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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/24199完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 李賢源 | |
| dc.contributor.author | Pei-Hung Yen | en |
| dc.contributor.author | 顏貝紘 | zh_TW |
| dc.date.accessioned | 2021-06-08T05:18:17Z | - |
| dc.date.copyright | 2005-08-01 | |
| dc.date.issued | 2005 | |
| dc.date.submitted | 2005-07-31 | |
| dc.identifier.citation | 1. Ankrim, Ernest M., and Chris R. Hensel. (1993, May/June). Commodities in Asset Allocation: A Real-Asset Alternative to Real Estate? Financial Analysts Journal, vol. 49, no.3: 20-29.
2. Bodie, Z. (1983, Spring). Commodity futures as a hedge against inflation. The Journal of Portfolio Management, 12–17. 3. Bodie, Z. (1990, Winter). Inflation, index-linked bonds, and asset allocation. The Journal of Portfolio Management, 48–53. 4. Bodie, Z., & Rosansky, V. (1980, May/June). Risk and return in commodity futures. Financial Analysts Journal, 27–39. 5. Chong and Miffre. (2004). Conditional Means, Volatilities, and Correlations in Commodity Futures Markets. Unpublished working paper. 6. Edwards, Franklin R., and Mustafa O. Caglayan. (2001, Summer). Hedge Fund and Commodity Fund Investments in Bull and Bear Markets. The Journal of Portfolio Management, 97–108. 7. Erb and Harvey. (2005). The Tactical and Strategic Value of Commodity Futures. Unpublished working paper. 8. Ferri, Richard A. 2002. All about Index Funds, McGraw Hill. 9. Froot, Kenneth A. (1995, Summer). Hedging portfolios with real assets. The Journal of Portfolio Management, 60–77. 10. Gorton, Gary, and Geert Rouwenhorst. 2004. Facts and Fantasies about Commodity Futures. Unpublished working paper. 11. Greer, Robert J. (1978, Summer). Conservative commodities: A Key inflation hedge. The Journal of Portfolio Management, 26-29. 12. Greer, Robert J. (2000, Summer). The Nature of Commodity Index Returns. Journal of Alternative Investments, 45-52. 13. Jensen, Gerald R., Robert R. Johnson, and Jeffrey M. Mercer. (2002, Summer). Tactical Asset Allocation and Commodity Futures. Journal of Portfolio Management, 100- 111. 14. Jensen, Gerald R., Robert R. Johnson, and Jeffrey M. Mercer. (2000, May). Efficient Use of Commodity Futures in Diversified Portfolios. Journal of Futures Markets, 489-506. 15. Jim Rogers. 2004. Hot Commodities, Random House. 16. Kaplan, Paul D., and Scott L. Lummer. (1998). Update: GSCI Collateralized Futures as a Hedging and Diversification 17. Mark Deacon, Mark J.P. Anson, Handbook of alternative assets, Inflation-indexed Securities: Bonds, Swaps and Other Derivatives, 2002. 18. Nijman, Theo, and Laurens Swinkels. 2003. Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes, Tilburg University: 1-36. 19. Vrugt, Bauer, Molenaar, and Steenkamp. (2004). Dynamic Commodity Timing Strategies. Unpublished working paper. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/24199 | - |
| dc.description.abstract | 本文的目的是在探討高通貨膨脹下，投資人應該如何投資才能規避通貨膨脹風險。 | zh_TW |
| dc.description.provenance | Made available in DSpace on 2021-06-08T05:18:17Z (GMT). No. of bitstreams: 1 ntu-94-R92723020-1.pdf: 1575384 bytes, checksum: 74c92ae1903edb18c1153fbec398ac91 (MD5) Previous issue date: 2005 | en |
| dc.description.tableofcontents | 第一章 緒論 1
第一節 研究動機 1 第二節 研究架構 3 第二章 文獻回顧 4 第一節 相關文獻回顧 4 第二節 相關文獻架構表 12 第三章 實質資產 13 第一節 實質資產的介紹 13 第二節 實質資產的比較 16 第四章 商品期貨 22 第一節 商品期貨的介紹 22 第二節 商品指數的介紹 24 第三節 其他相關商品指數 29 第四節 商品指數的比較 34 第五章 商品指數基金 41 第一節 商品指數基金的介紹與資產管理重點 41 第二節 商品指數基金發行標的之優劣分析 42 第六章 結論 55 附 錄 56 參考文獻 62 | |
| dc.language.iso | zh-TW | |
| dc.subject | 商品 | zh_TW |
| dc.subject | 商品指數型基金 | zh_TW |
| dc.subject | 商品期貨 | zh_TW |
| dc.subject | Commodity | en |
| dc.subject | Commodity index funds | en |
| dc.subject | Commodity futures | en |
| dc.subject | Commodities | en |
| dc.title | 如何降低投資組合之通貨膨脹風險？
以商品指數基金為例 | zh_TW |
| dc.type | Thesis | |
| dc.date.schoolyear | 93-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.coadvisor | 陳業寧 | |
| dc.contributor.oralexamcommittee | 謝承熹,王儷玲 | |
| dc.subject.keyword | 商品,商品期貨,商品指數型基金, | zh_TW |
| dc.subject.keyword | Commodity,Commodities,Commodity futures,Commodity index funds, | en |
| dc.relation.page | 64 | |
| dc.rights.note | 未授權 | |
| dc.date.accepted | 2005-08-01 | |
| dc.contributor.author-college | 管理學院 | zh_TW |
| dc.contributor.author-dept | 財務金融學研究所 | zh_TW |
| 顯示於系所單位： | 財務金融學系 | |
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|---|---|---|---|
| ntu-94-1.pdf 未授權公開取用 | 1.54 MB | Adobe PDF |
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