摘要
资本资产定价模型 (CAPM)是常用的一种证券定量组合分析方法 .从机会成本的角度出发 ,以CAPM确定项目的投资机会成本 ,结合净现值来进行计算比较 。
The capital asset pricing model(CAPM)is a method in common use for analyzing securities combination in mathematical form. This article is going to devise the optimal strategy by using the opportunity cost. The CAPM can be applied to evaluate the investment projects′opportunity cost, which can be used to compare with the investment projects'net present value (NPV). It has very important significance for us to devise the optimal strategy.
出处
《武汉大学学报（工学版）》
CAS
CSCD
北大核心
2001年第1期102-105,共4页
Engineering Journal of Wuhan University
关键词
证券
资本资产定价模型
资本结构
opportunity cost
capital asset pricing model
capital structure
