The test of the systematic risk of Taiwan Stocks Market
碩士 === 國立中央大學 === 財務金融研究所 === 93 === This thesis wants to examine what affect the results of the test of beta coefficient. We sum up four reasons: first, the method of calculating the returns of the portfolio. Second, the difference of selecting the market index. Third, the difference of selecting t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94451373907441233200 |