Empirical research of Taiwanese stock market''s rate of return -- adoption of higher moments and genetic algorithms
碩士 === 國立中山大學 === 經濟研究所 === 86 === The development of the CAPM involves placing a restriction on the investors'' utility function or on the distribution of returns. That restriction being that either investors possess a quadratic utility function or securities have normally distribut...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26012595100080384184 |