An Empirical Research of Dynamic APT on Taiwan stock market ─ optimal forecasting model for stock returns
碩士 === 長庚大學 === 企業管理研究所 === 92 === A major problem in studying asset pricing is that common factors affecting asset returns are unobservable. Although the arbitrage pricing theory has been studied empirically for many years, estimation methods for factors and factor loadings remain a focus of resear...
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| Format: | Others |
| Language: | zh-TW |
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2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39555191202881869586 |