| dc.contributor.advisor | 王國樑<br>翁志強 | zh_TW |
| dc.contributor.author (Authors) | 沈芳如 | zh_TW |
| dc.contributor.author (Authors) | Shen, Fang-ju | en_US |
| dc.creator (作者) | 沈芳如 | zh_TW |
| dc.creator (作者) | Shen, Fang-ju | en_US |
| dc.date (日期) | 2005 | en_US |
| dc.date.accessioned | 19-Sep-2009 14:57:47 (UTC+8) | - |
| dc.date.available | 19-Sep-2009 14:57:47 (UTC+8) | - |
| dc.date.issued (上傳時間) | 19-Sep-2009 14:57:47 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0091921037 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/34819 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 行政管理碩士學程 | zh_TW |
| dc.description (描述) | 91921037 | zh_TW |
| dc.description (描述) | 94 | zh_TW |
| dc.description.abstract (摘要) | 根據我國2003、2004年兩年度證券投資信託公司資料，本研究首先利用資料包絡分析法評估個別投信公司之技術效率；然後，以相關係數加以分析探討可能造成投信技術效率差異之因素。技術效率評估結果顯示，我國投信業者整體的技術效率平均值介於65.97﹪與75.62﹪之間，代表在投入資源運用上仍存有顯著的改善空間，若我國投信公司調整至最適規模，在維持相同的產出下，尚可減少24.38%至34.03%的投入。並且，規模效率平均值近90%，顯示造成我國投信業者其技術無效率之原因，包含了資源浪費與生產規模不當；Tobit截斷迴歸實證結果顯示，淨利率對技術效率之影響為正向但效果不顯著，投信旗下基金規模亦為正向且具1%統計顯著性；具外資持股以及金控體系內之投信，其對技術效率之影響為負向但效果不顯著，該投信非債券型基金報酬率與技術效率為負向關係且具10%統計顯著性。 | zh_TW |
| dc.description.tableofcontents | 目錄 ……………………………………………………………… Ⅰ表、圖目錄 ………………………………………………………… Ⅱ摘要 ………………………………………………………………… Ⅲ第一章 緒論 …………………………………………………… 1第一節 研究背景與動機 …………………………………………1第二節 研究方法與目的 …………………………………………4第三節 章節架構 …………………………………………………4第二章 文獻回顧 …………………………………………………5第一節 證券投資信託事業的現況及介紹 ………………………5第二節 相關實證文獻 ……………………………………………17第三章 實證模型 …………………………………………………18第一節 技術效率實證模…………………………………… ……18第二節 投入項與產出項之選取 …………………………………21第三節 Tobit截斷迴歸實證模型 ………………………………21第四章 實證結果與詮釋 …………………………………………24第一節 技術效率評估結果 ………………………………………24第二節 Tobit截斷迴歸實證結果 ………………………………30第五章 結論與建議 ………………………………………………33參考文獻 ………………………………………………………………35網站 ………………………………………………………………… 39 | 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/#G0091921037 | en_US |
| dc.subject (關鍵詞) | 技術效率 | zh_TW |
| dc.subject (關鍵詞) | 資料包絡分析法 | zh_TW |
| dc.subject (關鍵詞) | Tobit截斷迴歸方法 | zh_TW |
| dc.title (題名) | 我國證券投資信託業技術效率之探討 | zh_TW |
| dc.title (題名) | A Study of Technical Efficiency of Securities Investment Trust Companies in Taiwan | en_US |
| dc.type (資料類型) | thesis | en |
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