淡江大學機構典藏:Item 987654321/24535
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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/24535


    Title: 固定提撥費率下退休基金動態資產配置之探討
    Other Titles: A Study on the Dynamic Asset Allocation Strategies of Pension Fund under Fix Contribution Rates
    Authors: 繆震宇;邱顯比
    Contributors: 淡江大學保險學系
    Keywords: 退休基金;動態規劃;資產配置
    Date: 2002-12
    Issue Date: 2013-04-11 14:24:50 (UTC+8)
    Publisher: 臺中市：中興大學企業管理系與財金系
    Abstract: 本文以動態規劃模型探討確定給付制退休基金在不進行提撥費率調整的情形下，極小化清償風險的最適資產配置決策，並以台灣公務人員退撫基金為模擬對象，說明不同的期初基金積儲水準與評估期間對於最適資產配置的影響。主要的結論有：（一）期初基金積儲不足的程度愈高，最適資產配置中股票的比例會愈高，（二）無論期初基金積儲的狀況，透過動態最適資產配置可以使基金長期維持積儲完全的狀態，（三）當基金發生連續的投資虧損時，應該採取更為積極的投資策略，（四）評估期間愈短，投資策略愈保守。
    Relation: 臺灣管理學刊=Taiwan Academy of Management Journal 2(2)，頁77-97
    DOI: 10.6295/TAMJ.2002.0202.05
    Appears in Collections:[Graduate Institute & Department of Insurance Insurance] Journal Article

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