Chinese translation for "henriksson"
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- 亨里克松
- Example Sentences:
| 1. | Henriksson and merton ( 1981 ) regard the timing ability as a free put option . goetzmann , ingersoll and ivkovic ( 2000 ) try to catch the accumulated value of a sequence of such options . we conclude that gii model may pay a more applicable role in the timing study from the theoretical point of view 在对模型的构造进行深入的研究后,我们发现, tm模型假设时机选择使组合的系统风险呈非线性特征, hm模型将时机选择视为一免费的看跌期权, g模型进一步捕捉看跌期权在整个评价期间内的价值。 | | 2. | In this paper , we measure the performance of chinese equity funds , using treynor - mazuy model , henriksson - merton model and chang - lewellen model which are based on capm and fama - french three factors model respectively in measuring the manager ' s market timing ability and security selection ability . the empirical evidence indicates that the managers do n ' t exhibit superior market timing ability but exhibit certain security selection ability 本文主要从中国市场的实际出发,对国内外的证券基金业绩评价体系进行全面的理论研究,着重对证券基金业绩的分解研究进行了探讨,并运用分别基于capm和fama ? french三因素模型的treynor ? mazuy模型、 henriksson ? merton模型和chang ? lewellen模型等基金经理择时能力和择股能力评价模型对我国的证券基金业绩进行全面的实证分析。 |
- Similar Words:
- "henriks" Chinese translation, "henriksborgs" Chinese translation, "henriksdals" Chinese translation, "henriksen" Chinese translation, "henrikson" Chinese translation, "henrikz" Chinese translation, "henrings" Chinese translation, "henrio" Chinese translation, "henriod" Chinese translation, "henrion" Chinese translation
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