Systematic risk in asset pricing with higher moments:en empirical examination of the Taiwan stock market
博士 === 國立臺灣科技大學 === 企業管理系 === 92 === Abstract The main purpose for this study is to investigate systematic risk in asset pricing with higher moments, especially for skewness and kurtosis. The study takes two parts with different methodology to evaluate the effects for these two moments....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94560068187726378979 |