A Measurement on Cashflow-at-Risk for Non-Financial Industry--The Application of Fixed Effects Model and Foster Model
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 95 === In this study, we employed the top-down method by Stein et al. (2001) that we sort firms based on market capitalization, profitability, industry risk and the volatility of stock price. We compared Cashflow-at-Risk which proposed by Copeland (1990) with the model...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86003401455234028631 |