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研究生: 林英忠
論文名稱: 不確定情況下銀行廠商行爲之分析
指導教授: 麥朝成
學位類別: 碩士
Master
系所名稱: 社會科學學院 - 經濟學系
Department of Economics
論文出版年: 1979
畢業學年度: 68
語文別: 中文
論文頁數: 65
中文關鍵詞:
相關次數: 點閱:154下載:0
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  • 第一章 導論1
    第二章 介紹不確定情況之經濟分析工具4
    第一節 效用函數與風險態度6
    第二節 風險貼水8
    第三節 絕對風險嫌惡與相對風險嫌惡12
    第四節 不確定情況下之投資行為13
    第五節 二次式效用函數與兩參數模型23
    第三章 不確定情況下之銀行廠商行為26
    第一節 銀行廠商行為之不確定性模型27
    第二節 比較靜態分析35
    第四章 訊息活動與銀行廠商行為40
    第一節 考慮訊息活動的銀行廠商行為模型41
    第二節 比較靜態分析45
    第五章 結論48

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    (10) Feldstein, M. S., “ Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection”, Review of Economic Studies, (January, 1969) 5-11.
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    (13) Holthausen, D. M., “ Input Choice and Uncertain Demand,” American Economic Review, (March, 1976) 94-103.
    (14) Klein, M. A., “ A Theory of the Banking Firm,” Journal of Money, Credit and Banking, (May, 1971) 205-218.
    (15) Leland, H., “ Saving and Uncertainty: The Precautionary Demand for Saving”, Quarterly Journal of Economics, (August, 1968) 465-73.
    (16) Leland H., “Theory of the Firm Facing Uncertain Demand,” American Economic Review, (June, 1972) 278-291.
    (17) Markowitz H., “ Portfolio Selection”, the Journal of Finance, (1952) 77-91.
    (18) Markowitz, H., Portfolio Selection: Efficient Diversification of Investment, (New York: John Wiley and Sons, 1959).
    (19) Negatani, K., Monetary Theory, (Amsterdam: North-Holland, 1978).
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    (21)Niehans, Jürg, The Theory of Money, John Hopkins Univ. Press, 1978.
    (22) Orr D. and W. G. Mellon, “ Stochastic Reserve Losses and Expansion of Bank Credit”, American Economic Review, (September, 1961) 614-623.
    (23) Pratt I. W. “Risk Aversion in the Small and in the Large Econometrica, (January-April, 1964) 122- 136.
    (24) Rao, C. Linear Statistical Inference and Its Application (New York, 1965).
    (25) Ratti, R. A. and A. Ullah,” Uncertainty in Production and the Competitive Firm”, Southern Economic Journal, (April, 1976) 703-710.
    (26) Sandmo, A., “ The Effect of Uncertainty on Saving Decisions”, Review of Economic Studies, (July, 1970) 353-360.
    (27) Sandmo, R. “On the Theory of the Competitive Firm under Price Uncertainty”, American Economic Review, (March, 1971) 65-73.
    (28) Saving, I. R. “ A Theory of the Money Supply with Competitive Banking”, Journal of Monetary Economics, (July, 1977) 289-303.
    (29) SeaIey, C. W. and J. T. Lindley, “ Inputs, Outputs, and a Theory of Production and Cost at Depository Financial Institutions, “ the Journal of Finance, (September, 1977) 1251-66.
    (30) Stewart, M. B., “Factor-Price Uncertainty with Variable Proportions”, American Economic Review, (June, 1978) 468-473.
    (31) Stigler, G. J. “The Economics of Information,” Journal of Political Economy, (June, 1961) 213-225.
    (32) Thompson, A. A., Economics of the Firm : Theory and practice, (New Jersey: Prentice-Hall
    Inc., 1973).
    (33) Tobin, J., “ Liquidity Preference as Behavior Towards Risk”, Review of Economic Studies, (February, 1958) 65-86.
    (34) Tobin, J., “Commercial Banks as Creators of 'Money' ”, in Deane Carson (ed.) Banking and Monetary Studies, (Homewood, 111.: Richard D. lrwin, 1963) 408-19 and also in J. Tobin, Essays in Economics, Vol. I: Macroeconomics (1971).
    (35) Tobin, J., “ Comment on Borch and Feldstein”, Review of Economic Studies, (January, 1969) 13-14.
    (36) Towey, R. E. “ Money Creation and the Theory of the Banking Firm”, the Journal of Finance, (March, 1974) 57-72.
    (37) Tsiang, S C.(蔣碩傑)“ The Rationale of the Mean-Standard Deviation Analysis, Skewness
    Preference, and the Demand for Money”, American Economic Review, (June, 1972) 354-371.
    (38)何瑞坤,銀行資產與負債管理論,(台北:台北市銀行,民國六十四年)。
    (39)周阿定、程光蘅譯,商業銀行論(台北:幼獅,民國六十七年)
    (40)邱靖博,「不確定情況下之投資決策—期望效用模型之應用」,台北市銀月刊(台北:台北市銀行,民國六十七年七月)
    (41)何清益「銀行資產管理的機遇模型」,台北市銀月刊,(台北;台北市銀行,民國六十五年八月)。

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