Portfolio selection and normality discussion: Evidence from Taiwan stock market
碩士 === 中國文化大學 === 國際企業管理研究所 === 88 === This paper first tests the return distributions of fifteen different industries in Taiwan stock market, and the result does not obey a normal distribution in the short-term period observed. Second, we analyze the symmetry of distributions. The effect of skewnes...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53959214123311669379 |