An Empirical Study of Heterogeneous Investment Horizon Functional Forms of the Capital Asset Pricing Model in Taiwan Stock Market
碩士 === 國立交通大學 === 財務金融研究所 === 98 === This paper examines three alternative functional forms of the CAPM, which include the investment horizon parameter, to see if their explanatory power will increase, comparing to the original CAPM. To make the relationship of the parameters more clear, SMB and HML...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28514898269240543518 |