fama 中文意思是什麼

fama 解釋
法馬
  1. We found the model which established by fama and french is suitable for chinese stock market. then we test the so - called ‘ new - year effect ’. we drew the conclusions that the m / l and b / l portfolios have the ‘ january effect ’ and the m / m portfolio has the ‘ february effect ’. the coefficient of three - factor model is an important systemic risk guideline of investment object

    對f / f的三因素模型的應用而言,模型的擬合程度,模型回歸系數的顯著性以及在動態投資過程中,模型回歸系數的穩定性等對模型的實際應用起到非常重要的作用。
  2. Some of the major trust agencies incorporated for this task include majlis amanah rakyat ( mara ), federal land development authority ( felda ), and federal agricultural marketing authority ( fama ) etc

    一些主要的機構包括人民信?局、聯邦土地發展局和聯邦農業行銷局等等。
  3. Fama, eugene, and merton h. miller, 1972, the theory of finance, ii1 : dryden press

    現有企業理論已認識到,人力資源與其所有者不可分離,故它的可抵押性比財務資源差
  4. Fama, eugene, f. agency problems and the theory of the firm [ j ]. journal of political economy, 1980, 88 : 288 - 307

    本文對國際酒店管理公司的定義可參見:陳勇.國外酒店管理合同研究新進展探析[ j ] .外國經濟與管理, 2006 ( 12 )
  5. Market efficiency become the most hot area for financial expert, since fama published his creative paper in 1971

    自從fama1971年開創性的論文發表以來,股票市場效率已成為對證券市場感興趣的理論研究者的一個突出課題。
  6. Fama and other efficient market researchers have taken for granted the informational efficiency implies resource allocation efficiency

    以法瑪位代表的信息效率學派認為,一個具有信息效率的股市自然會具有資源配置效率。
  7. Since fama ( 1967 ) effective market hypothesis, research on the efficiency of stock market has focused on testing the validity of the information

    就中國資本市場來看,目前股票市場在資本市場上占據了主要的地位,無論從規模還是市場成熟度來講都高於債券市場。
  8. ( 2 ) for cross - sectional risk factors, both capm and fama & french three - factor model cannot account for profitability of medium and short term momentum strategies, but for long - term strategies, may explain a little

    ( 2 )截面風險補償方面: capm與fama - french三因子模型皆無法完全解釋中短期慣性策略之利潤表現,而對較長期的策略獲利的解釋力有所增強。
  9. Efficient market is defined formally by eugene f. fama who was an american professor in finance. the definition is widely recognized by public means in which market the price of a financial asset reflects all the information available and responds only to unexpected news

    有效市場廣泛採用的是1965年美國金融學家尤金?法瑪提出的定義,即在一個證券市場中,價格完全反映了所有可獲得的信息。
  10. Fama and french wrote an article for the journal of finance in the year of 1992. they thought that p is unrelated to stock return. this view is strongly against the key thought of capm and directly against the efficient market hypothesis ( emh )

    1992年fama和french在《金融雜志》上撰文認為,股票的系數和收益率之間基本上沒有關系,這一觀點抨擊了capm核心思想,並直接抨擊了有效市場假說。
  11. Chapter 3 and 4 analyze the operation efficiency of china " s capital market. just like real economy, capital market allots resource by price mechanism. in 1965, american financial expert eugene fama presented efficient market hypothesis

    但資本市場中,證券的價格同實體經濟中一般商品的價格的內涵及運行機理是不同的, 1965年美國金融學家尤金?法瑪( eugenefama )正式提出了有效市場假說( efficientmarkethypothesis )就是專門針對資本市場的價格波動而言的。
  12. In the last chapter, we managed to put forward some useful idea to help develop the efficiency of china ' s stock market from the point of view of law, market and political system. in 50 ' s of 20 century, the famous professor eugene fama introduced the idea of efficient market hypothesis ( emh ), which means that the information available on the asset market can be found in the price of assets without delay and fault

    在效率市場中,投資者都利用可獲得的信息力圖獲得更高的報酬,證券價格對新的市場信息的反應是迅速而準確的,證券價格能完全反映全部信息,市場競爭涉及的證券價格從個均衡水平過渡到另一個均衡水平,而與新信息相應的價格變動是相互獨立的,或稱隨機的。
  13. In this paper, we measure the performance of chinese equity funds, using treynor - mazuy model, henriksson - merton model and chang - lewellen model which are based on capm and fama - french three factors model respectively in measuring the manager ' s market timing ability and security selection ability. the empirical evidence indicates that the managers do n ' t exhibit superior market timing ability but exhibit certain security selection ability

    本文主要從中國市場的實際出發,對國內外的證券基金業績評價體系進行全面的理論研究,著重對證券基金業績的分解研究進行了探討,並運用分別基於capm和fama ? french三因素模型的treynor ? mazuy模型、 henriksson ? merton模型和chang ? lewellen模型等基金經理擇時能力和擇股能力評價模型對我國的證券基金業績進行全面的實證分析。
  14. 1964. 1967 ). modern theory of the property rights and enterprise think the ownership of enterprise is arranged among capital, main idea as follows : one is the ownership of classical enterprise ( armen alchian and harold demsetz, 1972 ; harold demsetz, 1988 ; oliver hart, 1986, 1990, 1995 ) ; the other is the ownership of shareholding corporation ( m. jensen and w. mecklin, 1976 ; eugene fama, 1980 ; berler, 1995 )

    現代產權理論利現代企業理論關于企業所有權的安排主要集中在:一是古典企業的所有權的安排(阿力飲利德姆塞茨, 1972 :德姆塞茨, 1988 ;哈特, 1986 , 1990 , 1995 ) ;二是股份制公司所有權安排(邁克爾?詹森和麥克林, 1976 ;法馬, 1980 ,布萊爾, 1995 ) 。
  15. The conclusions drawn from two methods are same : vcis is good and can produce significant final result, but the risk calculated from the latter method is larger than that of the former. this is one of source of divergence between lsv ( 1994 ) and fama ( 1995 ) on the reason why vcis can bring in anomalous return

    但在以組合月均收益率為標準時,價值組合的風險大於魅力組合風險,這樣風險溢價對價值投資策略的超額利潤有一定的解釋作用,這正是lsv ( 1994 )和fama ( 1995 )對價值投資策略超額利潤來源的分歧根源之一。
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