Test for Trade-Off between Return and Risk: Empirical Evidences from Chinese stock market

Abstract The Capital Asset Pricing Model (CAPM) is one of the most significant theories of modern finance and the cornerstone of all other asset pricing theories. It has been fifty or sixty years since this model established in 1952. Chinese scholars have made number of relevant empirical test for...

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Bibliographic Details
Main Author: LI, JIARU
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2017
Online Access:https://eprints.nottingham.ac.uk/45161/