Application of Generalized Measure of Riskiness to Various Asset Classes
碩士 === 國立臺灣大學 === 財務金融學研究所 === 105 === This paper is aimed at expanding the application of the Generalized Measure of Riskiness(GMR), introduced by Bali, Cakici, and Chabi-Yo (2011), to various kinds of assets, and testing for its feasibility for properly reflecting the pattern of riskiness and retu...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/xcx2f3 |