參考文獻 | 中文:
1.王儷玲,勞退新制對勞工退休所得與未來退休市場之影響,退休基金年刊,民國九十三年
2.王儷玲,勞退新制退休基金之資金運用對勞工退休所得的影響,中央大學勞退新制學術研討會,2004年12月
3.朱延明(2000),台灣退休基金國際資產配置程序之研究,台灣大學財務金融研究所碩士論文
4.余雪明(2001),比較退休基金法,臺北市:元照。
5.吳家懷、王儷玲、郭維裕與邱華創,公務人員退休制度部分改採儲金制之基金管理研究報告,2004 年。
6.林永裕,日本勞工退休基金管理與運用制度之考察,公務出國報告,民國八十八年二月
7.邵靄如,我國三大職域退休制度經濟安全之分析比較,退休基金年刊,民國九十三年
8.邱顯比(1997),「台灣退休基金資產分配之試評」,證券市場發展季刊第九卷第二期。
9.柯木興、林建成(2005),淺談世界銀行多層次「老年經濟保障模式」,財團法人國家政策研究基金會,社會(析)094-011號
10.徐燕山等,考察新加坡、香港勞工退休金實務作業,公務出國報告,民國九十五年二月
11.陳淼(2004),高齡化社會的衝擊與對策,台灣經濟研究月刊,第27卷第11期
12.陳淼,人口老化對我國總體經濟的影響與因應之道,台灣經濟研究月刊--93年11月號
13.陳雅雯,退休基金之管理與監督機制之研究,公務出國報告,民國九十四年十一月
14.陳美女、李孟茹,考察日本退休基金管理運用實務作業,公務出國報告,民國九十三年一月
15.符寶玲(1999),退休基金制度與管理,台北市:華泰。
16.楊朝成(1996),「投資組合管理決策過程」,退撫基金季刊創刊號。
17.蔡憲唐、韋端、陳信宏(2001),如何有效提升我國特種基金(含郵儲、勞保、勞退、退撫等基金)之資金運用效率以計量財務提升特種基金營運績效之研究,財團法人國家政策研究基金會,財金(研)090-006號
18.賴士葆(2005),行政院勞工退休基金監理委員會組織法草案提案,2005年6月16日
19.行政院勞委會網站http://www.cla.gov.tw
英文:
20.Ambachtsheer, Keith P., 1994, The Economics of Pension Fund Management, Financial Analysts Journals, Vol. 50, Iss. 6, 21-31.
21.Arnott, Robert D., 1985, The Pension Sponsor’s View of Asset Allocation, FinancialAnalysts Journal, Vol. 41, Iss. 5, 17-23.
22.Bierman, Harold, Jr., 1997, Portfolio Allocation and the Investment Horizon, Journal of Portfolio Management, Vol. 23, Iss. 4, 51-55.
23.Black, Fischer, 1972a. "Capital Market Equilibrium with Restricted Borrowing", The Journal of Business, Vol. 45, No. 3, July. Pages 444-55.
24.Black, Fischer, 1972b. "Equilibrium in the Creation of Investment Goods Under Uncertainty", in Studies in the Theory of Capital Markets, Michael C. Jensen, editor, New York: Praeger. Pages 249-65.
25.Braccia, Joseph A., 1995, An Analysis of Currency Overlays for U.S. Pension Plans, Journal of Portfolio Management, Vol. 22, Iss. 1, 88-93.
26.Brinson, Gary P., Brian D. Singer and Gilbert L. Beebower, 1991, Determinants of Portfolio Performance II: An Update, Financial Analysts Journal, Vol. 47, Iss. 3,40-48.
27.Clarke, Roger G. and R. Matthew Tullis. 1999. How Much International Exposure is Advantageous in a Domestic Portfolio? Journal of Portfolio Management Winter, 33-44.
28.Eichhorn, David , Francis Gupta, and Eric Stubbs, 1998, Using Constraints to Improve the Robustness of Asset Allocation, Journal of Portfolio Management,Vol. 24, Iss. 3, 41-48.
29.Froot, Kenneth A., 1993, Currency Hedging Over Long Horizons, National Bureau of Economic Research, May.
30.Griffin, Mark W., 1997, Why Do Pension and Insurance Portfolios Hold So Few International Assets, Journal of Portfolio Management, Vol. 23, Iss. 4, 45-50.
31.Hauser, Shmuel, Matityahu Marcus, and Uzi Yaari, 1994, Investing in Emerging Stock Markets: Is It Worthwhile Hedging Foreign Exchange Risk?, Journal of Portfolio Management, Vol. 20, Iss. 3, 76-81.
32.Hunter, John E and T. Daniel Coggin, 1990, An Analysis of the Diversification Benefit from International Equity Investment, Journal of Portfolio Management,Vol. 17, Iss.1, 33-36.
33.Imrohoroglu, Ayse, Selahattin Imrohoroglu, and Douglas H. Joines, Jun.1995,A Life Cycle Analysis of Social Security,, Economic Theory, 6(1),83-114
34.Jorion, Philippe, 1989, Asset Allocation with Hedged and Unhedged Foreign Stocksand Bonds, Journal of Portfolio Management, Vol. 15, Iss. 4, 49-54.
35.Kroll, Yoram, Haim Levy, and Harry Markowitz (1984). “Mean-Variance Versus Direct Utility Maximization.” Journal of Finance, 39, 47-61.
36.Leibowitz, Martin L. and Stanley Kogelman, 1991, Return Enhancement from“Foreign” Assets: A New Approach to the Risk/Return Trade-off, Journal of Portfolio Management, Vol. 17, Iss. 4, 5-13.
37.Levy, H. and H. M. Markowitz, 1979, "Approximating Expected Utility by a Function of Mean and Variance," American Economic Review, 69, 308-317.
38.Lintner, J. (1965) “The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets,” Review of Economics and Statistics, Vol.47, pp.13-37.
39.Markowitz, Harry M., 1952, Portfolio Selection, The Journal of Finance , Vol. 7, Iss.
40.Markowitz, Harry M., 1959, Portfolio Selection: Efficient Diversification of Investment (John Wiley & Sons, Inc., New York, NY).
41.Merton, Robert C., 1972. "An Analytic Derivation of the Efficient Portfolio Frontier", The Journal of Financial and Quantitative Analysis, Vol. 7, September. Pages 1851-72.
42.Mossin, Jan, 1966. "Equilibrium in a Capital Asset Market", Econometrica, Vol. 34, No. 4, October. Pages 768-83.
43.Robert Holzmann and Richard Hinz (2005), Old-Age Income Support in the 21st Century: An International Perspective on Pension Systems and Reform, Washington: the World Bank.
44.Sharpe, W.F. (1964) “Capital asset prics: A theory of market equilibrium under conditions of risk,” Journal of Finance, Vol.19, pp.425-442.
45.Tobin, J. (1958): Liquidity Preference as Behavior Towards Risk," The Review of Economic Studies, 25, 65-86.
46.World Bank (1994), Averting the Old Age Crisis: Policies to Protect the Old and Promote Growth, Oxford: Oxford University Press.
|