| dc.contributor.advisor | 黃泓智 | zh_TW |
| dc.contributor.author (Authors) | 林鴻諭 | zh_TW |
| dc.creator (作者) | 林鴻諭 | zh_TW |
| dc.date (日期) | 2008 | en_US |
| dc.date.accessioned | 8-Dec-2010 16:29:23 (UTC+8) | - |
| dc.date.available | 8-Dec-2010 16:29:23 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-Dec-2010 16:29:23 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0096358005 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/49677 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 風險管理與保險研究所 | zh_TW |
| dc.description (描述) | 96358005 | zh_TW |
| dc.description (描述) | 97 | zh_TW |
| dc.description.abstract (摘要) | 由於扶養比降低與平均餘命增加，退休理財規劃已被國人所重視。本研究首先介紹退休規劃的流程，依照世界銀行1994年所提出之退休所得三層架構，第一層為強制性社會安全制度的保障，第二層為退休金制度，以及第三層為自願性商業保險儲蓄制度。當退休前的自願儲蓄不足時，即可能產生退休不足度的問題，解決方式為設法提高退休所得；而影響退休所得有三個主要因素，其一為金額之多寡，其二為累積時間之長短，而最為個人能掌握的第三個重要因素為「投資報酬率」之高低，因此如何利用較佳的投資策略與報酬，減少退休所得不足的問題即為一種大課題。本研究主要的目的為考量風險因素後，分析各種投資策略的績效與檢視交易成本對其之影響，並且設法在有無限制風險程度下，找出最大報酬率的策略。分析結果發現固定比例混合法投資策略在各績效衡量指標下與加入交易成本考量皆有較佳的表現，且在限制風險找尋最大報酬的情形下也是如此；但如果是在沒有限制風險找尋最大報酬的情形，固定比例混合法投資策略在以尾端風險為考量之決策目標時，即非最好的策略。 關鍵字：退休規劃、資產配置、投資策略 | zh_TW |
| dc.description.tableofcontents | 謝辭 I中文摘要 III英文摘要 IV圖目錄 VI表目錄 VII第一章 緒論 11.1 研究動機與目的 11.2 文獻回顧 2第二章 投資模型、投資策略模型與衡量指標 42.1 投資模型 42.2 投資策略模型 52.3 投資衡量指標 11第三章 退休規劃與退休不足度 143.1 退休規劃流程 143.2 情境模擬 143.3 自行提撥效果 15第四章 模擬結果 204.1 模型與投資情境假設 204.2 投資策略分析 214.2.1 衡量指標 214.2.3 交易成本 274.3 最適投資組合 314.3.1 無限制風險 314.3.2 限制風險 324.3.3 敏感度分析 35第五章 結論與建議 40參考文獻 42附錄一 各種經濟情境無限制風險下之最大報酬 43附錄二 各種經濟情境限制風險下之最大報酬 46 | 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/#G0096358005 | en_US |
| dc.subject (關鍵詞) | 退休規劃 | zh_TW |
| dc.subject (關鍵詞) | 資產配置 | zh_TW |
| dc.subject (關鍵詞) | 投資策略 | zh_TW |
| dc.subject (關鍵詞) | retirement planning | en_US |
| dc.subject (關鍵詞) | asset allocation | en_US |
| dc.subject (關鍵詞) | investment strategy | en_US |
| dc.title (題名) | 退休需求與理財規劃實務之探討 | zh_TW |
| dc.type (資料類型) | thesis | en |
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