The Relationship between Value at Risk and Stock Returns : A Case of Taiwan
碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === Since Sharpe (1964) proposed the Capital Asset Pricing Model (CAPM), investors used CAPM as a standard approach to measure the return and risk. But there are some suggest that the CAPM can not explain the return anomalies existed in the market. The multi-factor m...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81504788396852284342 |