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Socio-Economically Responsible Investing and Income Inequality in the USABrown, David January 2017 (has links)
To add to the tools currently available to combat income inequality in the United States an investment fund type is proposed, justified, described, and created using historical asset returns from 1960 to 2015. By focusing on two socio-economic indicators of poverty, inflation and unemployment rates, this fund, when marketed to investors who live near, at, or below the poverty line, seeks to increase returns during times of increased strain on the economies of the poor. Multiple hurdles are proposed and affirmatively answered to this end and a fund type and corresponding four factor model that realized hypothetical excess returns fitting the requirements of a successful investment strategy was developed and evaluated. With the increasing importance of socially responsible investment practices an investment bank who maintains a fund of this type could potentially see financial and reputational benefits.
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證券市場個人投資者投資決策行為之研究曾嘉麟, ZENG,JIA-LIN Unknown Date (has links)
影響股票價格之因素,基本上可分為三大類,分別是1.市場因素、2.行業因素、3.公
司因素。本研究主要在了解台灣地區股票投資報酬率與行業因素之關系。
理論基礎部份,介紹單一指數模式(single-indel model)與多重指數模式(multi-in-
dex model),以了解兩模式之主要內容以及有關研究行業因素過程中應注意的問題。
文獻探討部份在說明以往國內外學者之研究大部份證實了行業因素之存在,並敘述將
行業因素引入多重指數模式中,以了解是否能降低殘差相關,提高對股價變動之解釋
能力的有關研究之研究方法與結果。以往國內有關行業因素之研究皆按現行證券市場
之分類標準予以分類,本研究則以陳發輝依六變數( 包括流動比率、負債比率、 EPS
、資產週轉率、資本額、稅後盈餘成長率、交易週轉率) 所區分出之五種類型( 包括
成長績優型、高度投機型、穩健成長型、保守停滯型、穩定獲利型 )來將研究資料中
上市公司予以分類。
研究設計在說明研究的設計過程,包括證券種類的選擇、研究期間、選樣標準、變數
之操作性定義、資料來源、研究步驟等。
實證結果與分析部份對實證研究的統計結果加以解釋並對本研究實證部分的研究限制
加以說明。
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