The Joint Test of the Three-Factor Black CAPM Model
碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === CAPM model is the essential theory of the research on property price of the investment, capital asset pricing model, CAPM was deduced from mean-variance portfolio model, MV, offered by Markowitz (1952), Sharpe CAPM was main to describe in the relations to invest...
| 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/36200393580502613940 |