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    Please use this identifier to cite or link to this item: http://ir.lib.ksu.edu.tw/handle/987654321/1094

    Title: CAPM與APT之實證研究- 以台灣證券市場為例
    Authors: 許珮汝
    Keywords: CAPM
    Date: 2006-03-30
    Issue Date: 2009-08-05 11:27:27 (UTC+8)
    Abstract: CAPM模型為單因子模型,主要在衡量系統風險對個股的影響;而APT模型則為多因子模型,乃補強CAPM的不足。本研究中,分別針對水泥類股、電子類股及金融類股進行分析與比較。在APT模型中,選用的因子包含通貨膨脹率、石油價格成長率及市場風險等的三因子進行實證研究。
    Appears in Collections:[全球商務與行銷系暨國際商務與金融研究所] 學生專題

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