Black Swans and Return—With Case Study on the Taiwan Capitalization Weighted Stock Index
碩士 === 國立臺灣大學 === 國際企業學研究所 === 101 === Capital asset pricing model (CAPM) has been discussed by so many scholars, and beta has been a controversial measure of risk since a half century ago. In this paper, we focus on two parts. (1) Is beta a good measure of risk? We examine this by measuring if the...
| 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/16046719335380334479 |