摘要
从资本资产定价理论和套利定价理论出发 ,研究了证券投资分析的收益率和风险问题。同时 ,运用以上两种理论讨论了单指数模型和多指数模型的特点及应用 。
By applying the Capital Asset Pricing Theory and Arbitrage Pricing Theory, this paper analyses the problem of profit expectation and risk in securities investment analysis. In the same time, this paper discusses the characters and applications of Single Index Model and Multiple Index Model through applying CAPM and APT. It has important value in practice and theory.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2001年第12期17-21,共5页
Systems Engineering-Theory & Practice
基金
CCUIPP-NSFC研究资助计划支持项目 ( 7994 2 0 1 3
70 0 4 2 0 0 3)
