... 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 APT model 多因素套利
multi-factor HJM model 多因素HJM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。
It is turned out that the multi-factor model can fill the gap of the present model, and therefore making a better distinction of reputation conditions of the sellers.
结果表明，该多因素模型弥补了现有模型的不足，能够更好的区分卖家的信誉状况。
We then combine these prior beliefs with a general multi-factor model and derive an analytical solution for the posterior expectation of "alpha", the intercept term from the model.
然后我们将这些先验信念与一般多因素模型相结合，进而推导出模型中的截距项——的后验期望代数解。
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