Three Essays on the Approach for Financial Risk Management
博士 === 國立中山大學 === 財務管理學系研究所 === 93 === The dissertation proposes three approaches for financial risk management. In the first topic, we investigate the stock return and risk of financial holding companies via Markov regime-switching model. The model reduces the disadvantage of traditional linear mod...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43871085099691240198 |