Using Modified beta Conditioned Model to Assess the Systematic Risk of Financial Holding Company
碩士 === 南華大學 === 財務管理研究所 === 93 === This paper examines the relationship between conditional and unconditional systematic risk against stock return for twenty-one categories in Taiwan’s stock market. The study period starts from Jan. 1997 to Aug. 2004 and key data are retrieved from AREMOS and TEJ....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20357530220299991474 |