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.
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。
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.
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.
采用深圳证券市场交易数据对资本资产定价模型进行了横截面检验，研究了股票组合和单支股票收益率与系统风险的关系，并分析了个股风险构成。
The paper has transverse check to CAPM by using data from Shenzhen's securities, studies relations between stock group and single stock and system risk, and analyzes single stock risk construction.
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。
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.
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.
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.
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。
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)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.
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。
In this paper, we introduce the capital asset pricing model (CAPM), Prove the separation theorem. and analyze the Shanghai stock market with CAPM.
确定股权回报率是进行长期投资决策的关键步骤，但在现实非理性世界中难以直接运用传统财务理论所推荐的资本资产定价模型来确定股权回报率。
To set rate of equity returns is a critical step for long-term investment decisions, but in a realistic irrational world, its not easy to do that using CAPM familiar in standard financial theory.
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, 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.
传统金融理论建立在有效市场假说(emh)和资本资产定价模型(CAPM)两大基石之上，其模型和范式局限在“理性”的分析框架中，忽视了对投资者实际决策行为的分析。
The traditional finance theory is based on EMH and CAPM, but the models and methods are confined to the frame of rationality ignoring the analysis of investor's actual decision behaviour.
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).
本文首先对资本成本理论进行了综述，并且利用经典资本资产定价模型即CAPM理论对中国房地产行业资本成本进行了计算，得出中国房地产行业的资本成本为12 44%。
This paper firstly reviews the theory of cost of capital, and USES CAPM to achieve the result that the cost of capital of real estate industry in China is around 12.44%.
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.
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.
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.
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