dc.contributor.advisor | 陳坤銘<br>廖四郎 | zh_TW |
dc.contributor.author (Authors) | 鄭宗松 | zh_TW |
dc.creator (作者) | 鄭宗松 | zh_TW |
dc.date (日期) | 2002 | en_US |
dc.date.accessioned | 18-Sep-2009 14:19:33 (UTC+8) | - |
dc.date.available | 18-Sep-2009 14:19:33 (UTC+8) | - |
dc.date.issued (上傳時間) | 18-Sep-2009 14:19:33 (UTC+8) | - |
dc.identifier (Other Identifiers) | N2003000002 | en_US |
dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/35166 | - |
dc.description (描述) | 博士 | zh_TW |
dc.description (描述) | 國立政治大學 | zh_TW |
dc.description (描述) | 國際經營與貿易研究所 | zh_TW |
dc.description (描述) | 83351505 | zh_TW |
dc.description (描述) | 91 | zh_TW |
dc.description.tableofcontents | 第一章 緒論第一節 研究動機與目的 1第二節 研究內容與方法 3第二章 最適投資決策與產品生命週期—實質選擇權分析法第一節 前言 8第二節 基本假設與理論模型 11第三節 產品生命週期、市場獨占力與實質選擇權評價 14第四節 最適投資決策的特性—數值模擬分析 21第五節 本章結論 26第三章 外人直接投資最適決策—實質選擇權分析法第一節 前言 27第二節 FDI 之複合交換選擇權評價模型 33第三節 匯率風險與複合交換選擇權評價模型 38第四節 匯率連動複合交換選擇權評價模型之比較靜態分析 46第五節 本章結論 48第四章 台灣地區外人證券投資決定因素第一節 前言 50第二節 基本假設與理論模型 53第三節 實證模型設定與實證方法 60第四節 資料說明與實證結果 63第五節 本章結論 71第五章 結論 72附錄2.1:收益函數的推導 752.2:定理2.1 之證明 772.3:定理2.2 之證明 793.1:定理3.1 之證明 823.2:定理3.2 之證明 853.3:固定匯率BCEO之比較靜態分析 883.4:浮動匯率CCEO之比較靜態分析 944.1:最適外人證券投資比例的推導 964.2:幾何布朗運動的標準差與報酬率的估計 1004.3:SEECMs估計法 101參考文獻 | zh_TW |
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dc.language.iso | en_US | - |
dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#N2003000002 | en_US |
dc.title (題名) | 最適投資決策之研究 | zh_TW |
dc.type (資料類型) | thesis | en |
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