The intervalling-effect of beta estimated: The Case of the Taiwan

碩士 === 義守大學 === 財務金融學系碩士班 === 99 === The Capital Asset Pricing Model (CAPM) says that the expected returns of securities and its systematic risk (β value) is a linear relationship. β values as a measure of systematic risk concept has been accepted and receive academic and financial practices broader...

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Bibliographic Details
Main Authors: Hsiao-Yun Lee, 李孝允
Other Authors: Yi-Ran Jia
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/22889423031572925956