關鍵字查詢 | 類別:會議論文 | | 關鍵字:Rebalance

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序號 學年期 教師動態
1 107/2 經濟系 廖惠珠 教授 會議論文 發佈 Visualizing World Crude Oil Price , [107-2] :Visualizing World Crude Oil Price會議論文Visualizing World Crude Oil PriceHuei-Chu Liao; Ming-Han Hsieh; Shu-Chuan Lin; Tun-Hsiang YangVisualization;Slide Show;Crude Oil Price;OPEC;Shale oilVisualization skill is more popular today with the help of ICT and big data. This paper using the dynamic visualization technique to draw some interesting slideshow based on the rich data from JODI data bank Our preliminary results show that these dyn amic visualization slideshow can enhance the project ion of the crude oil price in the near future. Recently, l ess crude oil import change in the top 30 countries , rapid export increase from Saudi Arabia and s ignificant shale production from US implied th at the world oil market can be rebalance d quickly than most experts had expected. Major Referencesen_US國際無20190529~20190601是CAN42nd International Association for Energy Economics (IAEE)Montreal, Canada
2 102/1 美洲所 陳一新 教授 會議論文 發佈 ECSPI, Rebalance, and Taiwan’s Opportunities , [102-1] :ECSPI, Rebalance, and Taiwan’s Opportunities會議論文ECSPI, Rebalance, and Taiwan’s Opportunities陳一新淡江大學美國研究所2013 East China Sea Peace Forumtku_id: 000066368;Submitted by 一新 陳 (066368@mail.tku.edu.tw) on 2014-03-17T04:01:00Z No. of bitstreams: 0;Made available in DSpace on 2014-03-17T04:01:01Z (GMT). No. of bitstreams: 0;20140403補正 by 陸桂英en國際20130805~20130806TWN2013 East China Sea Peace ForumTaipei, Taiwan<links><record><name>機構典藏連結</name><url>http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/97120</url></record></links>
3 85/2 財金系 謝文良 教授 會議論文 發佈 Tests of market timing and selectivity of mutual funds in Taiwan: a cointegration approach , [85-2] :Tests of market timing and selectivity of mutual funds in Taiwan: a cointegration approach會議論文Tests of market timing and selectivity of mutual funds in Taiwan: a cointegration approach無基準基金評估方法-台灣基金持股與市場報酬之共積關係林景春; 謝文良淡江大學財務金融學系時機;共同基金;台灣;共整合;Timing;Mutual Fund;Taiwan;Cointegration暨南國際大學中國財務學會一九九七財務金融研討會論文集,南投中國財務學會; 暨南國際大學國際企業系This paper avoids the problem of benchmark selection by employing a new approach to evaluate the performance of mutual funds. The selectivity and the timing ability of 40 open-end and closed-end funds in Taiwan are tested. We proxy the timing ability of individual fund as the cointegration relationship between the fund's overall percentage holding of stock and the lagged index of market. A significant cointegration relationship implies that the fund managers rebalance portfolio ahead of market trend. The selectivity is judged by the cointegration between fund's percentage holdings of individual industry sectors and indexes of corresponding sectors one period lat
4 85/2 財金系 林景春 副教授 會議論文 發佈 Tests of market timing and selectivity of mutual funds in Taiwan: a cointegration approach , [85-2] :Tests of market timing and selectivity of mutual funds in Taiwan: a cointegration approach會議論文Tests of market timing and selectivity of mutual funds in Taiwan: a cointegration approach無基準基金評估方法-台灣基金持股與市場報酬之共積關係林景春; 謝文良淡江大學財務金融學系時機;共同基金;台灣;共整合;Timing;Mutual Fund;Taiwan;Cointegration暨南國際大學中國財務學會一九九七財務金融研討會論文集,南投中國財務學會; 暨南國際大學國際企業系This paper avoids the problem of benchmark selection by employing a new approach to evaluate the performance of mutual funds. The selectivity and the timing ability of 40 open-end and closed-end funds in Taiwan are tested. We proxy the timing ability of individual fund as the cointegration relationship between the fund's overall percentage holding of stock and the lagged index of market. A significant cointegration relationship implies that the fund managers rebalance portfolio ahead of market trend. The selectivity is judged by the cointegration between fund's percentage holdings of individual industry sectors and indexes of corresponding sectors one period lat
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