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UM Dissertations & Theses Collection (澳門大學電子學位論文庫)

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Title

Stable paretian distribution, different generating processes and habit formation : the implication for equity premium puzzle

Issue date

2019.

Author

Fu, Qi

Faculty
Faculty of Business Administration
Degree

Ph.D.

Subject

Rate of return -- Econometric models

Capital assets pricing model -- Econometric models

Capital investments

Equilibrium (Economics)

Supervisor

So, Yuk Chow

Files In This Item

Full-text (Internet)

Location
1/F Zone C
Library URL
991007638959706306