Select optimal risk factors for the arbitrage pricing theory
碩士 === 國立高雄大學 === 統計學研究所 === 98 === In the arbitrage pricing theory, the most important spirit is to establish the relationship between return and risk in order to asset pricing. A major problem in studying asset pricing is that common factors affecting asset returns are unobservable. In relevant li...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/88738031204655241829 |