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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/96305
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/96305


    Title: 我國開放型共同基金之價值型與成長型投資風格之研究 : 以P/B公司規模分類
    Authors: 林宗賢
    Lin, Tsung-Hsien
    Contributors: 吳啓銘
    張健邦

    林宗賢
    Lin, Tsung-Hsien
    Date: 1997
    Issue Date: 2016-05-10 18:56:25 (UTC+8)
    Abstract: 本研究主要以開放共同基金為研究對象,並配合上市公司股價資料,以82年5月至85年5月為研究期間;探討價值型與成長型類股之投資組合表現,以此結果作因資產類別因素模型實證模型之變數,以了解共同基金之報酬率對資產類別因素的敏感性,由此判斷共同基金的投資風格。
    Reference: 中文部分
    蔡碧雲,台灣股市「Winner-Loser效果」及其相關因素之探討,國立交通大學管理科學研究所未出版碩士論文,民國八十二年六月.
    楊晉昌,共同基金型態與操作績效之研究,國立政治大學企管研究所未出版碩士論文,民國八十四年六月.
    許世盟,國內共同基金對股市影響之研究,國立政治大學企管研究所未出版碩士論文,民國八十四年六月.
    高千惠,共同基金績效評估━隨機優勢法與投資組合變動法評估,淡江大學財務金融研究所未出版碩士論文,民國八十四年六月.
    黃金恩,股票分析與投資策略之研究,輔仁大學管理學研究所未出版碩士論文,民國七十七年六月.

    英文部分
    Arnott , R. and W. Copeland, The Business Cycle and Security Selection. Financial Analysts Journal, 1985 ( March /April ), pp.26-32.
    Bernstein, R., Style Investing: Unique Insight into Equity Investing, John Wi ley & Sons, Inc. 1995.
    Capaul, C., I. Rowley, and W. Sharpe, International value and growth stock returns, Financial Analysts Journal, 1993 January/February, pp.27-36.
    Chan, L., Y. Hamao, and J. Lakonishok, Fundamentals and Stock Return in Japan. Journal of Finance 46, 1991, pp. 1739-1764.
    De Bondt, W., and R. Thaler, Does the stock market overreact ? , Journal of Finance 40, 1985, pp. 793-805.
    Sharpe, William F., An algorithm for Portfolio Improvement, Advances in Mathematical Programming and Financial Planning, Vol. 1, pp. 155-170.
    Greenwich: JAI Press, Inc. , 1987.
    Fama, E., and K. French, The cross-section of Expected Stock Returns, Journal of Finance 47, 1992, pp.427-465.
    Grinold and Kahn, Information Analysis, Journal of Portfolio Management, 1992 Spring, pp. 14-21.
    Hangen, R., The New Finance: The Case Against Efficient Markets, Prentice-Hall, Englewood Cliffs, N. J. , 1994.
    Lakonishok, J., A. Shellfire, and R. Vishny, Contrarian Investment, Extrapolation, and Risk, Journal of Finance 49, 1994, pp.1541-1578.
    Ramaswami, M., Return Enhancement Through Size and Style Management, Blending Quantitative and Traditional Equity .Analysis, 1994.
    Sharpe, W., Asset allocation: Management style and performance measurement, Journal of Portfolio Management, 1992 Winter, pp.7-19.
    Description: 碩士
    國立政治大學
    統計學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G91NCCV1062012
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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