Please use this identifier to cite or link to this item:
https://repository.cihe.edu.hk/jspui/handle/cihe/42| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Ng, Amy Wai Ming | en_US |
| dc.date.accessioned | 2021-02-19T10:20:13Z | - |
| dc.date.available | 2021-02-19T10:20:13Z | - |
| dc.date.issued | 2020 | - |
| dc.identifier.uri | https://repository.cihe.edu.hk/jspui/handle/cihe/42 | - |
| dc.description.abstract | 在恆定相對風險規避效用模型下,當以不同的風險規避程度去衡量一系列基金,得出的確定性等值回報的數值會不同,甚至連它們的排名都可能不同。本文以一個地區的退休基金的歷史回報數據以恆定相對風險規避效用函數以不同的風險規避程度參數數值去求得相應的確定性等值回報。結果顯示不同類別的基金的確定性等值回報排名對風險規避程度改變的敏感度差別甚為顯著。 | en_US |
| dc.language.iso | zh | en_US |
| dc.relation.ispartof | 經濟管理文摘 | en_US |
| dc.title | 基金類別內的確定性等值回報排名次序對風險規避程度的敏感度實證研究 | en_US |
| dc.type | journal article | en_US |
| dc.contributor.affiliation | Rita Tong Liu School of Business and Hospitality Management | en_US |
| dc.relation.issn | 1002-8668 | - |
| dc.description.issue | 8 | en_US |
| dc.description.startpage | 191 | en_US |
| dc.description.endpage | 196 | en_US |
| dc.cihe.affiliated | No | - |
| item.grantfulltext | none | - |
| item.openairecristype | http://purl.org/coar/resource_type/c_6501 | - |
| item.cerifentitytype | Publications | - |
| item.fulltext | No Fulltext | - |
| item.languageiso639-1 | zh | - |
| item.openairetype | journal article | - |
| crisitem.author.dept | Rita Tong Liu School of Business and Hospitality Management | - |
| Appears in Collections: | BHM Publication | |
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