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1.
The Multi-factor Capital Assets Pricing Model Based on Downside Risk and Its Empirical Analysis;
基于下侧风险的多因素资本资产定价模型及实证分析
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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。
3.
a. The Capital Asset Pricing Model
a. 资本资产定价模型
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A New Capital Assets Pricing Model Based on Heterogeneity Investors
基于异质投资者的资本资产定价模型
5.
Lucas? model exhibits the features share by a variety of capital asset-pricing models.
卢卡斯 (1978)的模型表现出了许多资本资产定价模型的共有特征。
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Multiply Beta CAPM under Chinese Market Segmentation: Model and Test;
中国市场分割下的多贝它资本资产定价模型——理论模型及实证检验
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Empirical Study of Three-factor Pricing Model in Chinese Stock Market;
中国资本市场三因素定价模型实证研究
8.
Research of Theory and Application of Capital Assets Pricing Model;
资本资产定价模型理论及其应用研究
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D-CAPM and An empirical Analysis;
下方资本资产定价模型及其实证分析
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Reflections on Capital Asset Pricing Model;
关于资本资产定价模型的疑问与思考
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Discussion of Theory and Applying of Capital Assets Pricing Models;
资本资产定价模型理论及其应用探讨
12.
After-Tax Capital Assets Pricing Model and Its Implications for Policy-making;
税后资本资产定价模型及其政策含义
13.
Discussion on the remained issues on CAPM
资本资产定价模型(CAPM)遗留问题的探讨
14.
The Role of Institutional Investors:A Empirical Study of Multi-Factor Pricing Model;
投资机构的影响:多因素定价模型实证分析
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Heterogeneity Investors and Asset Pricing: A New Capital Asset Pricing Model;
异质投资者与资产定价:一个新的资本资产定价模型
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A Taxes-affected Fractional-moment Asset Pricing Model Based on the Special Utility Function
存在税收因素影响的基于特殊效用函数的分数矩资本资产定价模型
17.
Production-Capital Asset Pricing Model Based on Adjustment Costs
基于调整成本的产出-资本资产定价模型研究
18.
From Dynamical Linear Pricing Rule to Dynamical Capital Asset Pricing Model;
从动态线性定价法则到动态资本资产定价模型