A Study of Market Model on Taiwan Stock Market--Cointegration analysis
碩士 === 淡江大學 === 財務金融學系 === 85 === The rate of return and risk are widely investigated in the field of the investment analysis. Their relationship can be described by a capital assets pricing model(CAPM). Beta coefficient, which is a parameter of CAPM, is...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31050437932552326597 |