Empirical Analysis of the Pricing of CAPM Using the Wang Transform Model:The Case of P/L Insurers
碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 97 === The risk premium is an important factor to determine rates of return on stock and underlying assets. In recent years, there are many ways to measuring risk. For example, the VaR and Proportional Hazard transform. In Wang 2000, PH-transform has several limita...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64743335901665511179 |