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- behavior asset pricing model (BAPM) 行为资产定价模型
- After then,William. F. Sharpe advanced Capital Asset Pricing Model. 之后,威廉·夏普(William.;F
- An alternative asset pricing model to the capital asset pricing model. 资本定价模式的一个选择性资产定价模式。
- 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。
- First, we introduce the principles of the time value of money (TVM) and capital asset pricing model (CAPM). 这些观念与工具可被财务执行者用以确认与解决财务问题。
- The capital asset pricing model (CAPM) demonstrates that the market portfolio is essentially the efficient frontier. 资本资产定价模式CAPM证明市场投资组合本质上是有效的边界。
- The multifactor pricing model is a crucial breakthrough in asset pricing theory and a derivation or an extension of the arbitrage pricing theory (APT). 多因子定价模型(Multifactor Pricing Model)是资产定价理论发展到套利定价理论(Arbitrage Pricing Theory,APT)之后的延伸,是对金融资产定价研究的重要理论突破。
- In this paper, we introduce the capital asset pricing model (CAPM),Prove the separation theorem. and analyze the Shanghai stock market with CAPM. 本文简单介绍了资本性资产定价模型(CAPM),并且给出了分离定理的证明,还运用CAPM对上海股市进行了实证分析。
- The relationship between Efficient Markets Hypothesis (EMH) and Asset Pricing Model (APM) has been much concerned, due to Joint Hypothesis problem. 有效市场假设与资产定价模型的关系由于联合检验问题的存在一直备受关注,也产生了一些混淆。
- According to the essential idea of Capital Asset Pricing Model (CAPM), this article details how to make use of the CAPM evaluates venture capital projects. 然后在此基础上提出了风险投资风险的预测模型,并且基于资本资产定价模型(CAPM)的基本思想,就如何利用资本资产定价模型对风险投资项目进行经济性综合评估的方法做出了较详细阐述。
- Based on the RV-ARMA model, it is discussed that the persistence of conditional variances has a effect on capital asset pricing model (CAPM) from persistence viewpoint. 在“已实现”波动自回归移动平均模型基础上,从条件方差持续性的角度,讨论了条件方差的持续性对资产资本定价模型的影响。
- This thesis extends Inderfurth and Schefer s finding of Capital Asset Pricing Model (CAPM) in the environment of current supply chain wholesale price contracts. 均异效率性为现代投资组合理论的基础,也逐渐受到实务界的重视。
- Conterminous with the empirical and theoretical and according to market efficiency theory and base on the Sharp's capital asset price model. 本文将现阶段我国上市公司再融资的几种方式进行了对比分析,从国外、国内证券市场的实践上,重点研究了增发的选择方式。
- Like the capital asset pricing model, arbitrage pricing theory stresses that expected return depends on the risk stemming from economywide influences and is not affected by unique risk. 如同资本资产定价模型,套利定价理论强调期望回报率取决于经济体影响造成的风险而且不受独有风险的影响。
- This paper studies Markowitz Portfolio Selection Theory and Sharpe Capital Asset Pricing Model from each aspect , especially explains Capital Asset Pricing Model and its recent development in finance field. 本文对马柯威茨证券投资组合理论和夏普资本资产定价模型作了全面的研究,着重探讨了资本资产定价模型及其在财务领域的发展。
- Methods By changing basic assumption of Black-Scholes option pricing model,utilize the partial differential equation to study underlying asset pricing process which is mixed process. 方法改变Black-Scholes期权定价模型的基本假设,运用随机微分方程研究标的资产服从混合过程的期权定价。
- Risk and Return in Behavioral SDF-based Asset Pricing Models 行为资产定价模型中的风险
- Based on the capital asset pricing model (CAPM) and combined with the mathematical model of trade off theory,the principle of indirectly measuring bankruptcy cost and agency cost is tendered. 对权衡理论作了简要的介绍分析,并在资本资产定价模型的基础上,结合权衡理论的数学模型,提出了间接计量破产成本和代理成本的原理,建立了结合权衡理论的最小负债成本模型。
- In 1964,William Sharpe brought forward Capital Asset Pricing Model (shortenedfor CAPM) on the basis of Markowitz's, which has been the mostimportant way studying venture capital in modern finance. 1964年,WilliamSharpe在Markowitz证券投资组合的基础上,提出了资本资产定价模型(CapitalAssetPricingModel,简称CAPM),这一模型已经成为现代金融财务学中研究风险投资的一个重要方法;