An Entropic Test of Consumption-based Capital Asset Pricing Model: The Case of Power Utility Function
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 91 === An Entropic Test of Consumption-based Capital Asset Pricing Model: The Case of Power Utility Function Keywords: entropy, CCAPM, pricing, KLIC, integration, power utility function The purpose of this study is to propose an...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31440398868540197821 |