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無套利市場、完全市場與風險中立機率的唯一存在 (An Arbitrage-Free and Complete Market and the Unique Existence of Risk-Neutral Probabilities)
Liu, Jen-Chang - 2019
English Abstract: The fundamental pricing theory of derivatives is based on the assumptions of arbitrage-free and … with two assets and two states provides an intuitive and concise way to interpret this theory. As a result, English …
Persistent link: https://www.econbiz.de/10012861649
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Shared Analyst Coverage and Connected-Firm Momentum Spillover in China
Jiang, Danling; Peng, Xun; Zhu, Hongquan - 2022
Chinese Abstract: A股关联公司的股票动量溢出效应研究:...
Persistent link: https://www.econbiz.de/10013405840
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Zhong hua min guo tai wan di qu jin rong tong ji yue bao
1978-2005: Tai bei : Zhong yang yin hang jing ji yan jiu chu; … - 1978,Juli - 2005,Juli
Persistent link: https://www.econbiz.de/10000450970
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評論衍生性金融商品教科書與闡述資產訂價基本定理 (Reviewing the Textbooks of Derivatives and Demonstrating the Fundamental Theorem of Asset Pricing)
Liu, Jen-Chang - 2019
English Abstract: Risk-neutral valuation is the foundation of modern derivative pricing theory. However, Chinese …
Persistent link: https://www.econbiz.de/10012904937
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評論臺灣股票市場價格群聚現象之研究 (Critique of Papers on Price Clustering in the Taiwan Stock Market)
Liu, Jen-Chang - 2016
Chinese Abstract:...
Persistent link: https://www.econbiz.de/10012987794
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The Market Responses to Earnings Seasonality : Evidence from Chinese A-Share Market
He, Yujin; Jiang, Danling; Zhu, Hongquan - 2022
Chinese Abstract:...
Persistent link: https://www.econbiz.de/10013321517
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COVID-19 抗疫债”实施效果的量化研究 (Quantitative Research on the Implementation Effect of COVID-19 'Anti-Pandemic Debt')
Xiao, Zilong - 2020
Chinese Abstract: 摘要：中共中央政治局在 3 月 27 日召开会议中多次强调通过发行特别国债和地方债应对此 次疫情，助力复工复产。为保障“抗疫”的特别债券发行，需要研究并学习已发行债券的...
Persistent link: https://www.econbiz.de/10012839937
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均值方差均衡下的证券价格 : CAPM 再认识 (Security Prices in Mean-Variance Equilibrium: A Further Study on CAPM)
Chen, Deng-Ta - 2020
Chinese Abstract: CAPM 所在的资本市场是非完全的,并且是 一 个 Hilbert 空间,我们找出了该市场中 SDF 模仿支付的显式表达式。纯风险证券的局部均衡中,CAPM 公式成立,CAPM...
Persistent link: https://www.econbiz.de/10012853093
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MM 命题 : 重新思考 (MM Proposition: Re-think)
Chen, Deng-Ta - 2020
Chinese Abstract: MM 命题的最大贡献是提出完美市场假设和使用套利证明方法。本文回顾了完美市场假设和无套利原理,然后对 MM...
Persistent link: https://www.econbiz.de/10012854798