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- The multifactor pricing model is a crucial breakthrough in asset pricing theory and a derivation or an extension of the arbitrage pricing theory (APT). 多因子定价模型(Multifactor Pricing Model)是资产定价理论发展到套利定价理论(Arbitrage Pricing Theory,APT)之后的延伸,是对金融资产定价研究的重要理论突破。
- 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。
- A Comparative Analysis of Capital Asset Pricing Model and Arbitrage Pricing Mode 资本资产定价理论模型与套利定价模型比较分析
- Arbitrage pricing model 套利定价模型
- Chapter three analyzes the Arbitrage Pricing Theory (APT) of risk assets. 第三章分析了风险资产的套利定价理论,对套利定价理论的模型进行了推导。
- You can think of the factors in arbitrage pricing as representing special portfolios of stocks that tend to be subject to a common influence. 你可以把套利定价中的因素想成代表着易受一种普遍影响的特殊的股票投资组合。
- In 1976, Stephen A. Ross developed CAPM and initiated the arbitrage pricing theory (APT) which is a breakthrough. 1976年;罗斯(Stephen A.;Ross)突破性地发展了CAPM;首创套利定价理论(APT)。
- Extensions of n-echelon catenarian supply chain pricing model. 链状n级供应链定价扩展模型。
- After then,William. F. Sharpe advanced Capital Asset Pricing Model. 之后,威廉·夏普(William.;F
- Thirdly, it introduces the theories of portfolio management, asset pricing, arbitrage pricing, options pricing, hedge, comprehensive risk management. 详细介绍了资产组合管理理论、资本资产定价理论、套利定价理论、期权定价理论、套期保值理论和综合风险管理理论等风险管理理论工具。
- At last the paper deduces the pricing formula of real option similarly American Option utilizing No-Risk Arbitrage Pricing Theory. 在此基础上,运用无风险套利原则,推导出变动执行价格条件下的类似于美式期权的实物期权的定价公式。
- Section 2 systemically introduces the theories of portfolio management, asset pricing, arbitrage pricing, options pricing, comprehensive risk management. 第二章详细介绍了资产组合管理理论、资本资产定价理论、套利定价理论、期权定价理论、套期保值理论和综合风险管理理论等风险管理工具。
- This pricing model is extremely complex and takes a long time to calculate. 此定价模型非常复杂,计算需要花很长时间。
- An alternative asset pricing model to the capital asset pricing model. 资本定价模式的一个选择性资产定价模式。
- Therefore, Black-scholes option pricing model can be used for stock pricing. 因此可以用布莱克-斯科尔斯期权定价模型对股票进行定价。
- C2B refers to consumer-to-business, and uses a reverse pricing model. C2B是指消费者的电子商务平台,采用的是逆向定价模式。
- Keywords: online airline ticket, price dispersion, Hedonic price model. 关键字:线上机票、价格差异、特性价格模式。
- 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。
- New bond issue, Pricing model, Pricing method Bond has always been considered as an investme. 显示目录中国债券市场新债定价研究清华大学经济管理学院。
- A detailed analysis is made of the idealistic CAPM pricing model and its application in actual price estimation. 分析了在理想环境下CAPM定价模型及其在实际预计股价中的应用。