CAPM, Fama...

CAPM, Fama-French3ファクターモデル, Carhart4ファクターモデルによる資本コストの推定方法について

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CAPM, Fama-French3ファクターモデル, Carhart4ファクターモデルによる資本コストの推定方法について

Call No. (NDL)
Z3-167
Bibliographic ID of National Diet Library
024000362
Material type
記事
Author
太田 浩司ほか
Publisher
吹田 : 關西大學商學會
Publication date
2012-09
Material Format
Paper
Journal name
關西大學商學論集 = The business review of Kansai University 57(2):2012.9
Publication Page
p.1-24
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Paper Digital

Material Type
記事
Author/Editor
太田 浩司
斉藤 哲朗
吉野 貴晶 他
Alternative Title
On the Estimation Method of Cost of Capital Using the CAPM, the Fama-French Three-Factor model, and the Carhart Four-Factor Model
Periodical title
關西大學商學論集 = The business review of Kansai University
No. or year of volume/issue
57(2):2012.9
Volume
57
Issue
2
Pages
1-24