题名

Overview of Finance Theory and Quantitative Finance: Past, Present, and Future

并列篇名

財務理論與數量財務之回顧與展望

DOI

10.6985/TBFQ.200912.0001

作者

李正福(Cheng-Few Lee)；李嘉娥(Alice C. Lee)；李嘉恩(John Lee)

关键词

投資政策 ； 融資政策 ； 分紅政策 ； 資本結構 ； 債務倒閉風險 ； M&M評價理論 ； Markowitz的組合理論 ； 資本訂價模型 ； 套利定價理論 ； 選擇權訂價模型 ； 期貨評價與避險 ； Investment Policy ； Financing Policy ； Dividend Policy ； Capital Structure ； Default Risk of Debt ； M and M valuation theory ； Markowitz portfolio theory ； Capital Asset Pricing Model ； Arbitrage Pricing Theory ； Option Pricing Model ； Futures Valuation and Hedging

期刊名称

台灣金融財務季刊

卷期/出版年月

10卷4期（2009 / 12 / 01）

页次

1 - 85

内容语文

英文
中文摘要

依據財務理論架構、策略架構以及數量財務與風險管理的研究方法，本文將探討各種不同財務理論以及數量財務與風險管理的概觀。此外，本文將建議數量財務與風險管理的可能重要研究議題。
英文摘要

Based upon theoretical framework of finance, policy framework of finance, and research methods of quantitative finance and risk management, this paper will review, and discuss the overview of alternative finance theory and issue of quantitative finance and risk management. In addition, potential research topics in quantitative finance and risk management will be suggested.
主题分类 社會科學 > 經濟學
社會科學 > 財金及會計學
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