Out of sample test of competing asset pricing models
碩士 === 國立中央大學 === 財務金融研究所 === 93 === Financial economists have extensively studied the cross-sectional stock return. Some economists consider certain factors that determine stock return. They think if there is high factor loading then the return increases and is controlled by covariance. This tradit...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/76023912700718640074 |