淡江大學機構典藏:Item 987654321/78355
English  |  正體中文  |  简体中文  |  Items with full text/Total items : 62379/95055 (66%)
Visitors : 2285658      Online Users : 197
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
    •  Adv. Search
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/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:[Graduate Institute & Department of Statistics] Proceeding

    Files in This Item:

    There are no files associated with this item.

    All items in 機構典藏 are protected by copyright, with all rights reserved.

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback