Nature of Return Distribution in Taiwan Stock Market and the Four-Moment Capital Asset Pricing Model : Empirical Evidence
碩士 === 淡江大學 === 金融研究所 === 81 === The last decade has witnessed numerous criticisms of the Shape(1964), Lintner(1965), Mossin(1965) capital asset pric- ing model(CAPM). Forshadowing the subsequent discussion some- what, a basic inadequacy of...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1993
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| Online Access: | http://ndltd.ncl.edu.tw/handle/00126789665881079354 |