公務人員退撫基金投資決策管理之研究

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Title:	公務人員退撫基金投資決策管理之研究
Authors:	葉金成;盧銀華
Contributors:	淡江大學會計學系
Keywords:	公務人員退撫基金;投資組合;資產配置;現金流量;Public Service Pension Fund;Portfolio;Assets allocation;Cash glow
Date:	2008-03-14
Issue Date:	2011-10-20 13:30:12 (UTC+8)
Publisher:	銘傳大學
Abstract:	退撫基金的首要目標是在確保基金利害關係人的利益及投資報酬，因此，基金投資績效的優劣，有賴於基金管理決策單位在資產投資組合上做一妥善的管理規劃與運用，使其創造更大的報酬，並延長基金之清償能力，因此，本研究擬以系統動態學之系統思考方法，搜集國內外退休基金之相關研究、理論依據及影響基金在資產配置投資組合上之相關變數，由影響退撫基金之重要變數，建構出一個符合真實環境之退撫基金投資組合管理之決策模型，並藉由系統動態模擬的方式，探討在不同情境下，各種資產投資組合配置比例的不同與其提撥率的調整，對其基金現金流量的影響。 The primary goal of the pension fund is to ensure benefits and capital investment on stakeholders. The comparison of investment performance is base on perfect management and performance of investment portfolio by management and decision department of fund. Then make the most rewards and solvency on fund. The approach will been used by system dynamic approach to gather studies , theories and related variables of assets allocation and portfolio. They are internal and external pension fund studies. Build proper decision model of portfolio management on pension fund and study the difference of assets allocations , portfolio ratios and assessment rate for cash flow effects.
Relation:	銘傳大學2008國際學術研討會：管理組論文集=Proceedings of MCU 2008 International Academic Conference on Management and Innovation，20頁
Appears in Collections:	[Graduate Institute & Department of Accounting] Proceeding

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公務人員退撫基金投資決策管理之研究_中文摘要.docx	摘要	14Kb	Microsoft Word	102	View/Open
公務人員退撫基金投資決策管理之研究_英文摘要.docx	摘要	13Kb	Microsoft Word	72	View/Open

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