相比之下,风险平价基金的贝塔系数仅小幅下降。
The beta for risk parity funds, by comparison, declined only a small amount.
到了2009和2010年,市场复苏,耶鲁型组合的贝塔系数又回落下来。
The beta then fell again as the market recovered in 2009 and 2010.
各共同基金在各自情况说明书上公布包括贝塔系数在内的一系列有关风险的信息。
Mutual funds publish information about risk, including the beta, on their fund fact sheets.
与预期不一致的是,实证研究没有发现资产负债率、流动比率和总资产增长率对贝塔系数有显著影响。
But inconsistent with prior studies, the debt-to-asset ratio, the current ratio and the growth rate of total assets are not found to be associated with beta in our study.
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.
摩根大通的潘尼吉左格鲁表示,平衡型共同基金的股票贝塔系数接近历史低点,但对冲基金的贝塔系数仍有进一步下滑空间。
Equity betas for balanced mutual funds are close to historical lows, but those for hedge funds still have room to fall further, Mr Panigirtzoglou said.
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.
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.
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