基于经典的资本资产定价(CAPM)理论，得到了企业家的期望收益率、企业的贝塔系数和风险溢价。
Based on CAPM, the authors obtained the expected return rate of entrepreneurs, the beta coefficient and risk premium of enterprises.
采用深圳证券市场交易数据对资本资产定价模型进行了横截面检验，研究了股票组合和单支股票收益率与系统风险的关系，并分析了个股风险构成。
The paper has transverse check to CAPM by using data from Shenzhen's securities, studies relations between stock group and single stock and system risk, and analyzes single stock risk construction.
这与经典资本资产定价模型相冲突，对资本资产定价模型的进一步回归检验表明，证券资产平均收益率也仅与总风险相关。
This runs counter to the classical capital assets price model. A further regressive test on the classical capital assets price model also shows that the average relates only to total risk.
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