A Grey Forecasting Model on the Systematic Risk Estimation: An Example of the Taiwan 50 Index’ Component Stocks
碩士 === 國立屏東科技大學 === 企業管理系所 === 96 === The Capital Assets Pricing Model (CAPM) developed by Sharpe in 1964 denotes that the systematic risk is only the corresponding variable of the expect returns of the CAPM. Fama and MacBeth adjust CAPM and introduce three-factor model in 1973. Therefore, this rese...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74437842567217880717 |