这个称作是资本资产定价模型。
资产定价理论是金融学的核心。
斯蒂格利茨称，“他是现代资产定价理论之父。”
资产定价是证券市场研究的核心问题。
Asset pricing is the core issue of the research on securities market.
金融学里的资本资产定价模型-，是金融学里最有名的模型。
In the capital asset pricing model, in finance — this is the most famous model in finance.
然后引出资本资产定价模型，这个模型是很多金融思想的基础。
That will lead us into the capital asset pricing model, which is the cornerstone of a lot of thinking in finance.
在这一部分中，我们主要讨论金融资产定价的方法。
The part mainly discusses the approach of pricing the financial assets.
为安抚那些认为这种资产定价有用的人，就把它当作一个脚注吧。
To appease those who think there is use in this kind of pricing of assets, include it in a footnote.
股票收益率的可预测性是资产定价研究中的核心问题。
Forecasting stock yield is the kernel problem in researching asset price-making.
两基金分离定理对资本资产定价模型的研究有重要意义。
Two-fund separation theorem is very important for the research of capital asset pricing model.
给出了以经纪人代表效用表出形式的金融资产定价公式。
Then discuss the problem of representative agent and, accordingly, give the representative agent pricing formula.
股票市场流动性与收益关系的实质是流动性资产定价问题。
The relationship between liquidity of stock market and the assets' returns is essentially the issue of liquidity asset pricing.
利用单期金融市场模型研究了非完全市场衍生资产定价问题。
This paper studies the pricing problem of derivatives in incomplete markets with a single period financial market model.
本文研究了参考证券组合对组合证券选择和均衡资产定价的影响。
In this paper, the effects of benchmark portfolio on portfolio selection and asset pricing are analyzed.
该结论在很大程度上支持了基于羊群行为的有限理性资产定价模型。
This conclusion lies in line with the assets pricing model of bounded rationality based on herding behaviors.
传统的资产定价理论和资产交易理论都有一个基本假设：人是理性的。
There is a fundamental hypothesis in classical asset pricing and asset trading theory: human are "rational".
资本资产定价模型(CAPM)是目前证券市场上应用最广泛的模型。
The Capital Asset Price model (CAPM) use the most extensive model on the security market at present.
资本资产定价模型（CAPM）是常用的一种证券定量组合分析方法。
The capital asset pricing model(CAPM)is a method in common use for analyzing securities combination in mathematical form.
资本资产定价模型是非常重要的模型-，假设每人是理性的，并持有切线资产组合。
The asset pricing model — and this is critical — assumes everyone is rational and holds the tangency portfolio.
更确切地说，该基金可以用最乐观的模型来对流动性资产定价，包括按揭证券和其它可交换的票据。
More specifically, the fund could use the most optimistic models to price its illiquid assets, which include mortgage-backed securities and other swaps.
经典资本资产定价模型只是通过预测一国内部的系统风险，来预测金融资产的未来收益。
Classical CAPM is just used to forecast the future return of financial assets by assessing systematical risk in one country.
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.
巨量的新增流动性，零利率和错误的资产定价使得很多银行赚取了创纪录的利润并开出了巨额的奖金。
So with trillions in fresh liquidity, zero interest rates and valuing assets at fantasy prices, many Banks have produced record profits and paid record bonuses.
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.
本文讨论了各种均衡状态下，信号的具体实现值对投资者异质信念与资产定价关系的影响。
But based on the realized value of signal, the under-valuation of asset may positive correlated with agents' heterogeneous beliefs.
一个长期争议的话题就是在银行业应当在何种程度上采用以实时市场信息为资产定价的公允价值会计。
A long-fermenting issue is how far "fair-value" accounting, which USES up-to-the-minute market information to price assets, should be pushed in banking.
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.
本文还对现有的资产定价方法进行了分析，指出了适合风险企业资产定价的方法是期权定价方法。
The author also analysis the existing methods of assets assessment, puts forward that the option pricing method fits with the assets assessment for the venture enterprises.
从分析CAPM(资本资产定价模型)入手，提出了用股票指数期货来对冲股票组合风险的一种方法。
Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.
从分析CAPM(资本资产定价模型)入手，提出了用股票指数期货来对冲股票组合风险的一种方法。
Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.
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