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研究生: 許駿傑
HUI, CHON-KIT
論文名稱: 共同基金風格飄移:影響與成因
Mutual Fund Style Drift:Influences and Causes
指導教授: 賴慧文
Lai, Hui-Wen
口試委員: 蔡蒔銓
Tsai, Shih-Chuan
張森林
Chung, S. L.
口試日期: 2020/08/17
學位類別: 碩士
Master
系所名稱: 管理研究所
Graduate Institute of Management
論文出版年: 2021
畢業學年度: 109
語文別: 中文
論文頁數: 25
中文關鍵詞: 共同基金風格飄移從眾效應
英文關鍵詞: Mutual Fund, Style Drift, Herding
DOI URL: http://doi.org/10.6345/NTNU202100676
論文種類: 學術論文
相關次數: 點閱:91下載:0
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  • 誌謝 II 摘要 IV 第一章 緒論 1 1.1 研究背景與研究動機 1 1.2 研究目的 3 1.3 研究架構 3 第二章 文獻探討 4 2.1 相關文獻 4 2.1.1 風格分類 4 2.1.2 風格飄移 5 2.1.3 排名、報酬 5 2.1.4 從眾效應 6 2.2 研究假說 7 第三章 研究方法 9 3.1 資料來源 9 3.2 變數定義 11 3.3 研究模型 13 第四章 實證結果 17 4.1 風格飄移程度對報酬之影響 17 4.2 基金報酬、從眾效應對風格飄移程度之影響(總體) 18 第五章 結論 22 參考文獻 23

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