[情報] 投組分析報告名單
3/17
(一)“Market Efficiency,” Gary G. Schlarbaum, Equity Markets and Valuation
Methods, (AIMR, 1987).
→699515049 趙桓健
(二)“Chapter 1: The Loser’s Game” and “Chapter 2: Beating the Market,”
Charles D. Ellis, Winning the Loser’s Game: Timeless Strategies for
Successful Investing, 3rd edition, (Irwin, 1998).
→699515011 巫怡華 699515014 謝羽柔 699515026 蔡佳凌
(三)“Where, Oh where are the .400 Hitters of Yesteryear?” Peter L.
Bernstein, Financial Analysts Journal, (AIMR, November/December 1998).
→699515047 邱品傑 699515046葉彥廷
3/24
(一)Improving the Investment Decision Process – Better use of Economic
Inputs in Securities Analysis and Portfolio Management (AIMR, 1992).
“The Nature of Effective Forecasts,” David B. Bostian, Jr.
→699515024 蔡閔智
(二)Economic Analysis for Investment Professional (AIMR, 1997)
“Using Economic Models,” Avery B. Shenfeld
“Economic Forecasts and the Asset Allocation Decision,” Abby Joseph Cohen
→699515035 劉彥杰
(三)“The Brave New Business Cycle: No Recession in Sight” by William Dudley
and Edward McKelvey of Goldman Sachs. 1997
→699515031 黃聖傑 699515033 游佳文
3/31
(一)“The Reality of Hedge Funds” pp. 6-17 and pp.32-36 by Dave Purcell and
Paul Crowley, Journal of Investing (Institutional Investor, Fall 1999)
→699515051 謝和原 699515042 楊政煒 699515043 黃日甫 699515023 呂學峰
4/14
(一)“Dynamic Strategies for Asset Allocation,” Andre Perold and William
Sharpe, Financial Analysts Journal (AIMR, January/February 1988).
→698515006 葉筱倩 698515011 夏琬婷
4/ 28
(一)“Using Information from Trading in Trading and Portfolio Management,”
David J. Leinweber, Execution Techniques, True Trading Costs, and the
Microstructure of Markets (AIMR, 1993).
→699515039 林聖智 699515048 曾博鈺 699515028 林塏強
(二)“Implementing Investment Strategies: The Art Science of Investing,”
Ch.17, Wayne H. Wagner and Mark Edwards, Handbook of Portfolio Management,
Frank J. Fabozzi, ed. (Frank J. Fabozzi Associates, 1998).
→699515001 毛舒宥 699515034 袁若馨 699515037 陳雯婷
(三)“Equity Style: What It Is and Why It Matters,” Ch.1, Jon A.
Christopherson and C. Nola Williams, The Handbook of Equity Style Management,
2nd edition, T. Daniel Coggin, Frank J. Fabozzi, and Robert D. Arnott, eds.
(Frank J. Fabozzi Associates, 1997).
→699515005 范保身 699515040 陳芳婷 699515050 林育如
5/ 5
(一)“Alternative Measures of Risk,” Roger G. Clarke, Investment Management,
Peter L. Bernstein and Aswath Damodaran, eds. (Wiley, 1998).
→699515019 翁敏瑄 698515048 丁詩紋 699515022 王建智
(二)“Value at Risk for the Asset Manager,” Mary Ellen Stocks and
Christopher Ito, The Journal of Performance Measurement (The Spaulding Group,
Summer 1997).
→699515010 黃郁雯 699515030 吳俞蓉
5/ 12
(一)“Global Risk Management: Are We Missing the Point?” Richard Bookstaber,
The Journal of Portfolio Management (Institutional Investor, Spring 1997).
→699515041 呂昆諺 699515052 鄭智隆
5/ 26
(一)“Asset Allocation: Management Style and Performance Measurement,”
William F. Sharpe, The Journal of Portfolio Management (Institutional
Investor, Winter 1992).
→699515006 蔡清萱 699515029 楊采真
(二)“Benchmark Portfolios and the Manager/Plan Sponsor Relationship,”
Jeffery Bailey, Thomas Richards, and David Tierney, Current Topics in
Investment Management, Frank Fabozzi and T. Dessa Fabozzi, eds. (Harper
Collins 1990).
→496520015 林欣儀 496520042 朱雅薇
(三)“Are Manager Universe Acceptable Performance Benchmarks?” Jeffery
Bailey, The Journal of Portfolio Management (Institutional Investor, Spring
1992).
→699515020 吳政旻
6/ 2
(一)“Twenty Years of International Equity Investing,” Richard O. Michaud,
Gary L. Bergstrom, Ronald D. Frashure, and Brian K. Wolahan, The Journal of
Portfolio Management (Institutional Investor, Fall 1999)
→600515012 黃婷 699515008 林珈琪
(二)“International Value and Growth Stock Returns,” Carlo Capaul, Ian
Rowley, and William Sharpe, Financial Analysts Journal (AIMR,
January/February 1993)
→699515044 黃鈺峰 699515032 呂世亮
6/ 9
(一)Style Investing, Richard Berstein (Wiley, 1995).
“Understanding and Defining Market Segmentation,” Ch.1
“The Economics of Nominal Earnings Growth and Investor Risk Perception,”
Ch.2
The Importance of Expectation,” Ch.3
Growth vs. Value,” Ch.4
→699515021 林佳慧 699515003 黃諗慈 699515016 林昱均 699515012 倪慈霙
(一)(二)(三)只是報告的順序，有錯的話或是有任何疑問請馬上告訴我!
因為我們班又少一個人，所以我只好把比較少的篇幅(兩人)變成一人，所以有變動!
問過老師時間不限，按照篇幅報告就好，服裝不規定，ppt只要當天印給老師一份就好!
謝謝大家的配合嘍!
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