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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 盧秋玲(Chiu-Ling Lu) | |
| dc.contributor.author | Yu-Hsin Wu | en |
| dc.contributor.author | 吳昱昕 | zh_TW |
| dc.date.accessioned | 2022-11-23T09:28:50Z | - |
| dc.date.available | 2021-08-16 | |
| dc.date.available | 2022-11-23T09:28:50Z | - |
| dc.date.copyright | 2021-08-16 | |
| dc.date.issued | 2021 | |
| dc.date.submitted | 2021-07-29 | |
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| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/80150 | - |
| dc.description.abstract | 過去文獻在研究基金流量與績效的單向關聯性時，多著重探討是否存在聰明錢效果－共同基金流量與其未來績效是否存在正向關係。本文旨在研究受共同基金高要素報酬率吸引而引發的流量，與該基金未來績效間是否存在單向反向關係。探討是否會因部分投資人不具備鑑別基金經理人的能力，投資要素報酬率高但經理人能力低的基金，使該基金取得超出其能良好掌控之資產規模，最終因資產規模遞減效應使未來基金績效下降。 本研究以2010 至 2019年國內股票型基金做為樣本，實證結果指出，國內股票型基金並沒有顯著的特定流量對績效的單向反向關係，但本研究發現部分alpha值較低基金，呈現共同基金要素報酬率與未來短期績效負相關情形，推測可能是因為取得過多基金流量使資產規模過大。 | zh_TW |
| dc.description.provenance | Made available in DSpace on 2022-11-23T09:28:50Z (GMT). No. of bitstreams: 1 U0001-3006202109524800.pdf: 4919902 bytes, checksum: a068b79cbad11f7dcb0f497b92b1727f (MD5) Previous issue date: 2021 | en |
| dc.description.tableofcontents | "口試委員會審書.......................................................................i謝詞...............................................................................ii 中文摘要..........................................................................iii 英文摘要...........................................................................iv 第一章 緒論.........................................................................1 第一節 研究背景與動機...............................................................1 第二節 研究目的....................................................................3 第三節 章節架構....................................................................4 第二章 文獻探討.....................................................................5 第一節 基金績效對基金流量影響.......................................................5 第二節 經理人能力的評估.............................................................8 第三節 基金流量對基金績效影響.......................................................10 第三章 研究法.......................................................................16 第一節 研究假說....................................................................16 第二節 研究方法....................................................................16 第四章 實證結果.....................................................................23 第一節 基金績效對基金流量影響.......................................................23 第二節 基金流量對基金績效影響.......................................................28 第五章 結論........................................................................38 參考文獻................................................,..........................40" | |
| dc.language.iso | zh-TW | |
| dc.subject | 要素報酬 | zh_TW |
| dc.subject | 共同基金 | zh_TW |
| dc.subject | 基金流量 | zh_TW |
| dc.subject | 基金績效 | zh_TW |
| dc.subject | 經理人能力 | zh_TW |
| dc.subject | Fund flow | en |
| dc.subject | Factor returns | en |
| dc.subject | Manager skill | en |
| dc.subject | Fund performance | en |
| dc.subject | Mutual Fund | en |
| dc.title | 基金流量對基金績效的影響 | zh_TW |
| dc.title | The impact of fund flow on fund performance | en |
| dc.date.schoolyear | 109-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 莊文議(Hsin-Tsai Liu),沈仰斌(Chih-Yang Tseng) | |
| dc.subject.keyword | 共同基金,基金流量,基金績效,經理人能力,要素報酬, | zh_TW |
| dc.subject.keyword | Mutual Fund,Fund flow,Fund performance,Manager skill,Factor returns, | en |
| dc.relation.page | 43 | |
| dc.identifier.doi | 10.6342/NTU202101210 | |
| dc.rights.note | 同意授權(全球公開) | |
| dc.date.accepted | 2021-07-30 | |
| dc.contributor.author-college | 管理學院 | zh_TW |
| dc.contributor.author-dept | 國際企業學研究所 | zh_TW |
| 顯示於系所單位： | 國際企業學系 | |
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