理论上也的确如此,流动性调节资产定价模型向我们展示出贝塔风险系数是如何补偿标准市场系数的。
Indeed, the liquidity-adjusted capital asset pricing model shows how liquidity betas complement the standard market beta.
金融市场的动荡也许会加深痛苦,这是由于当价格急剧下跌时,卷商及对冲基金所使用的模型会导致他们售出资产。
The volatility of financial markets may intensify the pain, since both brokers and hedge funds use models which lead them to sell assets when prices move down sharply.
有效市场假说和资本资产定价模型作为实证会计理论研究的理论基础,在此也进行了讨论。
Effective market hypothesis and capital asset pricing model are also discussed here as the base of empirical accounting research.
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