An Empirical Study of CAPM in Taiwan Stock - Application of Hierarchical Linear Modeling
碩士 === 國立交通大學 === 經營管理研究所 === 107 === In the CAPM, the beta coefficient represents the investor's prior subjective cognition of the future system risk of the risk asset. However, the beta coefficient used in practice is estimated by OLS method from the historical data of the risk asset, called...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/t995g4 |