idiosyncratic risk造句

• In order to provide the empirical testimony, we imitate ff ( 1, 993 ) three factors model to establish a model contained idiosyncratic risk factor, and use the shanghai a market data to carry on the examination
  为提供实证方面的依据,本文仿照ff(1993)的三因素模型建立了包含非系统性风险因子的实证模型,并采用上海a股市场数据对其进行检验。
• From then on, financial economists have worked in several directions to improve capm . relaxing the underlying assumptions of the model developed various forms of multi-factors models . however, scarcely any research has explicitly proposed that idiosyncratic risk should be priced
  但是将系统性风险以外应定价的因子提炼出来,质疑系统性风险与非系统性风险两分法,从而明确提出非系统性风险应该被定价的研究现在还鲜有人涉足。
• This paper attempts to discuss the idiosyncratic risk under the capm frame in the stock pricing reflection, involving general balanced analysis, the concept logic analysis, the model constructs, the empirical research and so on the many kinds of methods, closely centers on the risk concept, tries to prove that idiosyncratic risk should be priced
  本文尝试性地在capm框架下探讨非系统性风险在股票定价中的反映,运用一般均衡分析、概念的逻辑分析、模型构建、实证研究等多种方法,紧紧围绕风险概念,力图从理论和实证两方面为非系统性风险在股票收益率中有所反映提供有力说明。
• This paper attempts to discuss the idiosyncratic risk under the capm frame in the stock pricing reflection, involving general balanced analysis, the concept logic analysis, the model constructs, the empirical research and so on the many kinds of methods, closely centers on the risk concept, tries to prove that idiosyncratic risk should be priced
  本文尝试性地在capm框架下探讨非系统性风险在股票定价中的反映,运用一般均衡分析、概念的逻辑分析、模型构建、实证研究等多种方法,紧紧围绕风险概念,力图从理论和实证两方面为非系统性风险在股票收益率中有所反映提供有力说明。
• This paper starts with interrogatory with capm; analyzes the most basic risk concept, the risk expression method; clarify the concept of systematic risk with idiosyncratic risk; questions about marketing portfolio, diversification investment . then, we accept the capm as a reasonable first order approximation
  本文的思路是先破后立,将研究的起点放在对capm的质疑上,从分析最基本的风险概念、风险的表示方法入手,层层抽丝拨茧,对系统性风险与非系统性风险的划分、市场组合、组合投资等概念提出疑问。