政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/90062
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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/90062


    Title: 多期國際證券投資報酬率之研究
    Authors: 張萊華
    Contributors: 林祖嘉
    張萊華
    Date: 1990
    1989
    Issue Date: 2016-05-03 14:12:22 (UTC+8)
    Reference: 參考文獻
    中文部分:
    l.丁瑞九，國際證券組合系統性風險之研究，政大企研所論文，76年7月。
    2.游素秋，國際證券組合利益之分析，成大公管研究所論文，78年5月。
    3.曾郁仁，國際證券投資之研究，台大商研所論文，77年7月。
    4.盧建成，本國一般銀行投資國際債券之研究，台大商研所論文，74年7月。
    5.林煜宗，現代投資學，77年11月。

    英文部分:
    1.Edwin J. Elton and Martin J. Gruber," Dynamic Programming Application in Finance", Journal of Finance, 1970,PP.473-505。
    2.Edwin J. Elton and Martin J. Gruber," On the Optimality of Some Multiperiod portfolio Selection Criteria", The Journal of Business, 1974, PP.231- 241。
    3.Eugene F. Fama," Multiperiod Consumption-Investment Decision", The American Economic Review, 60, 1970, PP.163-174。
    4.George M. Constantinides," Capital Market Equilibrium with Transaction Costs",Journal of Political Economy, 1986,PP.842-862。
    5.Grauer Robert, and Hakansson, Nils," Higher Return,Lower Risk : Historical Returns on Long-run,Actively Managed, Portfoilos of Stocks: Bonds and Bills,1936-1978", Financial Analysts Journal,38,1982,PP.39-53。
    6.Grauer, Robert, and Hakansson, Nils," 1934-1984 Returns on Levered, Actively Managed Long-run Portfolios of Stocks, Bonds and-Bills",Financial Analysts Journal, 41, 1955, PP.24-43。
    7.Grauer, Robert, and Hakansson, Nils," Gains from International Diversification: 1968-85 Returns on Portfolios of Stocks and Bonds, Journal of Finance, 3, 1987, PP.721-741。
    8.Grubel, H. G. "Internationally Diversification Portfolios: Welfare Gains and Capital Flows. "American Economic Review December 1968,PP.1299-1314。
    9.Gur Huberman and Stephen Ross," Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Function", Econometrica, 51, 1983,PP.1345-1361。
    10.Hakansson, Nils," Optimal Investment and Cousnmption Strategies Under Risk,an Uncertain Lifetime,and Insurance", International Economic Review,10,1969, PP.443-467。
    11.Hakansson, Nils," Multiperiod Mean-Variance Ana-lysis:Toward a CeneralTheory of Portfolio Choice", The Journal of Finance, 1970, PP.857-834。
    12.Hakansson, Nils, "Optimal Investment and Consuption Strategies Under Risk for a Class of Utility Function", Econometrica, 1970 PP587-607.
    13.Hakansson, Nils.," On Optimal Myopic Portfolio policies, With and Withoutserial Correlation of Yield", Journal of Business,44, 1971 PP324-34。
    14.Hakansson, Nils," Convergence to Isoelastic Utility and Policy in multiperiod Choice", Journal of Financial Economics, I, 1974 PP201-24。
    15.Henry A. Latune,"Criteria for Choice Among Risky Ventures", Journal of Political Economy, 1959,PP.144-155。
    16.Jack Clark Francis, Stephen, H, Archer, "Portfolio Analysis",Ch12. Second Edition, by Ezra Soloman,Stanford University, 1979。
    17.Jan Mossin," Optimal Multiperiod Portfolio Policies",Journal of Business,41, April, 1968, PP.215-290
    18.Leland, H," On Turnpike Portfolios, in Mathematical Methods in Investmentand Finance", ed by G.P. Szego and Karl Shell, Amsterdam:North-Holland,1972。
    19.Lessard, D. "World, Contry and Industry Relationships in Equity Returns" Implications for Risk Reduction Through International Diversification",Financial Analysts Journal January/February, 1976,PP.32-38。
    20.M. Barry Goldman,"A Negative Report on The Near Optimality of The Max-expeted-log Policy as Applied to Bounded Utilities for Long Lived Programs",
    Journal of Financial Economics, 1974, PP.97-103。
    21.Philipe Jorion,"International Porofolio Diversification With Estmation risk, Journal of Business,58,1985, PP.259-278。
    22.Stephen A. Ross," Portfolio Turnpike Theorems for Constant Policies",Journal of Financial Economics,1, 1974,PP.171-198。
    Description: 碩士
    國立政治大學
    國際經營與貿易學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002005343
    Data Type: thesis
    Appears in Collections:[Department of International Business] Theses

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