Idiosyncratic Risk in Emerging Markets
碩士 === 元智大學 === 財務金融學系 === 94 === This thesis studies the characteristics of idiosyncratic risk, as defined by Goyal and Santa-Clara’s (2003), in twenty-four emerging markets. Both the idiosyncratic risk in magnitude and the idiosyncratic risk as a percentage of total risk are calculated, while they...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67564084015592243786 |