The Equity Excess Return and Risk Premium of Taiwan Stock Market

碩士 === 國立政治大學 === 經營管理碩士學程 === 89 === The difference between the observed historical investment return and the risk-free interest rate is the excess return. The equity risk premium, ERP is the expected rate of return on the aggregate stock market in excess of the rate of risk-free security. ERP is...

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Bibliographic Details
Main Authors: Chien, Dennis Jui-Pu, 簡瑞璞
Other Authors: Chen, Son-Nan
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/17956195470475689437