學術產出-學位論文

題名 最適投資決策之研究
作者 鄭宗松
貢獻者 陳坤銘<br>廖四郎
鄭宗松
日期 2002
上傳時間 18-九月-2009 14:19:33 (UTC+8)
參考文獻 一、中文部分
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二、英文部分
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描述 博士
國立政治大學
國際經營與貿易研究所
83351505
91
資料來源 http://thesis.lib.nccu.edu.tw/record/#N2003000002
資料類型 thesis
dc.contributor.advisor 陳坤銘<br>廖四郎zh_TW
dc.contributor.author (作者) 鄭宗松zh_TW
dc.creator (作者) 鄭宗松zh_TW
dc.date (日期) 2002en_US
dc.date.accessioned 18-九月-2009 14:19:33 (UTC+8)-
dc.date.available 18-九月-2009 14:19:33 (UTC+8)-
dc.date.issued (上傳時間) 18-九月-2009 14:19:33 (UTC+8)-
dc.identifier (其他 識別碼) N2003000002en_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) 83351505zh_TW
dc.description (描述) 91zh_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 75
2.2:定理2.1 之證明 77
2.3:定理2.2 之證明 79
3.1:定理3.1 之證明 82
3.2:定理3.2 之證明 85
3.3:固定匯率BCEO之比較靜態分析 88
3.4:浮動匯率CCEO之比較靜態分析 94
4.1:最適外人證券投資比例的推導 96
4.2:幾何布朗運動的標準差與報酬率的估計 100
4.3:SEECMs估計法 101
參考文獻
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dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#N2003000002en_US
dc.title (題名) 最適投資決策之研究zh_TW
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 一、中文部分zh_TW
dc.relation.reference (參考文獻) 李允正(1995),開放外資對台灣股市之影響,未出版碩士論文,中正大學財務金融研究所。zh_TW
dc.relation.reference (參考文獻) 黃瑞華(1996),股價、匯率與資本流動之互動關係-亞洲四小龍與美、日金融市場共整合研究,未出版碩士論文,中正大學財務金融研究所。zh_TW
dc.relation.reference (參考文獻) 劉明佳(1995),外資引進對我國股價、匯率影響之研究,未出版碩士論文,政治大學財務管理研究所。zh_TW
dc.relation.reference (參考文獻) 劉祥熹、李崇主(2000),台灣地區外資、匯率與股價關聯性之研究—VAR與VECM之應用,證券市場發展季刊,第12卷第3期,1-40。zh_TW
dc.relation.reference (參考文獻) 二、英文部分zh_TW
dc.relation.reference (參考文獻) Abel, A., A. Dixit, J. Eberly, and R. Pindyck (1996), Options, the Value of Capital, and Investment. Quarterly Journal of Economics 111, 753-777.zh_TW
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