English translation for "arbitrage pricing theory"
|
- 套汇定价理论
套利定价理论
Related Translations:
- Example Sentences:
| 1. | Arbitrage pricing theory
套利定价理论 | | 2. | 24of course , the market portfolio may turn out to be one of the factors , but that is not a necessary implication of arbitrage pricing theory
24当然，市场投资组合可能会是因素之一，但是那不是套利定价理论的一个必需的潜台词。 | | 3. | 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。 | | 4. | Then sharpe , linter , mossion and ross , etc . developed markowitz ' s mean - variance model , leaded to standard investment models like capital asset pricing model ( capm ) , single - index model and arbitrage pricing theory ( apt )
后经sharpe , litner , mossion和ross等人发扬光大,提出了capm , apt等标准投资模型,完成了资本资产定价的问题。 | | 5. | Arbitrage pricing theory doesn ' t tell us what the underlying factors are ? unlike the capital asset pricing model , which collapses all macroeconomic risks into a well - defined single factor , the return on the market portfolio
套利定价理论没有告诉我们潜藏的因素是什么?不象资本资产定价模型，将所有宏观经济风险塌缩于一个充分定义的单一因素，市场投资组合的回报率。 | | 6. | Topics include : portfolio theory ; equilibrium models of security prices ( including the capital asset pricing model and the arbitrage pricing theory ) ; the empirical behavior of security prices ; market efficiency ; performance evaluation ; and behavioral finance
议题包括投资组合理论、证券价格的均衡模型(包括资本资产定价模式及套利定价理论) 、证券价格的经验行为、市场效率、绩效评量及行为财务学。 | | 7. | This model is based on the multi - factor model given by ma yongkai and tang xiaowo who simplify markowitz ' s model for portfolio investment with the help of ross " arbitrage pricing theory . compared with the markowitz ' s mean - variance model , the new model has the following merits : 1
这个模型是在马永开和唐小我利用马科维茨均值-方差模型和罗斯套利定价理论导出的多因素证券组合投资决策模型的基础上给出的。 | | 8. | At present , the dominant pricing theories both an home and abroad are capital assets pricing model ( capm ) and arbitrage pricing theory ( apt ) = the inference about these pricing theories is all from the perspective of the side of demand , which may give an impression of losing contact with reality
目前国内外居主流地位的定价理论是资本资产定价理论( capm )和套利定价理论( apt ) 。这些定价理论的推导都是从需求方的角度考虑的，总使人有脱离实际之感，本文提出了从供给方和有效市场理论的角度去理解和运用该理论的思路。 | | 9. | The first chapter introduces several important models of investment portfolio in the present capital market , such as covariance model , capital asset pricing model , single index model and arbitrage pricing theory . in the last of this part , the thesis analyse strongpoint and disadvantage of each model
第一章详细介绍了目前资本市场上关于投资组合的几个重要模型，如协方差模型、资本资产定价模型、单指数模型和资产套利模型等，在本章的最后，论文对这些模型各自的优缺点进行了简单的分析比较。 | | 10. | The thesis , somehow , is a summary , which expounds the main contents of traditional portfolio theory ( tpt ) and mpt , also gives a comparison between tpt and mpt ; analyses two aspects of markowitz theory , one is the effects of risk disperses and the demonstration , the other is how to make an optimal portfolio strategy ; researches into capital assets pricing model ( capm ) , factor model ( fm ) and arbitrage pricing theory ( apt ) respectively in three parts ; studies another two parts , one is the premise of mpt , which is the efficient market hypothesis ( emh ) , the other analyses the behavior finance theory ( bft ) produced in the background of challenging and querying to emt and capm . the thesis finally discusses the researching and applying prospects of mpt in china
论文对现代资产组合理论与传统资产组合理论分别进行了分析，并对两者进行了比较研究，对马克维茨的均值? ?方差理论从资产组合风险分散效应和最优资产组合选择两方面进行了重点分析，对资本资产定价模型、因素模型、套利定价理论进行了一定深度的分析和研究，对现代资产组合理论的前提假设? ?有效市场理论及在对有效市场理论和资本资产定价模型形成挑战和质疑背景下提出的行为金融理论进行了论述，论文最后分析了现代资产组合理论在我国的研究及其应用的广阔前景。 |
- Similar Words：
- "arbitrage of stock and shares" English translation, "arbitrage of stocks" English translation, "arbitrage of stocks and shares" English translation, "arbitrage opportunity" English translation, "arbitrage point" English translation, "arbitrage pricing theory (apt)" English translation, "arbitrage rate" English translation, "arbitrage risks" English translation, "arbitrage stock" English translation, "arbitrage transaction" English translation
|
|
|
