淡江大學機構典藏:Item 987654321/75316
English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 62830/95882 (66%)
造訪人次 : 4138434      線上人數 : 353
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/987654321/75316


    題名: Equality investment strategy evaluation during the financial crisis: Using TOPSIS approach
    作者: Chang, Horng-jinh;Chien, Chun-ming;Hsiao, Ching-ya
    貢獻者: 淡江大學管理科學學系
    關鍵詞: Financial crisis;Markowitz;Mean-variance;TOPSIS
    日期: 2011-11
    上傳時間: 2013-06-13 11:26:28 (UTC+8)
    出版者: Lagos: Academic Journals
    摘要: During the financial crisis time, fear has taken over the mood of investors. There are so many uncertainties during a crisis. This time, the financial crisis came with a credit crunch. At such time, the contrarian investors were looking for better investment objectives which may increase profits in the future by mean reversion effect. But how can they be confident that the chosen investment objectives can survive the credit crunch or the crisis. The study addressed a case of a Taiwanese bank selecting an appropriate combination of equalities by Markowitz’s Mean-Variance Method in portfolio management to deal with market risk in the crisis. The Technique for order preference by similarity to ideal solution method (TOPSIS) was also used to deal with credit risk during the credit crunch in this financial crisis. In setting the criteria weight setting and selecting the best strategy, the opinions of experts were fully considered - from bank counselors in academia and the members of the bank asset and liability management committee who are management from the Loan, Business, and Risk management departments, who are all experienced in their professional fields. This study proved that financial institutions could use TOPSIS in-group decision in the investment sector.
    關聯: African Journal of Business Management 5(28), pp.11539-11545
    DOI: 10.5897/AJBM11.2219
    顯示於類別:[管理科學學系暨研究所] 期刊論文

    文件中的檔案:

    檔案 描述 大小格式瀏覽次數
    1993-8233_5(28)p11539-11545.pdf107KbAdobe PDF185檢視/開啟
    index.html0KbHTML25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