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市场组合受投资者的偏好和财富影响吗？(Is the Market Portfolio Affected by Individual Investor’s Preference and Wealth?)
Chen, Deng-Ta - 2021
Chinese Abstract: 如果每个投资者投入市场组合的金额增加一倍，那么市场组合的总市值将增加一倍。此时，市场组合的权重仍然保持不变吗？答案是否定的，作为半均衡定价的 CAPM...
Persistent link: https://www.econbiz.de/10013249212
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哪些资产可以应用 CAPM 定价公式？(Which Assets Can Be Priced by CAPM Formula?)
Chen, Deng-Ta - 2021
Chinese Abstract: 我们求解出 CAPM 公式中基本证券的价格通解。进一步地，考虑市场出清的总市值条件，我们找出 CAPM 市场的均衡解，揭示均衡定价中的整体思维。我们用数值例子说明 CAPM 均衡不排除套利机会。此外，CAPM...
Persistent link: https://www.econbiz.de/10013249213
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The construction and applications of a computable general equilibrium model of Taiwan's trade
Zhou, Ji; King, Ching-ping - 1994
Persistent link: https://www.econbiz.de/10000909402
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A computable general equilibrium analysis of the integration of Taiwan's business and individual income tax systems
Lin, An-loh - 1999
Persistent link: https://www.econbiz.de/10001506372