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C00138
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096
產業特性、品質因素與生產力及效率衡量-產業特性、品質因素與電子業之生產力及效率之研究(商業銀行)
Industry Characteristics, Quality of Products, and Productivity and Efficiency Analysis for Taiwan's Banking Sector
1.黃台心
1.Tai-Hsi Huang
1.國立交通大學資訊與財金管理學系
1.Department of Information and Finance Management
001,002,003,004
1.國立交通大學資訊與財金管理學系
1.Department of Information and Finance Management
002
1.行政院國家科學委員會
1.National Science Council
A.14 計畫執行期間(起):2005-01-01
A.14 計畫執行期間(訖):2005-12-31
2005-04-282005-06-02
A.16 收到日期:2005-06-08
2
全國之公、民營銀行

1
20

20
003
01
C.2 聯絡日期:0000-00-00
2
1.國立交通大學資訊與財金管理學系
1.Department of Information and Finance Management
4
C.7 資料公開日期:2009-08-01
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008
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1
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3
3
001,006
1,2
1.Output Prices' Uncertainty
2.Safety-First
3.Risk Premium
4.Scale Economies
5.Technical Efficiency
This paper formulates a behavioral model of profit maximization, which explicitly incorporates both multiple output prices’ risk and safety-first practice. This theoretical model is specifically suitable for investigating financial institutions, whose output prices frequently encounter a variety of risks, such as loan default/arrears. The sample banks are empirically found to be highly risk-averse. Furthermore, risk preferences exert little effect on the technical efficiency estimates, whereas the same estimates obtained by the standard fixed-effect model under certainty tend to be overestimated. Evidence is found that a specialized bank offering a single product with a larger scale of production will be preferable, when an uncertain atmosphere is pervasive.

This paper formulates a behavioral model of profit maximization, which explicitly incorporates both multiple output prices’ risk and safety-first practice. This theoretical model is specifically suitable for investigating financial institutions, whose output prices frequently encounter a variety of risks, such as loan default/arrears. The sample banks are empirically found to be highly risk-averse. Furthermore, risk preferences exert little effect on the technical efficiency estimates, whereas the same estimates obtained by the standard fixed-effect model under certainty tend to be overestimated. Evidence is found that a specialized bank offering a single product with a larger scale of production will be preferable, when an uncertain atmosphere is pervasive.

D.16 完成檢誤日期:2013-02-04
D.17 預定釋出日期:2013-02-04
D.18 初次釋出日期:2013-02-04
D.19_1 最新版釋出日期:2013-02-04
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10.6141/TW-SRDA-C00138-1
https://efenci.srda.sinica.edu.tw/webview/index.jsp?object=https://efenci.srda.sinica.edu.tw:80/obj/fStudy/C00138
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