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題名 | 退撫基金委外遴選之研究--資料包絡法結合多變量分析方法之應用= |
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作者 | 黃博裕; |
期刊 | 主計季刊 |
出版日期 | 20110700 |
卷期 | 52:2=333 2011.07[民100.07] |
頁次 | 頁18-37 |
分類號 | 573.43 |
語文 | chi |
關鍵詞 | 退撫基金; 資料包絡分析; 主成份分析; 麥氏生產力指數; Public service pension fund; Data envelopment analysis; Principal component analysis; Malmquist productivity indexes; |
中文摘要 | 本研究主要探討退撫基金委外的遴選,運用資料包絡分析法(Data Envelopment Analysis, DEA)結合多變量分析中之主成份分析法(Principal Component Analysis),以台灣2005至2007年國內投信投資海外共同基金資料做績效評估,並以麥氏生產力指數衡量跨期間生產力的變動。其研究結論顯示:(1)經由DEA相關分析得知,大部份投信公司整體技術無效率主要來自純技術效率無效率,且為規模報酬遞減。(2)以DEA結合PCA方法可幫助瞭解投信公司經營的導向及其優勢與弱點。(3)透過麥氏生產力指數分析,可以瞭解投信公司跨期間生產力的變動。最後,透過上述方法期能提供退撫基金管理者在經營決策與委外遴選的參考。 |
英文摘要 | This aim of this paper is to confer the Entrusting Decision of Public Service Pension Fund by using data envelopment analysis(DEA) and principal components analysis(PCA). We evaluate the performance of the domestic trust companies investing in Offshore Mutual Fund and employ Malmquist Productivity Indexes(MPI) to evaluate the productivity change in 2005-2007. First, the results show that most trust companies are aggregated inefficiency because of technical inefficiency and scale in decreasing returns. Second, combining with PCA methods can help to understand the operational oriented and weaknesses and strengths of the trust companies. Third, we could understand productivity change through the MPI analysis in different period. Finally, through the above methods, we expect that this study can help governors to choose entrusting decision of Public Service Pension Fund. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。