New risk measure and idiosyncratic risk in Taiwan stock market
Year of publication: |
2013
|
---|---|
Authors: | Jan, Yin-ching ; Chiu, Su-ling ; Wang, Jerry M. C. |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 4.2013, 2, p. 77-82
|
Subject: | asset pricing model | martingale | idiosyncratic risk | Taiwan stock market | Taiwan | Aktienmarkt | Stock market | Risiko | Risk | Risikomaß | Risk measure | CAPM | Martingal | Martingale | Portfolio-Management | Portfolio selection |
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