The Joint Test of the Three-Factor Sharpe-Lintner CAPM Model
碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === After Sharpe (1964) and Lintner (1965) proposed the Capital Asset Pricing Model (CAPM), many scholars expressed differing views as to how well the model can reasonably and completely portray the rewards of risky asset. Among them, two theorists, Fama and French (...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32710570697563659656 |