摘要
资本资产定价模型作为现代金融理论的三大基石之一 ,是第一个关于金融资本资产定价的均衡模型 ,也是第一个可进行计量检验的金融资产定价模型。它的简洁性和可操作性使其被广泛的实际应用。分析资本资产定价模型 ,对我国目前股票市场的发展提出几点启示。
Capital Asset Pricing Model, as one of three foundation of modern finance-theory ,is the first balance-model about financial asset pricing,It is also the first model which may take calculation and examination. Because of its brevity, it has been used widely. This paper makes an analysis of capital asset pricing model, and from it we will get some revelations for the development of our security market.
出处
《石家庄经济学院学报》
2003年第6期779-781,共3页
Journal of Shijiazhuang University of Economics