点击下载:吉林大学:《金融学》专题教学资源(PPT课件讲稿)The factor models and The Arbitrage Pricing Theory
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One-Factor models Expected return ri=atb. F Variance 22 b2 or+O Covariance ppOne-Factor Models – Expected return – Variance – Covariance ri = ai + bi F 2 2 2 2 i = bi F + ei 2 ij = bi bj F
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点击下载:吉林大学:《金融学》专题教学资源(PPT课件讲稿)The factor models and The Arbitrage Pricing Theory
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