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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2004
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Online Access: | http://ndltd.ncl.edu.tw/handle/17956195470475689437 |