Value-at-Risk Evaluation in Stock Price-A Comparison between Extended Ohlson Model and Geometric Brownian Motion Model
碩士 === 中原大學 === 國際貿易研究所 === 96 === In his equity valuation model, Ohlson (1995) shows that stock price can be expressed as the summation of abnormal earnings, book value, and non-accounting information. However, numbers shown in financial statement (such as abnormal earnings and book value) can only...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42730979032342347888 |