Risk-Adjusted Stock Return and Performance Evaluation of the Finance Holding Company:The Application of Incorporating Current Volatility into VaR Simulation.
碩士 === 臺灣大學 === 經濟學研究所 === 98 === Since Financial Holding Company Law been enacted in Nov 1 2001, there are 15 financial holding companies(FHCs) including Taiwan Financial Holding formed in Taiwan for nearly 8 years with total assets about 25 trillion N.T. Dollars , and they have become the mainstre...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/25765033065823454705 |