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 2, Nov-2001

     主編的話 (Editor's Note)

 

俞海琴(Hai-Chin Yu)

1.探討可降低權利金簡單權證之創新及評價 
On Creating and Pricing Premium Reducible Simple Warrants

陳松男* (Son-Nan Chen)

[Abstract]    [Fulltext]

2.以效率前緣方法分析退休基金最適委外佣金費率：公務人員退撫基金實證分析
The Efficient Frontier Approach on the Optimal Commission Rate Fund Management of Pension Funds – An Empirical Research on Taiwan Public Employees Retirement Systems

王儷玲* (Jennifer L. Wang)
呂璧如**(Pi-Ju Lu)

[Abstract]    [Fulltext]

3.年度競賽觀點下共同基金經理人風險調整行為之研究
A Study of the Mutual Fund Managers’ Risk-Adjusted Behavior on the Basis of Tournament Concept  

王健安* (Chien-An Wang)

[Abstract]    [Fulltext]

4.台灣股票認購權證避險之實證研究--最適VaR避險法與間斷性Delta避險法
Optimal VaR Hedge and Discrete Delta Hedge for Call Warrant in Taiwan’s Stock Market

周恆志* (Heng-Chih Chou)
涂登才** (Teng-Tsai Tu)
盧陽正*** (Yang-Cheng Lu)

[Abstract]    [Fulltext]

 

 

 

 

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