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- Therefore, constructs ten portfolios sorted by size and also use Fama-French three factors model to calculate their and other ratios. 研究发现对市场流动性敏感度较高的股票的预期收益率要高于对市场流动性敏感度较低的股票。
- The paper employs one factor and three factors model of T-M and H-M to make empirical studies for our country's 23 open-end funds' performances from Oct. 2003 to Jul. 2005. 应用T-M和H-M的单因素和三因素模型,对我国23只开放式股票型基金2003年10月至2005年7月的业绩进行了实证研究;
- At the same time, this article studies the overreaction of Shanghai Stock Exchange using the CARs model, Buy-and-Hold model, CAPM, three factors model and Characteristic model. 然后,本文采用了市场调整的累计异常收益模型、买入并持有收益模型、单因素风险调整模型、三因素模型和特征模型来检验上海股票市场是否存在过度反应现象。
- unconditional FF three factor model 无条件的FF三因子模型
- The other three factors were beyond our control. 其他3个因素不在我们控制范围内。
- None of these three factors can be neglected. 这三个因素一个也不能忽视。
- Three Factors Model 三因子模型
- These three factors include fuel , weather and topography . 有三种因素包括燃料、天气和地形。
- Breakaway Torque is the total of the three factors listed above. 最小开机扭矩是上述三项因素的总和。
- The evaluation mainly arises from a combination of three factors. 这个评价是在三种因素的联合作用下产生的。
- The urgency of the problem is compounded by three factors. 这个问题因三方面因素而更加紧迫。
- The perception of wireless technology has suffered due to three factors. 由于三个因素,造成对无线技术看法不佳。
- Referring to BIRR model, the paper develops a macroeconomic factors model in China's stock market. 摘要本文以BIRR模型为参照,筛选出适用于中国股市的宏观因子套利定价模型中的宏观风险因子。
- What are the three factors that have helped to set up the cognitive psychology? 认知心理学发展的三个前提条件?
- Three factors doubtlessly motivated nations to enter into the 1948 agreement. 促使一些国家加入关贸总协定的无疑有下列三个因系。
- On the other hand, multifactor model includes Fama-French’s three-factor or five-factor model and Carhart’s four factors model. 基金业绩衡量结果在实践中有着广泛的用途。
- Additivity noise - factor model is a broadly used nonlinear model in economicsystems. 加性噪声指数模型是经济系统中应用十分广泛的一类非线性模型。
- The utility of the response factor model is not restricted to these processes or by the specific forms of analysis performed. 响应系数模型的效用并不局限于这些过程,也不受进行分析的特定形式的限制。
- The others three factors mension above have some effects on model. The best preprocessing methods of UTS, YS and ELO model are [0.1, 0.8], [0.01, 0.99] and [0.01, 0.99], and best hidden layers are single hidden layer with 10, 11 and 12 neurons. 镁合金抗拉强度、屈服强度和延伸率的数据预处理方式分别为[0.;1;0
- The portfolio excess return constructed by realized intangible return could not be explained by FF-three factors model, the rational pricing model was rejected. 根据已经实现的无形收益构造的投资组合超额收益不能由FF三因素完全解释,排除了理性定价模型的解释。