Nested and Non-Nested Tests for Competing Asset Pricing Models
碩士 === 國立中央大學 === 財務金融研究所 === 90 === Abstract This thesis compares various financial models, such as Fama and French (1993)、Chen, Roll and Ross (1986)、Sharpe (1964) and Lintner (1965)、Breeden (1979) to interpret which one can explain the result of return on stocks market well. The sam...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20937368341601006416 |