隨機走勢理論 的英文怎麼說
中文拼音 [suíjīzǒushìlǐlún]
隨機走勢理論
英文
random walk theory- 隨 : Ⅰ動詞1 (跟; 跟隨) follow 2 (順從) comply with; adapt to 3 (任憑; 由著) let (sb do as he li...
- 機 : machineengine
- 走 : 動詞1 (人或鳥獸的腳交互向前移動) walk; go 2 (跑) run 3 (移動; 挪動) move 4 (離開; 去) lea...
- 勢 : 名詞1 (勢力) power; force; influence 2 (一切事物力量表現出來的趨向) momentum; tendency 3 (自...
- 理 : Ⅰ名詞1 (物質組織的條紋) texture; grain (in wood skin etc ) 2 (道理;事理) reason; logic; tru...
- 論 : 論名詞(記錄孔子及其門徒的言行的「論語」) the analects of confucius
- 隨機 : random stochasticrandom
- 走勢 : behaviour
- 理論 : theory
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Specially, based on risk - metric and factor variables, the author discusses multi - factor asset pricing model. in theoretical analysis, the author attempts to release the assumption of index ' s random walk, proves a portfolio selection model suitable for the linear index level moreover, based on assets un - exchangeable, the author brings forward asset pricing models for b - shares, h - shares and non - circulated - shares. the author also brings forward multi - factor asset pricing model based on risk - metric indices, such as coefficient of beta, standard variance, standard semi - variance, average absolute deviation, value at risk, and factor variables, such as circulated market equity, exchange ratio, short - term historical return
在理論分析時,作者嘗試放鬆指數水平滿足隨機遊走過程的假設,推導出指數水平呈線性趨勢的資產組合選擇模型;此外,作者基於資產不可交易這一假設,提出了b股、 h股和非流通股等情形的資產定價模型,並基於系數、標準差、標準半方差、平均絕對離差和風險價值等風險度量指標以及流通市值、換手率、短期歷史收益率等因素變量提出了四因素資產定價模型。Random walk theory
隨機走勢理論
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