On the Adoption of Blue Chip Stock In Asset-Liability Management
碩士 === 義守大學 === 財務金融學系 === 92 === This research describes a simple model of equity duration that uses the dividend discount model and incorporates the sensitivity of growth to rates. We try to calculate all stocks’ equity durations. Based on our empirical model, equity duration of blue chip in Taiwa...
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/68803826540295582588 |