lol金克丝图片:请问最主要的PREIDICTION OF CAPM 是什么?
来源:百度文库 编辑:中科新闻网 时间:2024/05/20 03:56:38
R(stock)=f+bata*(R(market)-f)
f为无风险受益率
R(market)为市场收益率
R(stock)为股票收益率
bata=var(R(stock),R(stock))/var(R(stock),R(market)),即β系数
ask youself
R(stock)=f+bata*(R(market)-f)
f为无风险受益率
R(market)为市场收益率
R(stock)为股票收益率
bata=var(R(stock),R(stock))/var(R(stock),R(market)),即β系数
ask youself