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。
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。
The results of the empirical research show that the CAPM model using income as independent variable may reflect operational risk value in some measure;
研究结论认为：以收入为被解释变量的CAPM模型可以在某种程度上反映操作风险值的大小；
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。
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。
And according to the different the basic theories, the performance evaluation with benchmark can be divided into the mono-factor model based on CAPM model and the multi-factor model based on APT.
因所使用的基础理论不同，有基准的组合绩效评价模型分为C A PM模型的单因素模型和基于APT模型的多因素模型。
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。
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。
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。
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。
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。
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 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。
At the same time, this article studies the overreaction of Shanghai Stock Exchange using the CARs model, Buy-and-Hold model, CAPM, three factors model and Characteristic model.
然后，本文采用了市场调整的累计异常收益模型、买入并持有收益模型、单因素风险调整模型、三因素模型和特征模型来检验上海股票市场是否存在过度反应现象。
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。
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.
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。
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。
Capital asset Price Model (CAPM) presumes that all investors have same prolepsis about asset characteristic in capital market, and investors will chose same portfolio to maximize their return.
资本资产定价模型(CAPM)假设投资者具有一致预期，关于资本资产各项特征的判断完全相同，投资者会选择同一个更优的组合。
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。
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。
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。
In addition, the deduction of this model is supported by empirical test which in classical CAPM and APT models, stocks with less will present more significant momentum effect.
另外，实证分析支持了传统的CAPM和APT定价模型中的带越小，动量效应越显著的结论。
In addition, the deduction of this model is supported by empirical test which in classical CAPM and APT models, stocks with less will present more significant momentum effect.
另外，实证分析支持了传统的CAPM和APT定价模型中的带越小，动量效应越显著的结论。
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