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Home > chinese-english > "arbitrage pricing theory (apt)" in English

English translation for "arbitrage pricing theory (apt)"

套利定价理论

Related Translations:
be apt to snivel:  动不动就哭鼻子
borrower arbitrage:  借款者套利
arbitrage point:  套利点
spot arbitrage:  现汇套购
arbitrage account:  国外套汇帐
convertible arbitrage:  分支有可转换债券套利可转债套利转换证券套利策略
arbitrage bond:  套汇债券
arbitrage international:  国际仲裁
current arbitrage:  通货套汇
spread arbitrage:  差价套利
Example Sentences:
1.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。
2.At present , the dominant pricing theories both an home and abroad are capital assets pricing model ( capm ) and arbitrage pricing theory ( apt ) = the inference about these pricing theories is all from the perspective of the side of demand , which may give an impression of losing contact with reality
目前国内外居主流地位的定价理论是资本资产定价理论( capm )和套利定价理论( apt ) 。这些定价理论的推导都是从需求方的角度考虑的,总使人有脱离实际之感,本文提出了从供给方和有效市场理论的角度去理解和运用该理论的思路。
3.The thesis , somehow , is a summary , which expounds the main contents of traditional portfolio theory ( tpt ) and mpt , also gives a comparison between tpt and mpt ; analyses two aspects of markowitz theory , one is the effects of risk disperses and the demonstration , the other is how to make an optimal portfolio strategy ; researches into capital assets pricing model ( capm ) , factor model ( fm ) and arbitrage pricing theory ( apt ) respectively in three parts ; studies another two parts , one is the premise of mpt , which is the efficient market hypothesis ( emh ) , the other analyses the behavior finance theory ( bft ) produced in the background of challenging and querying to emt and capm . the thesis finally discusses the researching and applying prospects of mpt in china
论文对现代资产组合理论与传统资产组合理论分别进行了分析,并对两者进行了比较研究,对马克维茨的均值? ?方差理论从资产组合风险分散效应和最优资产组合选择两方面进行了重点分析,对资本资产定价模型、因素模型、套利定价理论进行了一定深度的分析和研究,对现代资产组合理论的前提假设? ?有效市场理论及在对有效市场理论和资本资产定价模型形成挑战和质疑背景下提出的行为金融理论进行了论述,论文最后分析了现代资产组合理论在我国的研究及其应用的广阔前景。
Similar Words:
"arbitrage of stocks" English translation, "arbitrage of stocks and shares" English translation, "arbitrage opportunity" English translation, "arbitrage point" English translation, "arbitrage pricing theory" English translation, "arbitrage rate" English translation, "arbitrage risks" English translation, "arbitrage stock" English translation, "arbitrage transaction" English translation, "arbitrager" English translation