It also shows that Shenzhen stock market almost conform to APT model.
同时也表明深圳股市基本上符合套利定价模型。
This paper samples 486 companies in Shanghai stock market with the testing of the APT model on the availability in China security market.
文章以上海股票市场486家上市公司的数据为样本,对套利定价模型在我国证券市场的有效性进行了检验。
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。
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。
This characteristic of Pelton turbine is apt to take the risk to predict the hydraulic performance of prototype from model.
冲击式水轮机试验表明:真机效率均低于模型效率,这种反常的趋势容易引起从模型试验结果预测真机性能的风险性。
By the imported technologies and equipments, various optical fibre (cable) connectors of model APT (STLRI) -1.78 are fabricated.
利用引进的制造技术和设备,制作出了APT (STLRI)—1.78型系列化光纤连接器。
By the imported technologies and equipments, various optical fibre (cable) connectors of model APT (STLRI) -1.78 are fabricated.
利用引进的制造技术和设备,制作出了APT (STLRI)—1.78型系列化光纤连接器。
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