應用系統動態學探討公務人員退撫基金投資組合之研究

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Title:	應用系統動態學探討公務人員退撫基金投資組合之研究
Other Titles:	A Study of Investment Portfolio on the Public Service Pension Fund：Application of the System Dynamics
Authors:	葉金成;劉自強;盧銀華
Contributors:	淡江大學會計學系
Keywords:	系統動態學;公務人員退撫基金;投資組合;資產配置;現金流量;System dynamics;Public service pension fund;Investment portfolio;Assets allocation;Cash flow
Date:	2008-05
Issue Date:	2014-02-12 15:03:24 (UTC+8)
Abstract:	退撫基金的首要目的是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。本研究擬以系統動態學為方法論，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政策實驗室，以系統動態模擬的方式，探討各種資產投資組合配置比例的不同在改變提撥率政策下，對其現金流量的影響。 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. To establish a true environment laboratory policy on the pension fund. A way of the system dynamics to confer varions assets are different from investment portfolio ratios and change policy of the contributory rate impact on the cash flow.
Relation:	2008創業成長營暨企業經營管理學術研討會論文集，9頁
Appears in Collections:	[Graduate Institute & Department of Accounting] Proceeding

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