On the expected and actual return of Taiwan listed companies based on CAPM
碩士 === 國立中山大學 === 企業管理學系研究所 === 101 === Abstract This study applies capital asset pricing model (CAPM) to evaluate expected returns of stocks and investigates how to choose the three parameters defined in the CPAM – risk-free rate, beta, and risk premium – to make the CPAM achieve the highest explan...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76285671848044620146 |