- 期刊
International Portfolio Holdings of Institutional Investors
並列摘要
We consider an exchange economy with two countries and derive a closed-form solution to international portfolio holdings of institutional investors. This argument has rarely been documented in the literature. We find that the international portfolio holdings of institutional investors contain two components. Moreover, both of the benchmark hedge components and the size hedge components are influenced by the volatility of flow.
被引用紀錄
Yu, J. J. (2001). 資本結構與代理成本之相關性研究及其決定因素 [master's thesis, Yuan Ze University]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0009-0112200611344436
洪庭筠（2010）。國中生校園觀賞運動對班級認同和自尊關係之探討〔碩士論文，亞洲大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0118-1511201215464066
方富正（2010）。外資評等的訊息強度對投資人交易行為與股價報酬之探討〔碩士論文，國立臺北科技大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0006-1708201021350700
游曉芬（2011）。動態投資與個人資產配置服務之探討-以C銀行為例〔碩士論文，元智大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0009-2801201414582981
延伸閱讀
- 陳祥方（2022）。The Influence of Three Major Institutional Holding Ratio on Investors’ Sentiment〔碩士論文，國立政治大學〕。華藝線上圖書館。https://doi.org/10.6814/NCCU202200642
- Lee, T. H., & Liao, C. F. (2007). Optimal Dynamic Portfolio Allocation under International Investment Restriction. 財務金融學刊, 15(2), 69-97. https://doi.org/10.6545/JFS.2007.15(2).3
- Wu, Y. H. (2011). Institutional Investors, Cash Holdings, and Investment Opportunities [master's thesis, Yuan Ze University]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0009-2801201414592726
- JUNG, H. (2009). Institutional Holdings and the Selection of Mutual Funds into 401(k) Plans [master's thesis, Yuan Ze University]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0009-1707200913311600
- 白舒媛（2014）。Institutional Investors’ Investment Horizon and Corporate Investment〔碩士論文，國立中正大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0033-2110201613580534