这个称作是资本资产定价模型。
这种理论就是基于消费的资产定价模型。
The theory is called the consumption-based asset pricing model.
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.
经济代表人的存在是以往资产定价模型的主要假设。
Most asset pricing models suppose that there is a representative agent who can represent all investors.
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.
并设计了均值方差模型，资本资产定价模型和资本资产套利模型。
The mean variance, capital rated and capital interest arbitrage are also devised.
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.
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(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.
资本资产定价模型和套利定价模型是两个非常重要的有价证券市场定价模型。
CAPM and APT are two very important securities-pricing models, which simplify the very complex process of portfolio selection as the base of modern finance.
本文利用倒向随机微分方程研究了连续时间下基于可交易证券的风险资产定价模型。
This paper develops a continuous time model by means of the BSDE methodology, in order to price risky assets in terms of the real probability measure.
随后夏普建立了资本资产定价模型和单指数模型，罗斯等人建立了套利定价多因素模型。
Subsequently sharpe raised the single index model and capital asset pricing model Ross founded the multifactor model.
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.
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.
我们基于两种较为常见的非理性心理现象(过度自信和过度悲观)建立了一个新的资产定价模型。
We offer a new asset pricing model based on two irrational psychological tendencies of investors-over confidence and over pessimism-which are proved pervasive in financial markets by many authors.
无成本假说是资本资产定价模型（CAPM）“资产均衡价格与投资者偏好无关结论”的根本原因。
The No-cost Hypothesis is the fundamental cause for "Asset equilibrium price has nothing to do with the investor's preference" in Capital Asset Prices Model (CAPM).
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.
最后分析了行为金融的几个主要理论模型，分别是期望理论、行为资产定价模型和行为金融组合理论。
I also analyze some important BF models, which are prospect theory, behavioral asset pricing theory and behavioral portfolio theory.
基于资产定价模型和股票市场动量效应的研究成果，对比分析了中、美股票市场动量效应的存在及形成机理。
Based on asset pricing model and empirical results on momentum effect, this study comparatively analyzes the momentum effect existence and formation mechanism.
在有效市场的前提下，封闭式基金的收益应满足资本资产定价模型(CAPM)的假设，无法获得超额收益。
According to Efficient Markets Hypothesis, investors of closed-end funds can't earn excess risk-adjusted returns which accord with CAPM.
我国证券市场的风险收益具有以下特征：（1）资本资产定价模型所揭示的风险收益关系在我国股市并不显著。
The risk premiums in our securities market have characteristics as such: (1) not notably consistent with the assets-pricing models;
借鉴经济增加值这一概念和资本资产定价模型及布莱克-舒尔茨模型，设计了柳州材料总厂虚拟股票期权激励计划。
Drawing lessons from economic Value-added concept, capital-asset-pricing model and Black-Scholes model, we have designed the phantom stock option plan of Liutie material company.
随着金融市场上各种异象的累积，有效市场假说(emh)和资本资产定价模型(CAPM)的权威地位已开始动摇。
Along with various accumulations of anomalies in financial market, the correctness of Efficient market Hypothesis (EMH) and the Capital Asset Pricing Model (CAPM) has been doubted.
实证过程中是否可以不使用资产定价模型，进而回避联合检验，金融中的核心理论——套利成为解决该问题的突破口。
Whether we can not use capital pricing model, then avoid joint hypothesis in the empirical process, arbitrage the kernel of finance theory becomes the breach of the problem.
基于资本资产定价模型构建了负利率与房地产价格关系模型，实证结果支持了负利率对房地产价格所产生的扩张效应。
Based on the CAPM, a model is build to reflect the expansion effect of negative interest rates to prices of the real estate industry, which is proved to be true in the theoretical analysis.
这与经典资本资产定价模型相冲突，对资本资产定价模型的进一步回归检验表明，证券资产平均收益率也仅与总风险相关。
This runs counter to the classical capital assets price model. A further regressive test on the classical capital assets price model also shows that the average relates only to total risk.
这与经典资本资产定价模型相冲突，对资本资产定价模型的进一步回归检验表明，证券资产平均收益率也仅与总风险相关。
This runs counter to the classical capital assets price model. A further regressive test on the classical capital assets price model also shows that the average relates only to total risk.
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