المؤلفون: 黃丞智, Huang, Cheng-Chih

المساهمون: 陳鴻毅, Chen, Hong-Yi

مصطلحات موضوعية: 共同基金, 基金經理人撤換, 經理人教育程度, 經理人任期, mutual funds, fund manager turnover, manager education level, manager tenure

وصف الملف: 768878 bytes; application/pdf

Relation: Adams, J. C., Mansi, S. A., & Nishikawa, T. (2013). Public versus private ownership and fund manager turnover. Financial Management, 42(1), 127-154. Allison, P. D. (2010). Survival analysis using SAS: a practical guide. Sas Institute. Andreu, L., & Puetz, A. (2017). Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior? Journal of Business Research, 75, 138-146. Chevalier, J., & Ellison, G. (1999). Are some mutual fund managers better than others? Cross‐sectional patterns in behavior and performance. The Journal of Finance, 54(3), 875-899. Chevalier, J., & Ellison, G. (1999). Career concerns of mutual fund managers. The Quarterly Journal of Economics, 114(2), 389-432. Clare, A., Sherman, M., O'Sullivan, N., Gao, J., & Zhu, S. (2022). Manager characteristics: Predicting fund performance. International Review of Financial Analysis, 80, 102049. Golec, J. H. (1996). The effects of mutual fund managers' characteristics on their portfolio performance, risk and fees. Financial Services Review, 5(2), 133-147. Gottesman, A., & Morey, M. R. (2006). Does a better education make for better managers? An empirical examination of CEO educational quality and firm performance. An Empirical Examination of CEO Educational Quality and Firm Performance (April 21, 2006). Pace University Finance Research Paper, (2004/03). Gottesman, A. A., & Morey, M. R. (2006). Manager education and mutual fund performance. Journal of Empirical Finance, 13(2), 145-182. 23 Hu, F., Hall, A., & Harvey, C., 2000. Promotion or demotion? An empirical investigation of the determinants of top mutual fund manager change. Unpublished working paper, Duke University. Hu, P., Kale, J. R., Pagani, M., & Subramanian, A. (2011). Fund flows, performance, managerial career concerns, and risk taking. Management Science, 57(4), 628- 646. Kim, Y. U. (2011). Speed of CEO dismissal: An attribution-based model of when boards of director fire CEOs in response to performance downturn. Unpublished working paper, University of North Carolina Chapel Hill. Kostovetsky, L., & Warner, J. B. (2015). You’re fired! New evidence on portfolio manager turnover and performance. Journal of Financial and Quantitative Analysis, 50(4), 729-755. Khorana, A. (1996). Top management turnover an empirical investigation of mutual fund managers. Journal of Financial Economics, 40(3), 403-427. Khorana, A. (2001). Performance changes following top management turnover: Evidence from open-end mutual funds. Journal of Financial and Quantitative Analysis, 36(3), 371-393.; G0111357023; https://nccur.lib.nccu.edu.tw//handle/140.119/152725; https://nccur.lib.nccu.edu.tw/bitstream/140.119/152725/1/702301.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/152725
https://nccur.lib.nccu.edu.tw/bitstream/140.119/152725/1/702301.pdf

المؤلفون: 黃麒軒, Huang, Chi-Syuan

المساهمون: 陳鴻毅, Chen, Hong-Yi

مصطلحات موضوعية: 共同基金, 基金績效, 基金經理人學歷, 基金經理人資歷, Mutual fund, Fund performance, Fund manager’s education, Fund manager’s experience

وصف الملف: 1090433 bytes; application/pdf

Relation: Agarwal, V., Ma, L., & Mullally, K. (2023). Managerial multitasking in the mutual fund industry. Financial Analysts Journal, 79(2), 65-75. Carhart, M. (1997). On persistence in mutual fund performance. The Journal of Finance, 52(1), 57-82. Chen, J., Hong, H., Huang, M., & Kubik, J. (2004). Does fund size erode mutual fund performance? The role of liquidity and organization. American Economic Review, 94(5), 1276-1302. Chen, J., Xie, L., & Zhou, S. (2020). Managerial multi-tasking, team diversity, and mutual fund performance. Journal of Corporate Finance, 65, 101766. Chevalier, J., & Ellison, G. (1999a). Are some mutual fund managers better than others? Cross‐sectional patterns in behavior and performance. The Journal of Finance, 54(3), 875-899. Clare, A., Sherman, M., O’Sullivan, N., Gao, J., & Zhu, S. (2022). Manager characteristics: Predicting fund performance. International Review of Financial Analysis, 80, 102049. Costa, B., Jakob, K., & Porter, G. (2006). Mutual fund performance and changing market trends 1990-2001: Does manager experience matter? Journal of Investing, 15(2), 79-86. Cuthbertson, K., Nitzsche, D., & O’Sullivan, N. (2010). Mutual fund performance: Measurement and Evidence 1. Financial Markets, Institutions & Instruments, 19(2), 95-187. Domingues, C., Moutinho, V., Santomil, P., & González, L. (2023). Does team size and tenure matter for European pension funds? Applied Economics, 1-12. Gottesman, A., & Morey, M. (2006). Manager education and mutual fund performance. Journal of Empirical Finance, 13(2), 145-182. Hu, J., Yu, H., & Wang, Y. (2012). Manager attributes and fund performance: evidence from Taiwan. Journal of Applied Finance and Banking, 2(4), 85-101. King, T., Srivastav, A., & Williams, J. (2016). What's in an education? Implications of CEO education for bank performance. Journal of Corporate Finance, 37, 287-308. Porter, G., & Trifts, J. (2012). The best mutual fund managers: testing the impact of experience using a survivorship bias free dataset. Journal of Applied Finance (Formerly Financial Practice and Education), 22(1). 104-117. Saidu, S. (2019). CEO characteristics and firm performance: focus on origin, education and ownership. Journal of Global Entrepreneurship Research, 9(29), 1-15. Sharpe, W. (1966). Mutual fund performance. The Journal of Business, 39(1), 119-138. Switzer, L., & Huang, Y. (2007). How does human capital affect the performance of small and mid‐cap mutual funds? Journal of Intellectual Capital, 8(4), 666-681. Wermers, R. (2003). Is money really ‘smart’? New evidence on the relation between mutual fund flows, manager behavior, and performance persistence. Unpublished working paper. University of Maryland.; G0111357022; https://nccur.lib.nccu.edu.tw//handle/140.119/152724; https://nccur.lib.nccu.edu.tw/bitstream/140.119/152724/1/702201.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/152724
https://nccur.lib.nccu.edu.tw/bitstream/140.119/152724/1/702201.pdf

المؤلفون: 歐政彣, OU,CHENG,WEN, OU, CHENG,WEN

المساهمون: 劉慧雯

مصطلحات موضوعية: 知覺風險, 共同基金品牌選擇, 網路媒體消息, Perceived Risks, Mutual Fund Brand Selection, Online Media Messages

وصف الملف: 1783129 bytes; application/pdf

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(2017). Investment awareness among young generation. International Conference on Business and Management Research, ICBMR 2017 , 126-135. Ainia, N. S. N., & Lutfi, L. (2019). The influence of risk perception, risk tolerance, overconfidence, and loss aversion towards investment decision making. Journal of Economics, Business, & Accountancy Ventura, 21(3), 401-413. Arbouw, P., Ballantine, P. W., & Ozanne, L. K. (2019). Sustainable brand image: An examination of ad–brand incongruence. Marketing intelligence & planning, 37(5), 513-526. Arfi, W. B., Nasr, I. B., Khvatova, T., & Zaied, Y. B. (2021). Understanding acceptance of eHealthcare by IoT natives and IoT immigrants: An integrated model of UTAUT, perceived risk, and financial cost. Technological Forecasting and Social Change, 163, 120437. Bilgin, Y. (2018). The effect of social media marketing activities on brand awareness, brand image and brand loyalty. Business & management studies: an international journal, 6(1), 128-148. Busse, J. 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الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/150228
https://nccur.lib.nccu.edu.tw/bitstream/140.119/150228/1/100901.pdf

المؤلفون: 呂學靖, Lu, Hsueh-Ching

المساهمون: 林建秀 岳夢蘭, Ling, Chien-Hsiu Yueh, Meng-Lan

مصطلحات موضوعية: 公司債共同基金, 投資者情緒, 情緒擇時, 基金特徵, Corporate bond mutual funds, Investor sentiment, Sentiment timing, Fund characteristics

وصف الملف: 1118967 bytes; application/pdf

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Fundamental economic variables, expected returns, and bond fund performance. The Journal of finance, 50(4), 1229-1256.\nElton, E. J., Gruber, M. J., & Blake, C. R. (2012). An examination of mutual fund timing ability using monthly holdings data. Review of Finance, 16(3), 619-645.\nErlwein-Sayer, C. (2018). Macroeconomic news sentiment: Enhanced risk assessment for sovereign bonds. Risks, 6(4), 141.\nFama, E. F., & French, K. R. (1992). The cross‐section of expected stock returns. The Journal of finance, 47(2), 427-465.\nFama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3-56.\nFerson, W., Henry, T. R., & Kisgen, D. J. (2006). Evaluating government bond fund performance with stochastic discount factors. The Review of Financial Studies, 19(2), 423-455.\nFerson, W., & Khang, K. (2002). Conditional performance measurement using portfolio weights: Evidence for pension funds. Journal of Financial Economics, 65(2), 249-282.\nFerson, W. E., & Schadt, R. W. (1996). Measuring fund strategy and performance in changing economic conditions. The Journal of finance, 51(2), 425-461.\nGotthelf, N., & Uhl, M. W. (2018). Investing in US 10-Year Yields with News Sentiment. The Journal of Investing, 27(4), 43-46.\nGotthelf, N., & Uhl, M. W. (2019). News sentiment: A new yield curve factor. Journal of Behavioral Finance, 20(1), 31-41.\nGraham, J. R., & Harvey, C. R. (1996). Market timing ability and volatility implied in investment newsletters` asset allocation recommendations. Journal of Financial Economics, 42(3), 397-421.\nGriffin, J. M., Harris, J. H., Shu, T., & Topaloglu, S. (2011). Who drove and burst the tech bubble? The Journal of finance, 66(4), 1251-1290.\nGuo, X., Lin, H., Wu, C., & Zhou, G. (2018). Investor sentiment and the cross-section of corporate bond returns. SSRN Electronic Journal. Retrieved from https://doi.org/10.2139/ssrn.3223846\nHenriksson, R. D., & Merton, R. C. (1981). On market timing and investment performance. II. Statistical procedures for evaluating forecasting skills. Journal of business, 513-533.\nHouweling, P., & Van Zundert, J. (2017). Factor investing in the corporate bond market. Financial Analysts Journal, 73(2), 100-115.\nHuang, J.-Z., Rossi, M., & Wang, Y. (2015). Sentiment and corporate bond valuations before and after the onset of the credit crisis. The Journal of Fixed Income, 25(1), 34-57.\nHuang, J.-Z., & Wang, Y. (2014). Timing ability of government bond fund managers: Evidence from portfolio holdings. Management Science, 60(8), 2091-2109.\nIslam, M. A. (2021). Investor sentiment in the equity market and investments in corporate-bond funds. International Review of Financial Analysis, 78, 101898.\nJiang, G. J., Yao, T., & Yu, T. (2007). Do mutual funds time the market? Evidence from portfolio holdings. Journal of Financial Economics, 86(3), 724-758.\nJiang, W. (2003). A nonparametric test of market timing. Journal of Empirical Finance, 10(4), 399-425.\nKosowski, R., Timmermann, A., Wermers, R., & White, H. (2006). Can mutual fund “stars” really pick stocks? New evidence from a bootstrap analysis. The Journal of finance, 61(6), 2551-2595.\nLópez-Salido, D., Stein, J. C., & Zakrajšek, E. (2017). Credit-market sentiment and the business cycle. The Quarterly Journal of Economics, 132(3), 1373-1426.\nLaborda, R., & Olmo, J. (2014). Investor sentiment and bond risk premia. Journal of Financial Markets, 18, 206-233.\nLi, J.-H., You, C.-F., & Huang, C.-S. (2020). Do Mutual Fund Managers Time Market Sentiment? International Journal of Financial Research, 11(5), 527-537.\nMassa, M., & Yadav, V. (2015). Investor sentiment and mutual fund strategies. Journal of Financial and Quantitative Analysis, 50(4), 699-727.\nMerton, R. C. (1974). On the pricing of corporate debt: The risk structure of interest rates. The Journal of finance, 29(2), 449-470.\nMoneta, F. (2015). Measuring bond mutual fund performance with portfolio characteristics. Journal of Empirical Finance, 33, 223-242.\nNayak, S. (2010). Investor sentiment and corporate bond yield spreads. Review of Behavioural Finance, 2(2), 59-80.\nShanken, J. (1990). Intertemporal asset pricing: An empirical investigation. Journal of Econometrics, 45(1-2), 99-120.\nTreynor, J., & Mazuy, K. (1966). Can mutual funds outguess the market. Harvard business review, 44(4), 131-136.\nWermers, R. (2000). Mutual fund performance: An empirical decomposition into stock‐picking talent, style, transactions costs, and expenses. The Journal of finance, 55(4), 1655-1695.\nZheng, Y., Osmer, E., & Zhang, R. (2018). Sentiment hedging: How hedge funds adjust their exposure to market sentiment. Journal of Banking & Finance, 88, 147-160.\nZheng, Y., Osmer, E., & Zheng, L. (2020). Can mutual funds time investor sentiment? Review of Quantitative Finance and Accounting, 54, 1449-1486.; G0109352004; https://nccur.lib.nccu.edu.tw//handle/140.119/145849; https://nccur.lib.nccu.edu.tw/bitstream/140.119/145849/1/200401.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/145849
https://nccur.lib.nccu.edu.tw/bitstream/140.119/145849/1/200401.pdf

المؤلفون: 黃智偉, Huang, Chih-Wei

المساهمون: 黃正忠 王儷玲, Huang, Niven C.C. Wang, Li-Ling

مصطلحات موضوعية: 永續金融揭露規範, 環境社會公司治理, 永續投資, 共同基金, 漂綠, SFDR, ESG, Sustainable Investment, Mutual Fund, Greenwashing

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Relation: 林盈秀 (2021)，歐盟祭三項規範剷除漂綠金融產品-台版永續分類標準上路後企業該如何因應?，台達電子文教基金會。\n檢自http://www.delta-foundation.org.tw/blogdetail/3186 (22. Sep.2021).\n\n中華民國證券投資信託暨顧問同業公會 (2022)，共同基金銷售關鍵資訊-熟知KYC、KYP，與客戶共贏手冊，Page10-13。\n\n中華民國證券投資信託暨顧問同業公會 (2021)，境內外基金各項資料。\n檢自http:// SITCA (31. Dec.2021)\n\n元大投信 (2022)，元大台灣ESG永續ETF基金2022年5月月報。\n\n王儷玲 (2020)，高穩定兼永續性 退休理財的新選擇ESG投資，錢雜誌。\n檢自http://高穩定兼永續性 退休理財的新選擇ESG投資- Money錢雜誌 (moneynet.com.tw) (24. Sep.2020).\n\n王儷玲 (2022)，ESG投資讓永續與獲利雙贏，Smart自學網。\n檢自http://ESG投資讓獲利與永續雙贏- Smart自學網-財經好讀-保險-達人開講- (退休金,ESG,綠色債券) (businessweekly.com.tw) (1. March.2022)\n\n王儷玲 (2022)，拒當通膨升息下的「下流老人」，退休理財再進化，ESG永續投資成為世界新顯學，錢雜誌。\n檢自http://拒當通膨升息下的「下流老人」！退休理財再進化，ESG永續投資成世界新顯學-Money錢雜誌 (moneynet.com.tw) (1. March.2022)\n\n台灣指數公司 (2022)，指數看板-台灣永續指數。\n檢自http://www.taiwanindex.com.tw/index/index/F4GTTE\n\n台灣證券交易所公司治理中心 (2022)，盡職治理守則。\n檢自http:// TWSE公司治理中心\n\n法銀巴黎投顧 (2022)，公開說明書-永續投資政策，Page19-20。\n\n金融監督管理委員會 (2021)，ESG相關主題投信基金之資訊揭露事項審查監理原則。檢自http://證券暨期貨法令判解查詢系統 (selaw.com.tw)\n\n國立台北大學企業永續發展研究中心(2021)，台灣永續投資調查。\n\n基金資訊觀測站 (2022)，環境、社會及治理基金專區(ESG基金專區)。\n檢自http:// ESG基金專區 (fundclear.com.tw) (30.Jun. 2022).\n\n黃志典，金融案例評析-境外基金總代理制的意義，黃志典教授個人網頁。\n\n黃帥升 (2021)，歐盟永續金融揭露規範(SFDR)之內涵與衝擊因應，會計研究月刊第427期。Page72。\n\n楊曉文 (2021)，訂定我國投信事業ESG揭露相關規範暨投信事業ESG投資與風險管理作業流程實務指引，中華民國證券投資信託暨顧問商業同業公會。\n\n廖淑君 (2021)，從歐盟金融服務永續揭露要求看我國永續金融之推動，中華財金中華財金法學會。\n檢自http:// 法源法律網-法學論著-法學期刊-財金法學研究第4卷第2期 (2021.08)-從歐盟金融服務永續揭露要求看我國永續金融之推動（Lessons from Requirements on Sustainability Disclosure in Financial Service Sector in EU on the Development of Sustainable Finance in Taiwan） (lawbank.com.tw) (Aug. 2021)\n\n證券櫃檯買賣中心 (2022)，永續發展債券資訊。\n檢自http:// 證券櫃檯買賣中心永續發展債券 (tpex.org.tw)\n\n參考文獻-(英文)\nArendt & Medernach SA (2022)，SFDR Level II- European Commission Publishes final draft RTS. http:// SFDR level II – European Commission publishes final draft RTS (arendt.com)\n\nBNP Paribas Asset Management (2020)，ESG Integration Guildlines.\nBNP Paribas Asset Management (2021)，SFDR.\nBNP Paribas Asset Management (2021)，ESG Scoring Framework.\nBNP Paribas Asset Management (2021)，Responsible Business Conduct Policy.\nBNP Paribas Asset Management (2021)，Voting Report year 2021.\nBNP Paribas Asset Management (2022)，Global Sustainability Strategy.\nBNP Paribas Asset Management (2022)，Stewardship Policy.\n\nCary Springfield (2021) ，What is the Sustainable Finance Disclosure Regulation? ，International Banker. https:// What Is the Sustainable Finance Disclosure Regulation? (internationalbanker.com)\n\nEuropean Commission (2022)，EU Taxonomy for sustainable activities- What the EU is doing to create EU-wide classification system for Sustainable activities.\n\nEuropean Union Law (2020)， Regulation (EU) 2020/852 of the European Parliament and of the Council of 18 June 2020 on the establishment of a framework to facilitate sustainable investment, and amending Regulation (EU) 2019/2088.\n\nEuropean Union Law (2021)，Regulation (EU) 2019/2088 of the European Parliament and of the Council of 27 November 2019 on sustainability‐related disclosures in the financial services sector.\n\nGlobal Sustainable Investment Alliance (2021)，Global Sustainable Investment Review 2020.\n\nJ.P. Morgan Asset Management (2021) ，Explaining the European Union Sustainable Finance Disclosure Regulation (EU SFDR). https://Understanding-SFDR %7C J.P. Morgan Asset Management (jpmorgan.com)\n\nKeystone Market Research (2021)- 4Q/2021 Taiwan Offshore Funds Quarterly Review.\n\nMichelle Adcock (2021)，Sustainability disclosure requirements increase，KPMG Global. https://Sustainability disclosure requirements increase - KPMG Global (home.kpmg)\n\nMichelle Winters (2021)，SFDR:What it means for ESG，CONSERVICE ESG. https://The basics of SFDR and what it means for ESG %7C Goby (gobyinc.com)\n\nMorningstar (2022)，Global Sustainable Fund Flow: Q4 2021 in Review.\nMorningstar (2022)，SFDR Article 8 and Article 9 Funds: 2021 in Review.\n\nPhilipp Krueger, Zacharias Sautner, Dragon Yongjun Tang, Rul Zhong (2021)，The Effects of Mandatory ESG Disclosure around the World，Global Research Alliance for Sustainable Finance and Investment (GRASFI).\n\nPwC Belgium (2021)，The Sustainable Finance Disclosure Regulation. https://Sustainable Finance Disclosure Regulation (SFDR) %7C PwC Belgium\n\nRegulatory Technical Standard (2022)，Final Report on draft.\n\nTheo Andrew (2021)，European Union delays SFDR ‘level 2’ until January 2023，ETF STREAM. https:// European Union delays SFDR ‘level 2’ until January 2023 (etfstream.com); G0108932125; https://nccur.lib.nccu.edu.tw//handle/140.119/141584; https://nccur.lib.nccu.edu.tw/bitstream/140.119/141584/1/212501.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/141584
https://doi.org/10.6814/NCCU202201163
https://nccur.lib.nccu.edu.tw/bitstream/140.119/141584/1/212501.pdf

المؤلفون: 謝承劭, Hsieh, Cheng-Shao

المساهمون: 陳鴻毅, Chen, Hong-Yi

مصطلحات موضوعية: 共同基金競爭, 社會責任投資基金, 基金經理人撤換, Fund competition, SRI fund, Fund manager turnover

وصف الملف: 1188579 bytes; application/pdf

Relation: Adrianto, F., E. Chen, and J. C. How, 2019. Spillover effects in SRI fund families. Working paper. Available at SSRN: https://ssrn.com/abstract=3311876\nBenson, K. L., and J. E. Humphrey, 2008. Socially responsible investment funds: Investor reaction to current and past returns. Journal of Banking & Finance 32(9), 1850–1859.\nChan, L. K. C., H. Chen, and J. Lakonishok, 2002. On mutual fund investment styles. Review of Financial Studies 15(5), 1407–1437.\nChan, L. K. C., S. G. Dimmock, and J. Lakonishok, 2009. Benchmarking money manager performance: Issues and evidence. Review of Financial Studies 22(11), 4553–4599.\nDaniel, K., and S. Titman, 2006. Market reactions to tangible and intangible information. Journal of Finance, 61(4), 1605–1643.\nDolvin, S., J. Fulkerson, and A. Krukover, 2019. Do “good guys” finish Last? The Relationship between Morningstar Sustainability Ratings and Mutual Fund Performance. The Journal of Investing ESG Special Issue 28(2), 77–91.\nGhoul, S. E., and A. Karoui, 2017. Does corporate social responsibility affect mutual fund performance and flows? Journal of Banking & Finance 77, 53–63.\nGrinblatt, M., S. Titman, and R. Wermer, 1995. Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior. American Economic Review 66, 47–68.\nHoberg, G., N. Kumar, and N. Prabhala, 2018. Mutual fund competition, managerial skill, and alpha persistence. Review of Financial Studies 31(5), 1896–1929.\nKempf, A., P. Osthoff, 2008. SRI funds: Nomen est omen. Journal of Business Finance & Accounting 35(9-10), 1276–1294.\nKhorana, A., 1996. Top Management turnover: An empirical investigation of mutual fund managers. Journal of Financial Economics 40(3), 403–427.\nKostovetsky, L., 2017. Brain drain: Are mutual funds losing their best minds? Quarterly Journal of Finance 7(03), 1750009.\nKostovetsky, L., and J. B. Warner, 2015. You’re fired! New evidence on portfolio manager turnover and performance. Journal of Financial and Quantitative Analysis 50(4), 729–755.\nSensoy, B. A., 2009. Performance evaluation and self-designated benchmark indexes in the mutual fund industry. Journal of Financial Economics 92(1), 25–39.\nSharpe, W. F., 1988. Determining a fund’s effective asset mix. Investment Management Review 2(6), 59–69.\nSirri, E. R., and P. Tufano, 1998. Costly search and mutual fund flows. Journal of Finance 53(5), 1589–1622.\nWahal, S. and Y. Wang, 2011. Competition among mutual funds. Journal of Financial Economics 99(1), 41–59.; G0109357023; https://nccur.lib.nccu.edu.tw//handle/140.119/141024; https://nccur.lib.nccu.edu.tw/bitstream/140.119/141024/1/702301.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/141024
https://doi.org/10.6814/NCCU202200730
https://nccur.lib.nccu.edu.tw/bitstream/140.119/141024/1/702301.pdf

المؤلفون: 陳鈺中, Chen, Yu-Chung

المساهمون: 陳鴻毅, Chen, Hong-Yi

مصطلحات موضوعية: 共同基金, 同儕壓力, 基金經理人, 基金經理人撤換, 明星基金, Mutual fund, Peer pressure, Mutual fund manager, Fund manager turnover, Star funds

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Relation: Brown, D. P., & Wu, Y. (2016). Mutual fund flows and cross‐fund learning within families. The Journal of Finance, 71(1), 383-424.\nBrown, K. C., Harlow, W. V., & Starks, L. T. (1996). Of tournaments and temptations: An analysis of managerial incentives in the mutual fund industry. The Journal of Finance, 51(1), 85-110.\nHu, P., Kale, J. R., Pagani, M., & Subramanian, A. (2011). Fund flows, performance, managerial career concerns, and risk taking. Management Science, 57(4), 628-646.\nInvestment Company Institute. (2022). 2022 Investment company fact book, a review of trends and activities in the U.S. investment company industry. Retrieved from https://www.icifactbook.org/\nKempf, A., & Ruenzi, S. (2008). Tournaments in mutual-fund families. The Review of Financial Studies, 21(2), 1013-1036.\nKhorana, A. (1996). Top management turnover an empirical investigation of mutual fund managers. Journal of Financial Economics, 40(3), 403-427.\nKhorana, A., & Servaes, H. (2004). Conflicts of interest and competition in the mutual fund industry. Available at SSRN 240596.\nKostovetsky, L., & Warner, J. B. (2015). You’re fired! New evidence on portfolio manager turnover and performance. Journal of Financial and Quantitative Analysis, 50(4), 729-755.\nNanda, V., Wang, Z. J., & Zheng, L. (2004). Family values and the star phenomenon: Strategies of mutual fund families. The Review of Financial Studies, 17(3), 667-698.\nSirri, E. R., & Tufano, P. (1998). Costly search and mutual fund flows. The Journal of Finance, 53(5), 1589-1622.\nZhao, X. (2005). Exit decisions in the US mutual fund industry. The Journal of Business, 78(4), 1365-1402.; G0109357016; https://nccur.lib.nccu.edu.tw//handle/140.119/140588; https://nccur.lib.nccu.edu.tw/bitstream/140.119/140588/1/701601.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/140588
https://doi.org/10.6814/NCCU202200598
https://nccur.lib.nccu.edu.tw/bitstream/140.119/140588/1/701601.pdf

المؤلفون: 蔡宜蓁, Tsai, Yi-Chen

المساهمون: 鍾令德

مصطلحات موضوعية: 共同基金, 價值衡量, 基金經理人, 基金規模, 散戶投資人報酬, Mutual fund, Value creation metric, Fund manager, Asset under management, Individual investors

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Relation: 何幸，1997，國內共同基金績效評估及持續性之研究，碩士論文，國立成功大學會計學系。\n邱永和、陳玉涓、陳素緞、陳剴夫，2008，國內共同基金之績效評估，會計學報1，29–52。\n高蘭芬、陳安琳、余育欣、盧正壽，2007，運氣好或操作策略好？－拔靴法下共同基金之績效衡量，管理與系統14，341–358。\n游吉盛，1998，國內共同基金績效評估之研究，碩士論文，國立中興大學企業管理學系。\nBarber, Brad M., Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean, 2008, Just how much do individual investors lose by trading?, The Review of Financial Studies 22, 609–632.\nBarber, Brad M., Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean, 2014, The cross-section of speculator skill: Evidence from day trading, Journal of Financial Markets 18, 1–24.\nBerk, Jonathan B., and Richard C. Green, 2004, Mutual fund flows and performance in rational markets, Journal of Political Economy 112, 1269–1295.\nBerk, Jonathan B., and Jules H. van Binsbergen, 2015, Measuring skill in the mutual fund industry, Journal of Financial Economics 118, 1–20.\nBollen, Nicolas P. B., and Jeffrey A. Busse, 2004, Short-term persistence in mutual fund performance, The Review of Financial Studies 18, 569–597.\nCarhart, Mark M., 1997, On persistence in mutual fund performance, The Journal of Finance 52, 57–82.\nElton, Edwin J., Martin J. Gruber, and Christopher R. Blake, 1996, The persistence of risk-adjusted mutual fund performance, Journal of Business 133–157.\nFama, Eugene F., 1970, Efficient capital markets: A review of theory and empirical work, The Journal of Finance 25, 383–417.\nFama, Eugene F., and Kenneth R. French, 2010, Luck versus skill in the cross-section of mutual fund returns, The Journal of Finance 65, 1915–1947.\nHendricks, Darryll, Jayendu Patel, and Richard Zeckhauser, 1993, Hot hands in mutual funds: Short-run persistence of relative performance, 1974–1988, The Journal of Finance 48, 93–130.\nHo, Chi Ming, 2011, Does overconfidence harm individual investors? An empirical analysis of the Taiwanese market, Asia-Pacific Journal of Financial Studies 40, 658–682.\nJensen, Michael C., 1968, The performance of mutual funds in the period 1945-1964, The Journal of Finance 23, 389–416.\nKosowski, Robert, Allan Timmermann, Russ Wermers, and Hal White, 2006, Can mutual fund “stars” really pick stocks? new evidence from a bootstrap analysis, The Journal of Finance 61, 2551–2595.\nSharpe, William F., 1966, Mutual fund performance, The Journal of Business 39, 119–138.\nTreynor, Jack, 1965, How to rate management of investment funds, Harvard Business Review 43, 63–75.; G0109351001; https://nccur.lib.nccu.edu.tw//handle/140.119/140546; https://nccur.lib.nccu.edu.tw/bitstream/140.119/140546/1/100101.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/140546
https://doi.org/10.6814/NCCU202200572
https://nccur.lib.nccu.edu.tw/bitstream/140.119/140546/1/100101.pdf

المؤلفون: 許駿傑, HUI, CHON-KIT

المساهمون: 賴慧文, Lai, Hui-Wen

مصطلحات موضوعية: 共同基金, 風格飄移, 從眾效應, Mutual Fund, Style Drift, Herding

Relation: 60655021O-39255; https://etds.lib.ntnu.edu.tw/thesis/detail/43e89ef15cf39aefa744ed9bfc68b52a/; http://rportal.lib.ntnu.edu.tw/handle/20.500.12235/118335

الاتاحة: http://rportal.lib.ntnu.edu.tw/handle/20.500.12235/118335
https://hdl.handle.net/20.500.12235/118335
https://etds.lib.ntnu.edu.tw/thesis/detail/43e89ef15cf39aefa744ed9bfc68b52a/

المؤلفون: 陳怡璇, CHEN, YI-HSUAN

المساهمون: 財務金融學系

مصطلحات موضوعية: 共同基金, 單筆投資, 定期定額, 夏普指標, 索提諾指標, 風險收益等級, mutual funds, lump-sum investing, dollar-cost averaging, Sharpe index, Sortino index, risk-return level

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Relation: http://asiair.asia.edu.tw/ir/handle/310904400/113573; http://asiair.asia.edu.tw/ir/bitstream/310904400/113573/1/index.html

الاتاحة: http://asiair.asia.edu.tw/ir/handle/310904400/113573
http://asiair.asia.edu.tw/ir/bitstream/310904400/113573/1/index.html

المؤلفون: 吳宜靜 Yi-Ching Wu, 林哲楊 Che-Yang Lin, 彭金堂 Jin-Tang Peng

المساهمون: 元培科技大學醫事科技學院

مصطلحات موضوعية: 共同基金、投信公司、夏普指標、風險值、羅吉斯、基金管理團隊

Relation: http://120.106.195.12/handle/310904600Q/6992

الاتاحة: http://120.106.195.12/handle/310904600Q/6992

المؤلفون: 冯旭南, 李心愉

المساهمون: 上海大学, 北京大学

المصدر: 万方

مصطلحات موضوعية: 共同基金 选股能力 IPO

Relation: 第九届中国金融学年会论文集浙江工商大学.; 1199403; http://hdl.handle.net/20.500.11897/280630

الاتاحة: https://hdl.handle.net/20.500.11897/280630

المؤلفون: 陳肇鴻, Chen, Christopher Chao-Hung

مصطلحات موضوعية: 實證研究, 法律風險, 訴訟風險, 投資糾紛, 共同基金, 連動債, 信託, 銀行, 金融消費者保護法, Empirical Study, Legal Risk, Investment Disputes, Retail Investment Products, Mutual Fund, Structured Note, Trust, Bank, Financial Consumer Protection, droit, eco

Relation: http://nccur.lib.nccu.edu.tw/bitstream/140.119/114417/1/141-3.pdf; http://nccur.lib.nccu.edu.tw//handle/140.119/114417

الاتاحة: http://nccur.lib.nccu.edu.tw/bitstream/140.119/114417/1/141-3.pdf
http://nccur.lib.nccu.edu.tw//handle/140.119/114417

المؤلفون: 陳東和, 黃謙順

المساهمون: 資訊管理學系

مصطلحات موضوعية: 資料探勘, 共同基金, 市場區隔, 叢集分析, 決策樹

Relation: 2008 知識社群與系統發展研討會; http://ir.lib.pccu.edu.tw//handle/987654321/27184

الاتاحة: http://ir.lib.pccu.edu.tw//handle/987654321/27184

المؤلفون: 孔高文, 刘莎莎, 孔东民

المساهمون: 暨南大学管理学院, 北京大学光华管理学院, 华中科技大学经济学院金融系

المصدر: 知网

مصطلحات موضوعية: 机构投资者, 共同基金, 博彩, 绩效

Relation: 投资研究.2014,(10),87-103.; 938726; http://hdl.handle.net/20.500.11897/246015

الاتاحة: https://hdl.handle.net/20.500.11897/246015

المؤلفون: Chang, Chun-Pin, Hsu, Yen-Shan, 張俊評, 徐燕山

المساهمون: 財管系

مصطلحات موضوعية: 實質消費, 共同基金定理, 完全規避通膨風險債券資產, Real Consumption, Mutual Fund Theorem, Inflation-indexed Securities

وصف الملف: 4841832 bytes; application/pdf

Relation: 經濟研究, 49(2), 297-356; https://nccur.lib.nccu.edu.tw//handle/140.119/78489; https://nccur.lib.nccu.edu.tw/bitstream/140.119/78489/1/297-356.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/78489
https://nccur.lib.nccu.edu.tw/bitstream/140.119/78489/1/297-356.pdf

المؤلفون: Chang,Shih-Chieh, Hwang,Ya-Wen, 張士傑, 黃雅文

المساهمون: 風管系

مصطلحات موضوعية: Minimum Guarantee, CRRA, Mutual Fund, Hedging Demand, Risk Aversion, 收益保證, 共同基金, 避險需求, 風險規避

وصف الملف: 474 bytes; text/html

Relation: 證券市場發展季刊, 22(1), 73-104; https://nccur.lib.nccu.edu.tw//handle/140.119/64612; https://nccur.lib.nccu.edu.tw/bitstream/140.119/64612/1/index.html

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/64612
https://nccur.lib.nccu.edu.tw/bitstream/140.119/64612/1/index.html

المؤلفون: 鄭逸宣, CHENG, YI-HSUAN

المساهمون: 財務金融學系

مصطلحات موضوعية: 台灣共同基金, 動能策略, 恐慌指數, 預測誤差, Taiwan Mutual Fund, Momentum, VIX, Forecast Error, eco, manag

Relation: http://asiair.asia.edu.tw/ir/handle/310904400/113882

الاتاحة: http://asiair.asia.edu.tw/ir/handle/310904400/113882

المؤلفون: 魏旻萱, Wei, Min-Xuan

المساهمون: 陳鴻毅, Chen, Hong-Yi

مصطلحات موضوعية: ESG, ESG分數, 共同基金, ESG score, mutual funds

وصف الملف: 1441604 bytes; application/pdf

Relation: Alda, M. (2020). ESG fund scores in UK SRI and conventional pension funds: Are the ESG concerns of the SRI niche affecting the conventional mainstream? Finance Research Letters, 36, 101313.\nBenson, K. L., & Humphrey, J. E. (2008). Socially responsible investment funds: Investor reaction to current and past returns. Journal of Banking & Finance, 32(9), 1850-1859.\nBollen, N. P. (2007). Mutual fund attributes and investor behavior. Journal of Financial and Quantitative Analysis, 42, 683-708.\nDerwall, J., Koedijk, K., & Ter Horst, J. (2011). A tale of values-driven and profit-seeking social investors. Journal of Banking & Finance, 35(8), 2137-2147.\nDiouf, D., & Hebb, T. (2016). Exploring factors that influence social retail investors’ decisions: Evidence from Desjardins fund. Journal of Business Ethics, 134(1), 45-67.\nDurán-Santomil, P., Otero-González, L., Correia-Domingues, R. H., & Reboredo, J. C. (2019). Does sustainability score impact mutual fund performance? Sustainability, 11(10), 2972.\nDíaz, V., Ibrushi, D., & Zhao, J. (2021). Reconsidering systematic factors during the Covid-19 pandemic–The rising importance of ESG. Finance Research Letters, 38, 101870.\nFilbeck, A., Filbeck, G., & Zhao, X. (2019). Performance assessment of firms following sustainalytics ESG principles. The Journal of Investing, 28(2), 7-20.\nFriede, G., Busch, T., & Bassen, A. (2015). ESG and financial performance: aggregated evidence from more than 2000 empirical studies. Journal of Sustainable Finance & Investment, 5(4), 210-233.\nInnes, R., & Sam, A. G. (2008). Voluntary pollution reductions and the enforcement of environmental law: An empirical study of the 33/50 program. The Journal of Law and Economics, 51(2), 271-296.\nMallin, C. A., Saadouni, B., & Briston, R. J. (1995). The financial performance of ethical investment funds. Journal of Business Finance and Accounting, 22, 483-483.\nNofsinger, J., & Varma, A. (2014). Socially responsible funds and market crises. Journal of Banking & Finance, 48, 180-193.\nOzaki, R. (2011). Adopting sustainable innovation: what makes consumers sign up to green electricity? Business strategy and the environment, 20(1), 1-17.\nPeifer, J. L. (2011). Morality in the financial market? A look at religiously affiliated mutual funds in the USA. Socio-Economic Review, 9(2), 235-259.\nPlagge, J.-C., & Grim, D. M. (2020). Have investors paid a performance price? Examining the behavior of ESG equity funds. The Journal of Portfolio Management, 46(3), 123-140.\nRenneboog, L., Ter Horst, J., & Zhang, C. (2008). The price of ethics and stakeholder governance: The performance of socially responsible mutual funds. Journal of corporate finance, 14(3), 302-322.\nRenneboog, L., Ter Horst, J., & Zhang, C. (2011). Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds. Journal of Financial Intermediation, 20(4), 562-588.\nRiedl, A., & Smeets, P. (2017). Why do investors hold socially responsible mutual funds? The Journal of Finance, 72(6), 2505-2550.\nSherwood, M. W., & Pollard, J. L. (2018). The risk-adjusted return potential of integrating ESG strategies into emerging market equities. Journal of Sustainable Finance & Investment, 8(1), 26-44.\nSIF, (2020). US SIF Trends Report 2020.\nStatman, M. (2000). Socially responsible mutual funds (corrected). Financial Analysts Journal, 56(3), 30-39.\nStreet, J. O., Carroll, R. J., & Ruppert, D. (1988). A note on computing robust regression estimates via iteratively reweighted least squares. The American Statistician, 42(2), 152-154.\nVan Duuren, E., Plantinga, A., & Scholtens, B. (2016). ESG integration and the investment management process: Fundamental investing reinvented. Journal of Business Ethics, 138(3), 525-533.\nWimmer, M. (2013). ESG-persistence in socially responsible mutual funds. J. Mgmt. & Sustainability, 3, 9.; G0108357021; https://nccur.lib.nccu.edu.tw//handle/140.119/136059; https://nccur.lib.nccu.edu.tw/bitstream/140.119/136059/1/702101.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/136059
https://doi.org/10.6814/NCCU202100617
https://nccur.lib.nccu.edu.tw/bitstream/140.119/136059/1/702101.pdf

المؤلفون: 林知誼, Lin, Chih-Yi

المساهمون: 陳鴻毅, Chen, Hong-Yi

مصطلحات موضوعية: 共同基金, 終止決策, 同儕壓力, 同儕競爭, 基金清算, 基金合併, 明星基金, Fund liquidation, Fund mergers, Mutual funds, Peer competition, Peer pressure, Star funds, Termination decisions

وصف الملف: 4130036 bytes; application/pdf

Relation: Brown, D. P., & Wu, Y. (2016). Mutual fund flows and cross‐fund learning within families. The Journal of Finance, 71(1), 383-424.\nBrown, K. C., Harlow, W. V., & Starks, L. T. (1996). Of tournaments and temptations: An analysis of managerial incentives in the mutual fund industry. The Journal of Finance, 51(1), 85-110.\nCarhart, M. M. (1997). On persistence in mutual fund performance. The Journal of Finance, 52(1), 57-82.\nDing, B. (2006). Mutual fund mergers: A long-term analysis. Available at SSRN 912927.\nElton, E. J., Gruber, M. J., & Blake, C. R. (1996). Survivorship bias and mutual fund performance. Review of Financial Studies, 9(Winter), 1097-1120.\nEnglish, P., Demiralp, I., & Dukes, W. (2011). Mutual fund exit and mutual fund fees. The Journal of Law & Economics, 54(3), 723-749.\nIndro, D. C., Jiang, C. X., Hu, M. Y., & Lee, W. Y. (1999). Mutual fund performance: does fund size matter? Financial Analysts Journal, 55(3), 74-87.\nInvestment Company Institute, 2020. 2020 Investment company fact book, a review of trends and activities in the U.S. Investment company industry.\nJayaraman, N., Khorana, A., & Nelling, E. (2002). An analysis of the determinants and shareholder wealth effects of mutual fund mergers. The Journal of Finance, 57 (June), 1521-1551.\nKane, A., Santini D. L., & Aber J. W. (1991). Lessons from the growth history of mutual funds. working paper, Boston University School of Management.\nKempf, A., & Ruenzi, S. (2008). Tournaments in mutual-fund families. The Review of Financial Studies, 21(2), 1013-1036.\nKhorana, A., & Servaes, H. (2004). Conflicts of interest and competition in the mutual fund industry. Available at SSRN 240596.\nKhorana, A., Tufano, P., & Wedge, L. (2007). Board structure, mergers, and shareholder wealth: A study of the mutual fund industry. Journal of Financial Economics, 85(2), 571-598.\nLIN, L., Lee, C. F., & Kuo, H. C. (2013). Merger and acquisition: Definitions, motives, and market responses. Encyclopedia of finance, 541.\nNanda, V., Wang, Z. J., & Zheng, L. (2004). Family values and the star phenomenon: Strategies of mutual fund families. The Review of Financial Studies, 17(3), 667-698.\nPatel, J., Zeckhauser R. J., & Hendricks D. (1994). Investment flows and performance: evidence from mutual funds, fross-border investments, and new issues,’’ in Satl R., Levitch R., and Ramachandran R. (eds.), Japan, Europe and the International Financial Markets: Analytical and Empirical Perspectives, Cambridge University Press, New York.\nPerold, A. F., & Salomon Jr, R. S. (1991). The right amount of assets under management. Financial Analysts Journal, 47(3), 31-39.\nPetajisto, A. (2013). Active share and mutual fund performance. Financial Analysts Journal, 69(4), 73-93.\nPiesse. J, LIN, L., Lee, C. F., & Kuo, H. C. (2013). Merger and acquisition: Definitions, motives, and market responses. Encyclopedia of finance, 541.\nSirri, E., Tufano. P. (1992). Competition and change in the mutual fund industry. In: III Hayes S (ed) Financial services: Perspectives and challenges. Harvard Business School Press, Boston, 181-214.\nSmith, K. V., (1978). Is fund growth related to fund performance? Journal of Portfolio Management, 4(3), 49-54.\nSpritz, A. E. (1970). Mutual fund performance and cash inflow. Applied Economics, 2, 141-145.\nWermers, R. (2000). Mutual fund performance: An empirical decomposition into stock‐picking talent, style, transactions costs, and expenses. The Journal of Finance, 55(4), 1655-1695.\nZhao, X. (2005). Exit decisions in the US mutual fund industry. The Journal of Business, 78(4), 1365-1402.; G0108357003; https://nccur.lib.nccu.edu.tw//handle/140.119/136049; https://nccur.lib.nccu.edu.tw/bitstream/140.119/136049/1/700301.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/136049
https://doi.org/10.6814/NCCU202100566
https://nccur.lib.nccu.edu.tw/bitstream/140.119/136049/1/700301.pdf