The Construction of Cross Market Stock Risk Model -With Application in Taiwan，China and Singapore
碩士 === 國立中山大學 === 財務管理學系研究所 === 100 === This study constructs a cross-market risk model based upon local multi-factor risk models of Taiwan, China and Singapore equity markets. This model allows each local market to adopt different local factors rather than force all local markets to use one parsim...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70413679988252956640 |