theoretical selection index 中文意思是什麼
theoretical selection index
解釋
理論選擇指數- theoretical : adj. 1. 理論（上）的，學理上的 （opp. applied）。2. 假設（性）的；純理論的，推理的。3. 空論的 （opp. practical）。adv. -ly
- selection : n. 1. 選擇；挑選；選拔。2. 拔萃；選擇物；精選物[品]；文選。3. 【無線電】分離，（自動電話）撥號。4. 【生物學】選擇，淘汰。
- index : n （pl es dices ）1 索引。2 指標，標準，標志。3 示[食]指 （＝index finger）。4 指數。5 【印刷】指...
-
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。
分享友人