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。
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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