臺灣博碩士論文加值系統

本研究以2001年12月至2010年11月為研究期間，運用「隨機優勢法則 (Stochastic Dominance Rule Analysis；SDRA)」，對台灣上市、上櫃金融股經營績效加以探討。以2001年12月至2005年12月為第一個研究期間，以2006年1月至2010年11月為第二個研究期間，再以2001年12月至2010年11月全部期間為第三個研究期間，運用隨機優勢法則探討各項分類因素之下，金控公司與非金控公司在經營上是否具有優勢。
本研究實證結果發現，在第二個研究期間自2006年1月至2010年11月 , 也就是在金控成立後期，金控公司較具經營上之優勢，但在金控成立初期前五年 , 即第一個研究期間自2001年12月至2005年12月 , 和第三個研究期間2001年12月至2010年11月 , 金控公司經營上之優勢並不顯著 。

In this study, the author uses stochastic dominance rule (Stochastic Dominance Rule Analysis; SDRA) to analyse the efficiency of financial holding corporations (FHC) in Taiwan. The study covers the period from December, 2001, to November, 2010 (a total of 108 months), for which 3 sub-periods (Dec. 2001 to Dec. 2005, Jan. 2006 to Nov. 2010, Dec. 2001 to Nov. 2010) are separated and the related factors are investigated.
The empirical findings show that, during the second study period the FHC operate more efficient than the non-FHC.

中文摘要 ---------------------------------------- I
英文摘要----------------------------------------- II
誌謝 -------------------------------------------- III
目錄 -------------------------------------------- IV
表目錄 ------------------------------------------ VI
圖目錄 ------------------------------------------ VIII

壹、緒論 ----------------------------------------- 1
一、研究背景與動機 ----------------------------- 1
二、研究目的 ----------------------------------- 1
三、研究範圍及限制 ----------------------------- 3
四、研究流程與架構 ----------------------------- 4
貳、文獻探討-------------------------------------- 6
一、隨機優勢法則發展過程---------------------- 6
二、隨機優勢法則文獻回顧---------------------- 8
參、研究設計與方法 ------------------------------- 14
一、資料來源與研究期間 ------------------------- 14
二、研究變數 ----------------------------------- 15
三、隨機優勢之演算法則-------------------------- 29
肆、實證與分析 ----------------------------------- 32
一、依各研究變數投入隨機優勢之演算法則---------- 32
伍、結論與建議 ----------------------------------- 42
一、結論 --------------------------------------- 42
二、建議與未來方向 ----------------------------- 43
參考文獻 ----------------------------------------- 45
一、中文文獻------------------------------------ 45
二、英文文獻------------------------------------ 47

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