The Test of CAPM- The Application of Threshold Model
碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === According to the Capital Assets Pricing Model (CAPM) proposed by Sharpe (1964) and Lintner (1965), it is the fact that most of previous studies support the linear relationship between return and risk. However, recently there are increasing researches pointing out...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/00236898411611367185 |