International Capital Asset Pricing Model and Portfolio Diversification with Time Varying Risk: A Study of the South Africa Stock Market
碩士 === 國立成功大學 === 會計學系碩博士班 === 98 === Modern portfolio theory suggests that the international diversification of portfolio of emerging market and developed market has a positive effect on its performance. When assets are traded and priced in foreign markets, the integration or segregation of the cap...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97939628666158719325 |