摘要
资本资产定价模型是第一个关于金融资产定价的均衡模型,它对确定金融资产的基本价值提供了依据,对分析和抑制资产泡沫的形成无疑具有重要的意义。依据国外学者对CAPM的研究成果,对CAPM的统计检验方法和假设条件进行系统探讨,旨在为CAPM在中国证券市场的合理应用提供理论支持。
The Capital Asset Pricing Model（CAPM） is the first equilibrium pricing model for financial asset and which can be used to determine the value of capital assets in competitive market. CAPM is a method for the determination of basic value of financial assets and it is meaningful for analyzing and controlling the formation of asset foam. Though CAPM has been studied by many researchers, there are few papers pay attention to the testing methods and assumptions of CAPM in China. In order to supply theoretical supports for the application of CAPM, this paper has investigated the two problems.
出处
《统计与信息论坛》
CSSCI
2009年第6期8-11,20,共5页
Journal of Statistics and Information
