...险溢价估算 | Luo Jianchuan sted on July 8, 2010 by Jianchuan 历史数据的局限性 风险资产溢价（Equity Risk Premium，ERP）将作为重要的输入数据广泛应用于本站提供的研究报告。因此，由我本人进行这样的一个计算也就尤为必要。
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如同下文和第二章更加广泛地予以论述的那样。就金融资产评估而言，目前通货膨胀的风险溢价和信贷风险没有给错误留下什么(或根本就没有留下)余地。
As discussed below and more extensively in Chapter II, current risk premiums for inflation and credit risks leave little or no margin for error in terms of financial asset valuations.
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.
资产定价既是现代金融的核心，也是许多困惑之所在，其中最著名的就是股权溢价之谜和无风险利率之谜。
Asset pricing is considered as the core of modern finance; it involves puzzles such as the equity premium puzzle and the risk-free rate puzzle, which have attracted an extensive research interest.
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