Nonparametric Regression Analysis of Conditional AssetPricing Models in Japanese Stock Market
碩士 === 國立東華大學 === 公司理財碩士學位學程 === 97 === The capital asset pricing model (CAPM) is the important cornerstone for modern financial theory. However, CAPM is constantly challenged by other asset pricing models, and Fama-French three-factor model is the most famous among those models. This paper analyzes...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10144962247994172515 |