理论上也的确如此,流动性调节资产定价模型向我们展示出贝塔风险系数是如何补偿标准市场系数的。
Indeed, the liquidity-adjusted capital asset pricing model shows how liquidity betas complement the standard market beta.
首先,本文对西方证券市场股票定价理论和方法进行梳理。
First of all, this article combs stock pricing theory and method of western security market.
有效市场假说和资本资产定价模型作为实证会计理论研究的理论基础,在此也进行了讨论。
Effective market hypothesis and capital asset pricing model are also discussed here as the base of empirical accounting research.
利用概率论的理论,推导出了某一假定证券市场中有限周期买入期权的三项式期权定价公式。
Through the theory of probability, we show the formula of the trinomial option pricing model for finite periods in a stock market.
第二章到第五章运用市场营销组合策略分别对湖南旅游产品开发、定价、渠道、促销等四个面从理论到对策进行了详细论述。
The later chapters discuss in great detail the products pricing, place and promoting of the Human tourism from theory to tactics.
因此,本文从可转换债券定价理论入手,对中国可转换债券市场进行实证研究。
Hence, this thesis begin with pricing theory of convertible bonds, and end with a empirical study of pricing in China's convertible bonds market.
期权是一种重要的金融衍生工具,自它在金融市场中出现,其定价理论及定价方法一直备受关注。
Option is a kind of important financial derivatives, when it appeared in the financial markets, option pricing theory and method have became hot issues.
这些问题中有相当部分与市场的完全性有关,为此本文首先从理论上描述非完全市场条件下的期权定价问题。
Many of the problems are relevant with the completeness of the markets. So this paper first describe the option pricing theory in the incomplete market.
作为有效市场理论的重要异象,动量效应是基于风险的传统资产定价理论的最严重挑战之一。
As an important anomaly of the effective market theory, the momentum effect is one of the most serious challenges to the classical models of rational price formation.
通过本文的案例研究,拓展了市场细分,定价模型等理论的实践意义。
The paper is a good example of applying the theories of market segmentation and pricing modules in actual business practices.
总的来说,经典的资产定价理论和市场有效理论一直占据着主流金融学的中心部分,关于EMH、CAPM的争论也一刻都没有停止过。
Generally speaking, the classical pricing theory and the theory of efficient market is in the core of mainstream finance and the argument of EMH or CAPM has never ceased.
针对我国证券市场的特点,对现行国内外各种新股定价模型和理论进行了研究。
Based on the unique character of the Chinese stock market, this paper examines the popular models and theories of the pricing of IPO of the world.
在期权交易的实际操作中,红利和交易费用是不可避免的,因此在时间连续的市场模型中考虑红利和交易费,对丰富期权定价理论及指导金融实践的都有着重要的意义。
In the option trading market, dividends and transaction costs can't be avoided. Considering them in continuous-time market makes sense to develop option pricing theory and guide financial practice.
在对现行别墅定价理论和方法分析的基础上,提出了基于市场比较法的模糊综合定价模型。
The author puts forward the fuzzy comprehensive pricing model based on the market comparative process, enriches the theory and method of villa marketing and pricing.
经典定价理论认为,市场出清价格应确定为市场优化问题的对偶解。
A clearing price is directly obtained from the dual solution of market optimization in standard pricing.
对证券市场包括股票市场中的一些经典方法有:均值-方差分析法、APT理论、CAPM模型、B-S期权定价模型等。
Some of classical analytical methods about Security market, including stock market have Mean-Variance analytics, APT theory, CAPM model, B-S options pricing model, etc.
但既然金融危机让人们对效率市场假设产生怀疑(住房和抵押债的定价显然有误),其他理论正在卷土重来。
But now that the financial crisis has discredited the efficient market hypothesis-clearly houses and mortgage bonds were mispriced-alternative theories are making a comeback.
根据电力零售市场的特点,基于负荷价格响应的定义以及边际成本定价理论,推导出了考虑负荷价格响应的有功实时电价的表达式。
Based on the concept of load-price elasticity, the principle of marginal cost pricing, and conditions of the deregulated retail electricity market, the model of spot pricing was deduced.
在传统信号理论基础上,本文建立了一个用于解释股票市场上的圈钱偏好与IPO定价问题的模型。
With traditional signal theories, we propose a model to explain the phenomenon of money preference in the pricing of IPOs.
本文利用期望-方差效用理论,讨论了单时段市场风险资产的绝对免赔额保险中最优免赔额的存在性问题,并给出了最优免赔额、最优风险资产投资额的定价表达式。
This paper discuss the optimal investment and insurance in such a one-period market and get the valuation of the optimal assets investment amount and the optimal amount of dismiss compensate.
这的确是世界上前所未见的“最复杂的集体行为”,但在为碳定价中寻找问题或是依靠自由市场来解决问题则是不太能被大众接受的一种异数理论。
I agree that this is most complex collective-action problem the world has ever met, but it is a heresy to look for at pricing carbon or generally relying on the free market.
接着对二叉树理论进行了详细介绍,并针对我国可转债的附加条款对传统的可转债二叉树模型进行了改进,提出了更符合现实市场操作的定价模型。
Then this paper gives a particular introduction of the Binomial Tree Model and improves it according to the additive terms of China which make it fit the actual market more.
传统金融理论建立在有效市场假说(emh)和资本资产定价模型(CAPM)两大基石之上,其模型和范式局限在“理性”的分析框架中,忽视了对投资者实际决策行为的分析。
The traditional finance theory is based on EMH and CAPM, but the models and methods are confined to the frame of rationality ignoring the analysis of investor's actual decision behaviour.
有效市场理论忽略了市场机制等市场微观结构因素在定价和价格变化方面所起的作用。
Effective market Hypothesis ignores the effect of market microstructure on asset pricing and price variation.
在此理论基础上,平价期权比折价、溢价期权更能体现期权的激励效果,而且在股票市场大幅低于执行价格时,再定价对双方都是有利的。
On the base of this theory, at the money option is better than premium and discounted options; if the stock price below the exercise price, option price is benefit for company and executive.
在此理论基础上,平价期权比折价、溢价期权更能体现期权的激励效果,而且在股票市场大幅低于执行价格时,再定价对双方都是有利的。
On the base of this theory, at the money option is better than premium and discounted options; if the stock price below the exercise price, option price is benefit for company and executive.
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