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论CAPM模型在上证股票市场上的有效性检验及改进 被引量:2

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摘要 资本资产定价模型自提出以来已经被运用到各个投资决策和理论研究领域。但我国并不成熟的证券市场难以满足CAPM理论假设条件,所以该理论在现实市场中的有效性值得进一步探讨。运用在上海证券市场中随机抽取的60只股票的数据,对标准模型和改进后引入其他因素的CAPM模型进行实证检验,得出相关结论。
作者 夏颖
出处 《现代商贸工业》 2009年第9期149-150,共2页 Modern Business Trade Industry
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