In this section, CAPM model is used to give a thorough analysis.
在本部分分析中，主要运用了CAPM模型对公司的价值进行了全面分析。
Under the market segmentation, the classic CAPM is going to be invalidation.
在分割市场下，不同的投资者有不同的前沿组合，经典的CAPM模型将会失效。
Conditional CAPM has a higher forecasting precision than higher-moment CAPM.
时变CAPM模型较高阶矩CAPM模型，具有更高的预测精度。
For the "discount rate" in the model, we use the "CAPM" model to confirm it.
折现资本成本采用“修正的资本资产定价”模型计算。
Be a part of this exciting, growing profession by gaining your CAPM credential.
获得CAPM认证，您就能加入这振奋人心的，蓬勃发展的职业。
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 problem of choosing a substitute for the market portfolio of risk assets in CAPM is discussed.
探讨CAPM中风险资产市场组合的替代品选择问题。
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)是目前证券市场上应用最广泛的模型。
To test the CAPM therefore one has to observe and be able to measure this efficient market portfolio.
测试的CAPM因此，一要遵守和能够衡量这个有效率的市场组合。
Empirical evidences show that CAPM cannot explain such market anomalies as size effect and momentum effect.
实证中发现CAPM对许多诸如规模效应、惯性效应等的市场异常现象无法作出解释。
A detailed analysis is made of the idealistic CAPM pricing model and its application in actual price estimation.
分析了在理想环境下CAPM定价模型及其在实际预计股价中的应用。
When calculating the probable loss of stock with CAPM model the constant can't be lost, or the VaR will be larger.
在用CAPM模型计算股票资产的可能损失时，不能丢失常数项，否则计算值偏大。
This paper looks back the general course of empirical tests abroad about CAPM, and sets out related papers to CAPM home.
本文回顾了国外关于CAPM的实证研究的大体历程，同时整理了国内的相关文献。
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。
Classical CAPM is just used to forecast the future return of financial assets by assessing systematical risk in one country.
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。
CAPM It's abbreviated as the CAPM and I'm not going to do it justice here, I'm sorry, but there are so many ins and outs of this.
它的缩写是，我不打算在这做进一步阐释，不好意思，但是这里有很多值得深究的东西。
Based on CAPM, the authors obtained the expected return rate of entrepreneurs, the beta coefficient and risk premium of enterprises.
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。
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。
According to Efficient Markets Hypothesis, investors of closed-end funds can't earn excess risk-adjusted returns which accord with CAPM.
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。
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。
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。
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.
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。
West scholars have done many empirical studies. Totally these empirical studies show that CAPM is perfectly similar to the yield structure of financial market.
西方学者对CAPM做过大量的实证研究，这些研究表明，CAPM可为金融市场的收益结构提供相当好的近似。
But since its birth, and the model test about the CAPM, not interrupted, the theory and method of inspection, the disorder is complicated and continuously new.
但是，自诞生以来，关于CAPM模型的检验就没有间断过，该理论及其检验方法不断出新，错乱复杂。
One is referred as CAPM anomaly, which includes size effect, book-to-market equity effect, long-term return reversals effect, short-time momentum effect and etc.
一种是CAPM异象，它主要包括规模效应、帐面市值比效应、长期收益率反转效应和短期惯性效应等。
Since the CAPM model can't be used, the paper then tries to determine capital cost by find out an appropriate index to measure the risk of system of our country.
由于资本资产定价模型不能运用，本论文接着试图通过找到一个适用于我国的度量系统风险的有效指标的方法来计算资本成本。
CAPM theory is the core of modern financial theories, widely applying to the fields such as pricing analysis of financial assets, investment decision-marking, etc.
资产资本定价模型(CAPM)是现代金融理论的核心内容，广泛应用于金融资产的定价分析及投资决策领域。
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).
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。
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.
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.
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。
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