Portfolio Optimization Using Factor and Characteristic Models
碩士 === 國立中央大學 === 財務金融學系碩士在職專班 === 92 === The Capital Asset Pricing Model（CAPM）has been used widely in academics and practice for a long time. However, a growing literature also documents some major asset-pricing anomalies that the realized cross-section stock returns are not consistent with the pre...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40465215945048252436 |