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- Conditional Asset Pricing 条件资产定价
- Asset Price Bubbles, Investment, and Fluctuations. 资产价格泡沫、投资与波动。
- After then,William. F. Sharpe advanced Capital Asset Pricing Model. 之后,威廉·夏普(William.;F
- Based on the RVARMA model, the empirical analysis points out the facts that the conditional variances have a persistent effect on capital asset pricing in model with root. 给出了基于“已实现”波动自回归移动平均模型的实证分析,指出当模型具有单位根时条件方差对资产定价的影响是持续的。
- 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。
- It was too early to conclude if there was an asset price bubble. 在现阶段下结论,认为出现资产价格泡沫属言之尚早。
- Can econometrics be used to forecast future asset price changes? 经济计量方法能用来预测未来的资产价格吗?
- 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。
- Private consumption improved and asset prices rose sharply. 私人消费有所改善,资产价格更大幅攀升。
- We find that the surplus consumption ratio can induce the asset price to fluctuate. 剩余消费比率是股票市场内部波动性的一个来源,剩余消费比率的变动可以导致资产价格的波动。
- Asset prices pull themselves up by their own bootstraps. 资产价格上扬全凭己力。
- But when asset prices started to fall, the whole system unravelled. 但 是,当资产价格开始下跌时,整个系统开始瓦解。
- As the downturn unfolds asset prices begin to deflate. 在低迷时期,资产价格开始下跌。
- Research and teaching: Asset Pricing, Empirical Finance, Econometric Methods, and Derivative Markets. 主要研究和教学领域:资产定价,实证金融,计量经济学方法,金融衍生产品市场。
- 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。
- Irwin Friend and Randolph Westerfield.Co-Skewness and Capital Asset Pricing[J].The Journal of Finance,No.4,Sep1980. 陈有禄.;n个参数的资本性资产定价模型[J]
- Hisrshleifer. Investor Pschology and Asset Pricing[ J]. the Journal of Finace,2001, August PP. 1533- 1577. 杨大勇.;金融经济学股票定价理论最新进展[J]
- 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。
- Compare to else asset pricing theories, GCAPM can explain the puzzle of equity premium succinctly. 与其他资本资产定价模型相比,这个理论能较好地解释红利溢价之迷。
