Our research uses multifactor model combined with cross-section regression and econometrics and analyzes 157 listed companies in Shanghai and Shenzhen Securities Markets from June 1st, 2001 to May 31st, 2002.
实证研究采用多因素模型的理论框架,结合横截面回归方法和计量经济学检验手段,对2001年6月1日-2002年5月31日我国沪深两证券市场共计157家上市公司分行业进行了分析。
参考来源 - 我国上市公司股票收益率影响因素的实证研究·2,447,543篇论文数据,部分数据来源于NoteExpress
Multifactor model holds important position in modern investment theories.
多因素模型在现代投资理论中居于重要地位。
The single-factor model excels in multifactor model in evaluating the performance of mutual funds.
多因素绩效评估模型优于单因素模型;
Subsequently sharpe raised the single index model and capital asset pricing model Ross founded the multifactor model.
随后夏普建立了资本资产定价模型和单指数模型,罗斯等人建立了套利定价多因素模型。
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