Does the Idiosyncratic Risk Forecast the Return?
碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 99 === Goyal and Santa-Clara (2003) investigate the relation between the average stock volatility and the portfolio returns on the American stocks for the period of 1963:08 to 1999:12 and find a significantly positive relation between them on the American stocks...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50679329238153904101 |