1) weak-form efficiency
弱式有效
1.
Testing Chinese Stock Market s Weak-form Efficiency:A Root Unit Approach;
中国股票市场的弱式有效性检验:基于单位根方法
2.
And the paper proposes the concept of price function and investment increment, and includes that it isn t confirmed whether the convertible bond market of our country presents weak-form efficiency.
本文以目前沪深两市挂牌交易的31只可转换债券和可转换债券指数为研究样本,采用时间序列自相关检验法对我国可转债市场的弱式有效性问题进行了实证分析;提出价格函数和投资增值概念;得出目前我国可转债市场尚未达到弱式有效层次的结论。
3.
The results show that whereas the A-share markets were inefficient before spilt share reform,they have reached the weak-form efficiency after that.
检验结果表明,股改前市场是非有效的,股改之后市场达到了弱式有效。
2) weak form efficiency
弱式有效
1.
This paper examines the weak form efficiency in Shanghai stock market from the beginning of 1991 to the end of 1996 by applying modern investment theories and empirical research method.
运用现代投资分析理论与实证研究方法,对上海股票市场从1991年初~1996年底的市场弱式有效性进行了全面综合分析。
2.
This paper examined the weak form efficiency of China s stock market in terms of the profitability of Variable-Length Moving Rules.
中国股票市场是否已经达到弱式有效性一直是一个争议很大的问题。
3) Weak-form EMH
弱式有效市场
5) weak efficient solutions
弱有效解
1.
Weak Efficient Solutions for Some Kinds of Vectorial Optimization Problems in Banach Spaces
Banach空间中几类向量最优化问题的弱有效解
2.
This paper studied a class of multiobjective programing problems involving differentiable n-set functions,and obtained sufficient optimality conditions for weak efficient solutions under generalized convexity conditions.
在较弱凸性条件下 ,研究了一类可微 n-集函数多目标规划问题的可行解是弱有效解的最优性充分条件。
3.
The paper studied that weak efficient solutions are stable with set-valued maps in the topological structure and it is proved that the weak efficient solutions and weak efficient points are stable in the sense of Baire dimension.
运用集值映像所构成的集合空间由一致度量产生它的拓扑结构,研究了在这种拓扑结构下弱有效解关于集值映像是稳定的,证明了在Baire纲意义下,弱有效解和弱有效点是稳定的。
6) weak efficiency
弱有效性
1.
Finally,a conclusion is reached that our stock market has come into the weak efficiency stage.
本文介绍了验证股票市场有效性的一般方法,并利用沪市指数数据进行了实证分析,得到了我国股票市场已经进入弱有效性阶段的结论。
2.
This paper establishes one kind of constructions for vector Lagrangian functionals in a class of multiobjective fractional optimal control problems, called generalized Lagrangian functionals, and the relationship between the weak efficiency and generalized weak saddle points of such a kind of generalized Lagrangian functionals is discussed.
给出一类多目标分式最优控制问题的向量 Lagrange泛函的构造 ,称为广义 Lagrange泛函 ,并且讨论弱有效性和这样一种广义 Lagrange泛函的广义弱鞍点之间的关
3.
The result of an empirical study shows that in the aspect of industry, Chinese stocks market is neutral and is not weak efficiency.
实证研究的结论是,我国股票市场在行业层面基本符合中性假定,并且非系统风险在总风险中的比重较大,有行业资产配置的必要;同时,股票市场在行业层面上没有弱有效性,积极的行业资产配置可行。
补充资料:弱式有效市场
弱式有效市场——
弱式有效市场是指证券价格被假设完全反映包括它本身在内的过去历史的证券价格资料的有效市场。
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
参考词条