absolute and exchangeable value 中文意思是什麼
absolute and exchangeable value
解釋
絕對的和可交換的價值- absolute : adj 1 絕對的 （opp relative comparative）; 完全的，純粹的。2 無條件的，無限制的。3 專制的，獨裁的...
- and : n. 1. 附加條件。2. 〈常 pl. 〉附加細節。
- exchangeable : adj. 可交換的；可兌換的；可轉換的 （for）。
- value : n 1 價值；重要性；益處。2 估價，評價。3 價格，所值；交換力。4 （郵票的）面值。5 等值；值得花的代...
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Absolute and exchangeable value
絕對的和可交換的價值 -
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。
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