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 6, Number 3, Nov-2004

     主編的話 (Editor's Note)

 

俞海琴(Hai-Chin Yu)

1.GARCH模型之選擇權風險值計算－－以台灣加權股價指數選擇權為例  
Value-at-Risk of Option under GARCH Model－A Case Study of TAIEX Index Option  

張揖平*(Yi-Ping Chang)
洪明欽**(Ming-Chin Hung)
李雪真***(Hsueh-Chen Lee)

[Abstract]    [Fulltext]

2.我國產險業資本結構與風險對獲利能力影響之研究  
The effects of capital structure and risk on profitability for property-liability industry in Taiwan  

陳建勝* (Jian-Shen Chen)
陳美菁**(Mei-Ching Chen)
林明宏***(Ming-Horng Lin)

[Abstract]    [Fulltext]

3.抵押債權證券之評價 — 損失函數之共同因子模式  
Pricing Collateralized Debt Obligation: A Model of Common Shock for Loss Functions

李志偉* (Chih-Wei Lee)

[Abstract]    [Fulltext]

4.我國上市公司偏好發放股票股利程度之決定因素及其對長期股價之影響  
The Determinants of Preference for Issuing Stock Dividends and Its Impact on Long-Term Stock Performance: The Evidence from Taiwanese Firms

王祝三*(C. Edward Wang)

[Abstract]    [Fulltext]

 

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