淡江大學機構典藏:Item 987654321/100125
English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 64178/96951 (66%)
造訪人次 : 9304681      線上人數 : 213
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/100125


    題名: Valuation and choice of convertible bonds based on MCDM
    作者: Lee, Wen Shiung;Yang, Ya Ting
    貢獻者: 淡江大學企業管理學系
    關鍵詞: valuation;convertible bond;MCDM;ANP;VIKOR;C52;D46
    日期: 2013-03
    上傳時間: 2015-01-28 11:09:11 (UTC+8)
    出版者: Abingdon: Routledge
    摘要: The pricing model of convertible bonds has emerged as an important assessment model for financial investment in recent years. This model suggests that the pricing model of convertible bonds can be decomposed into the Options Pricing Theory and Pure Bonds Theory. Literature in the past did not explain therelative weight and factors affecting these two models. This research is anattempt to explore the unexplained portion of the pricing model of convertiblebonds by adopting Decision-Making Trial and Evaluation Laboratory, Analytic Network Process, and Multiple Criteria Decision-Making of the VlseKriterijumska Optimizacija I Kompromisno Resenje. The model has been referred to three Taiwanese technology firms issuing convertible bonds for verification. The result indicated that the aforementioned two models are inter-affecting each other and in self-regression. Of the eight criteria, conversion price remains the critical factor affecting the pricing of convertible bonds. It was followed by stock price and yield rate. In assessing convertible bonds, the convertible bonds issued by the aforementioned three Taiwanese technology firms were also subject to testing. Convertible bond issue B approximates the expected return rate of the investors the most. It is the most preferable investment option of the convertible bonds issued by the three technology companies.
    關聯: Applied Financial Economics 23(10), pp.861-868
    顯示於類別:[企業管理學系暨研究所] 期刊論文

    文件中的檔案:

    檔案 描述 大小格式瀏覽次數
    index.html0KbHTML352檢視/開啟
    Valuation and choice of convertible bonds based on MCDM.pdf356KbAdobe PDF2檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋