Risk Management Society of Taiwan
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Taiwan, R.O.C.
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Journal of Risk Management, Volume 7, Number 2, July-2005
張士傑(Bill Shih-Chieh Chang)、沈中華(Chung-Hua Shen)
1.三種修正歷史模擬法估計風險值模型之比較
A Comparison of Three Revised Historical Simulation Methods for Estimating VaR
林楚雄*(Chu-hsiung Lin)
張簡彰程**(Chang-Cheng Chang Chien)
謝景成**(Ching-Cheng Hsieh)
[Abstract] [Fulltext]
2.從代理理論的新興觀點探討創業投資家的參與行為對被投資公司技術和經營績效影響之研究
From the New Perspectives of Agency Theory to Discuss the Effect of Venture Capitalists’ Involvement on Their Portfolio Firms' Skills and Operating Performance
劉松瑜*(Sung-Yu Liu)
3.證券市場主力與散戶投資人跟從行為之研究-一個簡單的賽局模型
A Simple Model of Herd Behavior in a Stock Market under Asymmetric Information
張宮熊*(Alex K.H. Chang)
劉維琪**(Victor W. Liu)
[Abstract] [Fulltext]
4.資產定價的基本與時尚之討論
Fundaentals and fads in asset pricing
陳明祥*(Ming-Hsiang Chen)
[Abstract] [Fulltext]