搜档网

搜档网

当前位置:搜档网 > Common risk factors in the returns on stocks and bonds--Fama-French三因子模型的诞生

Common risk factors in the returns on stocks and bonds--Fama-French三因子模型的诞生

Common risk factors in the returns on stocks and bonds--Fama-French三因子模型的诞生

TOP相关主题

Common risk factors in the returns on stocks and bonds-Fama&French,JFE1993(三因子模型)翻译
Common risk factors in the returns on stocks and bonds-Fama&French,JFE1993(三因子模型)翻译_金融/投资_经管营销_专业资料。金融方面论文翻译很难找,希望帮到...
Fama-French三因子计算过程说明
Fama-French 三因子计算过程说明姜国华、叶昕、饶品贵、祝继高 (北京大学光华管理...Common risk factors in the returns on stocks and bonds, 1993, Journal of...
fama三因素的ppt
Fama-French三因子计算过程说明_金融/投资_经管营销_专业资料。Fama-French 三...Common risk factors in the returns on stocks and bonds, 1993, Journal of...
金融计量第十一章三因素资产模型与EVIEWS:综合案例
Common risk factors in the returns on stocks and bonds --Fama-French三因子模型的诞生郑震 蔡英玉 曹永娜 资产定价理论回顾 在过去相长的一段时间里,人们...
CAPM
FamaFrench在1993年的论文“Common Risk Factors in the Returns on Stocks and Bonds”中正式提出三因素模型,从风险 收益角度出色地解释了超额收益率现象。Fama...
Common risk factors in the returns on stocks and bonds
Common risk factors in the returns on stocks and bonds --Fama-French三...中国股市存在显 著的账面市值比效应和规模效应;三因子模 型比CAPM模型能更好地...
我国创业板市场Fama-French三因素模型适用性的实证分析
famafrench1993 common ri... 54页 5财富值 Fama-French 3f-model exp... ...Common risk factors in the returns on stocks and bonds 隐藏>> 分享到: ...
现代金融学最经典的十几篇基石性文献
关键词:创业板;FamaFrench三因素模型;市值;账面市值比;SMB因子;HML因子中图...[3]Fama EF,FrenchKR.Commonriskfactorsinthe returns on stocksandbonds[J]....
FF三因子模型在上海A股市场实证分析
Common risk factors in thereturns on stocks and bonds-Fama&French, JFE1993(三因子模型) [14] Multifactor Explanations ofAsset Pricing Anomalies-Fama&French...