DSpace collection: 期刊論文
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高職商業類科教師之財金專業能力研究
http://ir.ncue.edu.tw/ir/handle/987654321/17051
title: 高職商業類科教師之財金專業能力研究 abstract: 現階段教育部正著手進行「技職體系課程一貫化」的改革工程,教育部為落實職業學校之務實致用之課程發展,已於94年底起即著手研究並規劃符合國內產企業發展需求且有助於提升職校學生競爭力之課程,擬於96學年度完成新課程草案,預計自98學年度起實施。預計將於高職商業與管理群課程綱要中校訂科目增列一門「投資理財概要」,教導學生使用正確投資理財概念解決日常生活裡所遇到的財經問題,樹立正確的消費觀和金錢觀。
本研究之主要研究目的在調查任教高職商業類科之教師,投資理財認知現況如何,以及98課綱中所規劃「投資理財概要」課程之教材教法上應有的專業能力需求。本研究同時以問卷調查進行,並使用模糊德菲法篩選最適之教師財金專業能力評估項目。研究結果提出財金專業能力三大構面分別為(1)基本能力;(2)教學專業能力;(3)財金知識專業能力,共13項評估項目。研究結果盼能提供國內高職各校參考,以強化教師的教學競爭力與提升財務金融知識,進一步做為師資培育、在職進修以及學校聘任「投資理財概要」課程或相關課程教師之基礎能力衡量參考。
<br>International Portfolio Holdings of Institutional Investors
http://ir.ncue.edu.tw/ir/handle/987654321/17050
title: International Portfolio Holdings of Institutional Investors abstract: We consider an exchange economy with two countries and derive a closed-form solution to international portfolio holdings of institutional investors. This argument has rarely been documented in the literature. We find that the international portfolio holdings of institutional investors contain two components. Moreover, both of the benchmark hedge components and the size hedge components are influenced by the volatility of flow.
<br>高職教師投資行為之過度自信及處份效果研究
http://ir.ncue.edu.tw/ir/handle/987654321/17049
title: 高職教師投資行為之過度自信及處份效果研究 abstract: 本研究針對高職商業類科教師及工業類科教師進行問卷調查,暸解高職教師在面對個人內在投資心理傾向時是否存在過度自信,以及在操作投資策略上是否產生處份效果。研究結果發現:高職工業類科教師具有明顯過度自信及處份效果的傾向。然而,卻同時發現高職商業類科教師並未呈現過度自信及處份效果的非理性現象,探究原因是由於商業類科教師其教育背景領域之關餘,對於相關專業知識較為充足,因此也較會依客觀的相關資訊作判斷基礎。最後,研究結果可提供教師在往後個人投資決策上之參考,另在實務的貢獻層面,對於國內投資信託業者在行銷策略中,將教師投資特質納入市場區隔考量與商品設計的重要因素,其有相當的參考價值。
<br>Portfolio Selection of Institutional Investors Based on Value Function
http://ir.ncue.edu.tw/ir/handle/987654321/17048
title: Portfolio Selection of Institutional Investors Based on Value Function abstract: Institutional investors have been seriously ignored in financial theory. In this paper, we derive a closed-form solution to optimal portfolio selection of the institutional investor based on value function. This knowledge has never previously been documented in the literature. We find that the optimal portfolio selection of institutional investors contains two components: the benchmark hedge component and the size hedge component. The benchmark hedge component indicates that the volatility of relative benchmark portfolio is an important factor to consider when holding risky assets. The size hedge component depicts that when the size of fund is increasing, the institutional investor would hold a decreasing amount of risky assets. Furthermore, the empirical results show that our model can earn high enough returns to compensate the higher β, and the excess returns of our model are even higher than 15%.
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