The CAPM of Two-Stock Market and Its Application

碩士 === 義守大學 === 財務金融學系碩士班 === 96 === Markowitz proposed portfolio selection theory in 1952, take the lead in, reveal why can reduce unsystematic risk through diversifying the investment. Sharpe and Lintner proposed CAPM from the 1964, offered the assets pricing method, they find the size of beta is...

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Bibliographic Details
Main Authors: Jia-Liang Dai, 戴佳良
Other Authors: Wen-Kuei Chen
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/41707887546182202839