asset pricing
资产定价
2026-01-09 12:13 浏览次数 17
资产定价
to explain this puzzle many financial researchers add the macroeconomic factors to the capital asset pricing models to calculate the influence of macro variables on the stock assets.
大量的金融研究者从资产定价模型入手,计量了宏观经济变量对股票市场的影响,取得了丰富的成果;
based on the theory of portfolio selection, using the capital asset pricing model, chapter 4 focuses on the portfolio the social security funds could devise after they entered the capital market.
第五章从委托—代理理论出发,重点同答社保基金进入资本市场后如何管理和政府监管的问题。
this paper mainly discusses the capital asset pricing model(capm), the capital asset pricing model and evolution of test method.
本文重点论述了资本资产定价模型(capm)的发展、资本资产定价模型及其检验方法的演进。
the consumption-based capital asset pricing theory has become the basic theory in the research of the consumption choice and asset returns.
目前,它已经成为研究消费选择与资本收益问题的基础理论。
what we did--the core theoretical framework that we had-- was the mean variance theory, which led us to the capital asset pricing model.
我们讲到了投资组合多元化的核心理论框架,即均值-方差模型,之后又讲到了资本资产定价模型
based on portfolio theory and capital asset pricing model, risk in real estate investment is divided into systematic risk and unsystematic risk.
本文借鑒了证券投资组合理论和资本资产定价模型的思想,将房地产投资风险划分为系统风险和非系统风险。
the veracity of alternative asset pricing is the key of fairness and success in the management buy-out.
管理层收购中转让定价的準确性是交易是否公平,收购能否成功的关键。
currently, the way of pricing methods of chinas mbo has many defects such as bad pricing transparency, dissimilated pricing motive, unreasonable net asset pricing method and so on.
目前,我国mbo的定价方式存在着许多缺陷,如定价透明度差、定价动机异化、凈资产定价法极不合理等。
secondly, under the framework of the new definition of venture capital, two kinds of venture capital asset pricing methods which complementing each other are given.
在新创业投资理论框架下,本文给出了两种相互印证、互为补充的创业投资资本资产定价方法。
the relationship between the shareholder composition and asset pricing is very complicated.
股东构成与资产价格之间的关系是一个复杂的问题。
this paper builds a stochastic dynamic asset pricing model with government.
文章建立了一个有政府的动态资产定价模型。
the first problem set asked you to manipulate the model that i just presented-- the model of how you form portfolios and the model of the capital asset pricing model.
第一道习题,考察的是你们能否活用我刚刚给出的几个模型-,包括怎样构成投资组合的模型,和资本资产定价模型。
behavioral asset pricing theory as the main clue of behavioral finance has been developed rapidly.
作为行为金融学主干的行为资产定价理论近些年来发展迅速。
a comparative study of asset pricing theories between standard finance and behavioral finance;
标準金融理论与行为金融理论研究的范式各具特点。
experimental markets tell us 「irrationality」 in peak and 「over-rationality」 in bottom, and directly provide psychological evidence to behavioral asset pricing theory.
该研究对行为资产定价理论提供直接的心理学依据。
but the behavior asset pricing theory can only be regarded as the supplement of the 「modern finance」 rather than the so-called 「reconstruction」.
但是,行为资产定价理论只能被视为是对「现代金融」的资本资产定价模型的补充而非所谓的「重建」。
through the historical review of asset pricing theory, we can divide it into three stages: the embryonic stage, the developing stage and the flourishing stage.
通过对金融资产定价理论的历史文献回顾,可以把资产定价理论大致分为三个阶段萌芽阶段、发展阶段和繁荣阶段。
the model set up at the marcovize asset allocation theory and the sharp capital asset pricing theory and based on the use of the assets of groups and theoretical analysis.
该模型建立在马尔科维茨的资产配置理论和夏普的资本资产定价理论基础之上,运用资产组和理论进行分析。
the impact of asymmetric information on asset price is a very important problem in financial studies, but this was ignored in modern asset pricing theory.
非对称信息对资产价格的影响是金融领域研究的一个重要内容。但是,在现代资产定价理论中却没有考虑非对称信息的影响。
the asset pricing theory has developed from standard finance stage to behavior finance stage.
资产定价理论的发展分为两个阶段:标準金融学定价阶段和行为金融学定价阶段。