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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/78355


    Title: 預期報酬率估計模型在台灣證券市場上之實證分析
    Authors: 陳麗菁;林志娟;黃建達
    Contributors: 淡江大學統計學系
    Keywords: 資產配置最適化;平均調整模型;資本產定價模型;Fama & French (1993)三因子模型
    Date: 2012-06-16
    Issue Date: 2012-09-26 12:54:01 (UTC+8)
    Publisher: 嘉義市:嘉義大學
    Abstract: 預期報酬率的估計在財務或風險管理中的應用相當的廣泛,因此如何找到較佳的預期報酬率的估計模型,不言可喻是一個相當重要的課題。本文的研究目的在於探討一些常用的預期報酬率估計模型在台灣證券市場上的應用,並從實證研究結果中提出挑選模型的建議。
    Relation: 2012智慧科技與應用統計學術研討會
    Appears in Collections:[統計學系暨研究所] 會議論文

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