It's so called capital asset pricing model.
这个称作是资本资产定价模型。
It will be about the capital asset pricing model.
会讲到资本资产的定价模型。
The theory is called the consumption-based asset pricing model.
这种理论就是基于消费的资产定价模型。
In the capital asset pricing model, in finance — this is the most famous model in finance.
金融学里的资本资产定价模型-,是金融学里最有名的模型。
Two-fund separation theorem is very important for the research of capital asset pricing model.
两基金分离定理对资本资产定价模型的研究有重要意义。
Capital Asset Pricing Model (CAPM) is not suitable also because of Jointly Establish Hypothesis.
资产资本定价亦因为联合假设问题而不适用。
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。
That will lead us into the capital asset pricing model, which is the cornerstone of a lot of thinking 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。
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。
Subsequently sharpe raised the single index model and capital asset pricing model Ross founded the multifactor model.
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。
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)是常用的一种证券定量组合分析方法。
Effective market hypothesis and capital asset pricing model are also discussed here as the base of empirical accounting research.
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。
In this paper, we introduce the capital asset pricing model (CAPM), Prove the separation theorem. and analyze the Shanghai stock market with CAPM.
本文简单介绍了资本性资产定价模型(CAPM),并且给出了分离定理的证明,还运用CAPM对上海股市进行了实证分析。
Based on asset pricing model and empirical results on momentum effect, this study comparatively analyzes the momentum effect existence and formation mechanism.
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。
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.
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。
First, the method of real options is used to study venture capital asset pricing model of a single period, and extended to the general model of venture capital decision-making of the N periods.
一是运用实物期权方法研究创业投资资本资产定价的单期模型,并推广到适应N期决策的一般模型。
In this paper, a commentary and an annotation to the basic ideas and methods of the asset portfolio theory, the security portfolio theory and the capital asset pricing model (CAPM) are presented.
对资产组合理论、证券组合理论、资本资产定价模型的基本思路及方法进行了评述,并对几点不足之处进行了改进及实证检验。
A new approach is employed to test herding towards the market portfolio, which is based on the cross-sectional dispersion of the factor loading of asset pricing model within Shanghai stock market.
采用一种利用资产定价模型因子载荷截面离散度指标测度羊群行为的新方法来检验上海股票市场是否存在以市场指数为领头羊的羊群行为。
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.
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。
The particularity of credit asset determines that there is not any mature model to pricing the insurance strategy, the only way is to change the existing methods.
信贷资产的特殊性决定了其保险定价没有成熟的模型,只能对已有的方法进行一些变换来达到目的。
The model is a kind of improvement for Asset Share Pricing Method.
这一模型是资产份额定价法的改进。
By analyzing asset price vibration rate following limited Markov chain, prediction model of future time vibration rate and related pricing method of stock option are made.
本文通过对服从有限马尔可夫链的标的资产价格波动率进行分析,得出了在未来时刻波动的预测模型,并给出了相应的期权定价方法。
Therefore, the paper suggests that CAPM is ineffective and the asset pricing depends on multi-factor model in Shanghai A-share market.
因此,在上海A股市场,CAPM失去了有效性,资产定价可以由多因素模型决定。
The B-S model and binary model are used in the evaluation of intangible asset and real option pricing model and identification of its parameters are formed accordingly.
在这之后,把期权的B - S模型及二叉树模型应用于无形资产的价值评估中,并由此建立了无形资产的实物期权定价模型及其参数确定方法。
As a new financial derivative instrument, mixed asset bonds adopt a pricing model different from traditional bonds due to its unique attribute.
作为一种新型金融衍生产品,混合资本债券以其特有的资本属性形成了区别于传统债券的定价模式。
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.
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。
The model set up at the Marcovize asset allocation theory and the Sharp capital asset pricing theory and based on the use of the assets of groups and theoretical analysis.
该模型建立在马尔科·维茨的资产配置理论和夏普的资本资产定价理论基础之上,运用资产组和理论进行分析。
This paper improves binomial model in some aspects to make it more suitable to the properties of convertible bonds, then more accurate to pricing such a financial asset.
在传统的二叉树模型上加以一定的改进,使其能更适合可转换债券的特点,从而对可转换债券的定价达到更高的准确度。
But most importantly, it can unify all the asset-pricing models to get a new asset-pricing model containing pricing factors of the two dimensions.
更重要的是二维体系有望将红利贴现模型、CAPM、Fama&French的三因素模型和APT模型统一,形成一个包含二维定价因子的新资产定价模型。
But most importantly, it can unify all the asset-pricing models to get a new asset-pricing model containing pricing factors of the two dimensions.
更重要的是二维体系有望将红利贴现模型、CAPM、Fama&French的三因素模型和APT模型统一,形成一个包含二维定价因子的新资产定价模型。
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