一只股票风险指标β系数直接反应出，The，β,市场组合变动与投资收益的相关性。
of a stock is how much it reacts to movements in the market portfolio.
是市场组合中所有资产组合的，rm，is，the，expected，return，on，the，market，portfolio，预期收益率。
采用这种对冲方法，可转移市场风险，仅使对冲者股票组合与市场有关的部分收益暴露于市场风险当中。
The method can be used to transfer market risks and expose the stock package of the hedger and partial profit related to market to the market risk.
研究发现，在不同约束条件和不同时间区间下，最优资产配置不尽相同，但其收益-风险特征均优于市场组合。
It found out that the results were quite different in different constraints and different time intervals, but their riskreturn features were all superior to the general market portfolios.
然后引入无差异曲线来说明市场中证券期望收益率同方向变化且变化值相差不大时，不必改变证券组合。
Meanwhile the indifference curve also shows that it is not neccessary to change the security combination when such changes in return possess similarity.
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.
实证结果表明，2003年我国开放式基金的收益率均高于市场基准组合；
The empirical evidence of 2003 indicates that the risk-adjusted performance is better than the market benchmark and the managers exhibit certain ability in selection of stocks.
传统金融理论通常把收益率的方差作为风险的度量指标，并在选择证券组合时假设市场方差为常数。
We usually take variance as the index of capital market venture, and suppose that the variance of market return is a constant.
传统金融理论通常把收益率的方差作为风险的度量指标，并在选择证券组合时假设市场方差为常数。
We usually take variance as the index of capital market venture, and suppose that the variance of market return is a constant.
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