14:59:45 (UTC+8)
    Abstract: 本文就壽險業投資情況、投資組合與不動產市場的關聯性進行討論,介紹壽險業目前的營運狀況、資金來源以及資金運用的情況與限制等;並且試圖描述不動產市場之情形,說明壽險業可能進入不動產市場的契機、以及提出資金進入不動產市場的可能策略;其後建立新的不動產市場投資之變數,本文以不動產貸款抵押債券投入所建立的MIN-MAD﹙Mean-absolute Deviation﹚Model,瞭解投入此新變數後對投資組合的變化並比較其不同之處,藉此探究以其他方式將資金投入是否為一可行之策略。
    Description: 碩士
    國立政治大學
    風險管理與保險研究所
    85358007
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002001848
    Data Type: thesis
    Appears in Collections:[風險管理與保險學系] 學位論文

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