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...

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Bibliographic Details
Main Authors: Chen, Wei-Wen, 陳瑋雯
Other Authors: Chen, Rex
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/68803826540295582588