| dc.contributor | 財管系 | zh_TW |
| dc.creator (作者) | 陳聖賢 | zh_TW |
| dc.creator (作者) | Shih, Yicheng | en_US |
| dc.creator (作者) | Chen, Sheng-Syan | en_US |
| dc.creator (作者) | Lee, Cheng-Few | en_US |
| dc.creator (作者) | Chen, Po-Jung | en_US |
| dc.date (日期) | 2014 | |
| dc.date.accessioned | 11-六月-2018 16:55:19 (UTC+8) | - |
| dc.date.available | 11-六月-2018 16:55:19 (UTC+8) | - |
| dc.date.issued (上傳時間) | 11-六月-2018 16:55:19 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/117539 | - |
| dc.description.abstract (摘要) | The capital asset pricing models (CAPM) has been the benchmark of asset pricing models and has been used to calculate asset returns and the cost of capital for more than four decades. Many researchers have tried to relax the original assumptions and generalize the static CAPM. We survey the important alternative theoretical models of capital asset pricing and provide a complete review of the evolution of asset pricing models. We also discuss the interrelationships among these models and suggest several possible directions for future research. Our results might be used as a guideline for future theoretical and empirical research in capital asset pricing. | en_US |
| dc.format.extent | 480890 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | Review of Quantitative Finance and Accounting, Vol.42, No.3, pp.415-448 | zh_TW |
| dc.subject (關鍵詞) | CAPM; Asset pricing models; Modern capital market theory | en_US |
| dc.title (題名) | The Evolution of Capital Asset Pricing Models | en_US |
| dc.type (資料類型) | article | |
| dc.identifier.doi (DOI) | 10.1007/s11156-013-0348-x | |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1007/s11156-013-0348-x | |
