Asset pricing and volatility modeling : the case of Indonesia stock market /
In determining the rate of return on stocks, many models have been introduced to obtain optimal returns and able to minimize risk. Equilibrium model such as the CAPM, APT and multifactor models have been used in calculating the level of risk and returns through portfolio formation. Since the develop...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | أطروحة |
| اللغة: | English |
| منشور في: |
Kuala Lumpur :
Kulliyyah of Economics & Management Science, International Islamic University Malaysia,
2013
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| الموضوعات: | |
| الوصول للمادة أونلاين: | Click here to view 1st 24 pages of the thesis. Members can view fulltext at the specified PCs in the library. |
| الوسوم: |
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