ڡ֤ȯг
һһϵ
ÿʲ˵ҪıҪʿµģʽ
Ҫʣʣ
УʣͨRfʾǴͨͲ֮ͣͨöڹծʱʾеʲķնҪĶⲹСеյĴСԼͶ߶Էյƫö
˵ʿԱΪռֵϵbʣVij˻ʣb×V
ˣҪRRfb×V
ռֵϵbĴСȡͶ߶ԷյƫãԷյ̬ԽǻرܣռֵϵbֵҲԽ֮Էյ̶̳Խߣ˵յijǿôҪķղҲûôߣռֵϵbͻСʵĴСɸʲķմС
ʱʲģ
һʱʲģ͵Ļԭ
ijʲıҪ
ʣ
ʣ×гϵƽʣʣ
ʲϵıҪ
ʣʲϵĦ×гϵƽʣʣ
ùʽʾ£
УRʾijʲıҪʣ±ʾʲϵͳϵRfʾʣͨԶڹծRmʾгƽʣͨùƱ۸ָ棩RmRfΪгꡣ
ijʲķгʲϵij˻
ʣ×RmRf
֤ȯг
CAPMģͺĹϵʽеĦ¿ԱҪRΪʣRfг꣨RmRfΪ֪ϵôϵʽѧϾһֱ߷̣֤ȯгߣΪSMLSMLǹϵʽRRf×RmRfֱߡֱߵĺǦϵDZҪʡ
SMLÿĺᡢӦÿһʲʲϣĦϵͱҪʡˣ֤ȯгһʲʲϵĦϵͱҪʶSMLҵӦĵ㡣
1֤ȯгϣؾΪʡʱʱʲıҪʶǣ֮ͬȻ
2бΪꡣ̶ԽߣҪIJԽߣ֤ȯгߵбʾԽ
2CAPMۿ£гǾģʱʲģͻΪ
ԤʣҪʣRf×RmRf
ʱʲģ͵ЧԺ;
CAPMSML״νŸ߷աֱʶĹϵʽĿǰΪֹCAPMSMLǶʵзϵΪеı
CAPMʵҲһЩޣҪڣ
1.ijЩʲҵĦֵԹƣرǶһЩȱʷݵҵ
2.ھûIJȷԺͲϱ仯ʹʷݹĦֵδָñȻҪۿۣ
3.CAPMǽһϵм֮ϵģһЩʵнϴƫʹCAPMЧܵɡЩгǾġгĦг߶Եġڽá˰ղӰʲġѡͽȡ
ۼAPTҲʲܷصӰۡͬǣAPTΪʲԤʲֻܵһյӰ죬ɸķͨʡʡʯͼ۸õָȵӰ죬һصģ͡
ģ͵ĻʽΪ
ERRf~b11b22bii
УERʾijʲԤʣRf~DzͨصʣʣbiʾiԸʲӰ̶ȣΪʲԷiӦϵiʾiԤʣʲڳеiԤڵĶʡ
ڲͬʲ˵Rf~ÿصԤʦiͬͬʲ֮вͬԤ棬ֻΪͬʲͬһصӦ̶Ȳͬ