从分析CAPM(资本资产定价模型)入手，提出了用股票指数期货来对冲股票组合风险的一种方法。

Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.

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由于资本资产定价模型不能运用，本论文接着试图通过找到一个适用于我国的度量系统风险的有效指标的方法来计算资本成本。

Since the CAPM model can't be used, the paper then tries to determine capital cost by find out an appropriate index to measure the risk of system of our country.

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随着金融市场上各种异象的累积，有效市场假说(emh)和资本资产定价模型(CAPM)的权威地位已开始动摇。

Along with various accumulations of anomalies in financial market, the correctness of Efficient market Hypothesis (EMH) and the Capital Asset Pricing Model (CAPM) has been doubted.

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