... it r r ˆ M i f i r r ˆ ˆ 2.2.6多因子模型与套利定价理 论 多因子模型(multi-factor model):描述风险性资产的未 来收益率与相关的共同因子之间的关系.
基于18个网页-相关网页
FF multi-factor model FF多因子模型
multi-factor model forecasting 多因素预测模型
Statistical multi-factor model 多因子统计模型
Multi factor linear regression model 多元线性回归模型
Multi-factor Asset Pricing Model 多因素资产定价模型
multi-factor HJM model 多因素HJM模型
multi-factor CIR model 多因素CIR模型
multi-factor arch model 因子多元arch模型
Multi-factor similar model 多因素相似模型
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。
On the basis of summarizing risk budgeting technique in being, this paper introduces multi-factor model into process of risk budgeting, and sets up program of multi-factor-risk budgeting.
本文在对现有风险预算技术进行评述的基础上，将证券收益的多因素模型引入风险预算过程，建立了基于多因素模型的风险预算方法。
Multivariate time series method is used to analyze the performance of oil production and injection Wells. A multi factor model for predicting the water cut in oil well is presented.
采用多元时间序列分析的方法，对油水井动态特性进行了分析，建立了油井含水率的多因素预测模型。
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