capital asset pricing model (capm) meaning in Chinese
资本资产定价模型
Examples
- 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。 - Capital assets pricing model ( capm ) only considers systematical risk and assumes that non - systematical risk can be eliminated by diversification
摘要资本资产定价模型只考虑系统风险，并假定非系统风险可以通过多样化消除。 - 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。 - 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。 - In the research of emh , the capital asset pricing model ( capm ) is very important . the theory of capm is based on emh . if emh is available on the market , capm can be used by the investors to determine the price of assets
在对股票市场效率研究过程中，资本资产定价模型理论扮演了重要的角色，可以说，资本资产定价模型是建立在有效市场理论基础上的，也有人把资本资产定价模型理论称为狭义的有效市场理论。