Applied the SUR Method in The Assets Allocation of The Factor Model and The Characteristic Model - Taiwan Stock Market
碩士 === 淡江大學 === 財務金融學系 === 92 === In this study we contacted with Asset Allocation and Asset Pricing Theory to analyze Taiwan stock returns determinants during June 1988 to June 2003. The underlying Assets are the public stocks in TEJ data base. In our asset pricing theory, we use simple model, one-...
| 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/38463560920679440341 |