Risk Management Society of Taiwan
                           3F, No.181, Sec.3, Minquan East Rd., Taipei.
                           Taiwan, R.O.C.
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Journal of Risk Management, Volume 3, Number 1, May-2001

     主編的話 (Editor's Note)

 

俞海琴(Hai-Chin Yu)

1.台灣地區商業銀行合併之效率分析
The Efficiency Analysis of Commercial Bank Mergers in Taiwan

林炳文* (Ping-wen Lin)

[Abstract]    [Fulltext]

2.一致化風險值與壓力測試值之估計--混合一般化極值分配模型分析
Coherent Estimations of Value-at-Risk and Stress Loss─A Mixture of Generalized Extreme Value Distributions Approach

王? 甡* (Shen Wang)
吳壽山**(Soushan Wu)

[Abstract]    [Fulltext]

3.台股認購權證與標的股票交易量及資訊不對稱對於波動性之影響
The Effect of Trading Volume and Information Asymmetric On Volatility: Evidence from Taiwan Warrants and Underlying Stocks  

王毓敏* (Yu-Min Wang)
陳正佑** (Cheng-Yu Cheng)

[Abstract]    [Fulltext]

4.銀行跨業兼營保險之模擬分析
A Simulation Study on the Entrance of Banks into the Insurance Industries  

蔡政憲* (Chenghsien Tsai)
王為倩** (Wei-Chien Wang)

[Abstract]    [Fulltext]

5.價值投資法於台灣股市適用性之研究—電子產業與非電子產業之配對比較
The Comparative Study of Valuation Models In Taiwan’s Electronic and Non-electronic Stock-Listed Companies  

俞海琴* (Hai-Chin Yu)
葉宜生** (Yi-Shen Yeh)

[Abstract]    [Fulltext]

 

 

 

 

 

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