Three Essays in Financial Economics

博士 === 國立中正大學 === 財務金融所 === 93 === This dissertation contains three empirical essays in financial economics. In the first essay, entitled “Uniform Testing and Portfolio Strategies for Single and Multifactor Asset Pricing Models in the Pacific Basin Markets”, tests and implements trading strategies...

Full description

Bibliographic Details
Main Authors: Shih-chuan Fang, 方世詮
Other Authors: An-sing Chen
Format: Others
Language:en_US
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/00374700830904846886