A Grey Forecasting Model on the Systematic Risk: An Example of the Dow Jones Industry Index
碩士 === 國立屏東科技大學 === 企業管理系碩士班 === 92 === The Capital Assets Prining Model (CAPM) developed by Sharpe (1964) denotes that the systematic risk coefficient (beta) is only the corresponding variable of the expect returns of the CAPM. It is also main object in this paper. Original CAPM is based on many st...
| 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/43478623401090451578 |