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 7, Number 1, March-2005

     主編的話 (Editor's Note)

 

沈中華(Chung-Hua Shen)、俞海琴(Hai-Chin Yu)

1.亞洲地區風險值模型之績效分析  
Performance Evaluation of Value at Risk Models in Asian Market  

邱燕珍*(Yen-Chen Chiu)
莊益源**(I-Yuan Chuang)

[Abstract]    [Fulltext]

2.巨災鏈結權益賣權契約與評價
Pricing Catastrope-linked Equity Put  

林文昌* (Wen-Chanh Lin)
王祝三** (C. Edward Wang)
李佩純***(Pei-Chun Lee)

[Abstract]    [Fulltext]

3.調整股市信用交易條件對股價報酬率與波動性影響之探討
The Influences of Margin Requirements Adjustments on the Return and Volatility of Taiwan Stock Market   

曾昭玲* (Jauling Tseng)
林政緯** (Cheng-Wei Lin)

[Abstract]    [Fulltext]

4.應用灰關聯分析評價證券業聲望之研究
Prioritizing the Business Reputation in Securities Industry  

林士彥* (Shih-Yen Lin)
邱宗治**(Tzong-Chiz Chiou)
李謀監***(Mou-Chien Lee)

[Abstract]    [Fulltext]

 

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