2008мƹܿγ̱ʼǵڶ

ڡ֤ȯг
һһϵ
ÿʲ˵ҪıҪʿµģʽ
Ҫʣ޷ʣ
У޷ʣͨRfʾǴͨͲ֮ͣͨöڹծʱʾеʲķնҪĶⲹСеյĴСԼͶ߶Էյƫö
˵ʿԱΪռֵϵb׼ʣVij˻ʣb×V
ˣҪRRfb×V
ռֵϵbĴСȡͶ߶ԷյƫãԷյ̬ԽǻرܣռֵϵbֵҲԽ󣻷֮Էյ̶̳Խߣ˵յijǿôҪķղҲûôߣռֵϵbͻС׼ʵĴСɸʲķմС
ʱʲģ
һʱʲģ͵Ļԭ
ijʲıҪ
޷ʣ
޷ʣ×гϵƽʣ޷ʣ
ʲϵıҪ
޷ʣʲϵĦ×гϵƽʣ޷ʣ
ùʽʾ£
УRʾijʲıҪʣ±ʾʲϵͳϵRfʾ޷ʣͨԶڹծRmʾгƽʣͨùƱ۸ָ棩RmRfΪгꡣ
ijʲķгʲϵij˻
ʣ×RmRf
֤ȯг
CAPMģͺĹϵʽеĦ¿ԱҪRΪ޷ʣRfг꣨RmRfΪ֪ϵôϵʽѧϾһֱ߷̣֤ȯгߣΪSMLSMLǹϵʽRRf×RmRfֱߡֱߵĺǦϵDZҪʡ
SMLÿĺᡢӦÿһʲʲϣĦϵͱҪʡˣ֤ȯгһʲʲϵĦϵͱҪʶSMLҵӦĵ㡣
1֤ȯгϣؾΪ޷ʡ޷ʱʱʲıҪʶǣ֮ͬȻ
2бΪꡣ̶ԽߣҪIJԽߣ֤ȯгߵбʾԽ
2CAPMۿ£гǾģʱʲģͻΪ
ԤʣҪʣRf×RmRf
ʱʲģ͵ЧԺ;
CAPMSML״νŸ߷աֱʶ򵥵ĹϵʽĿǰΪֹCAPMSMLǶʵзϵΪеı
CAPMʵҲһЩޣҪڣ
1.ijЩʲҵĦֵԹƣرǶһЩȱʷݵҵ
2.ھûIJȷԺͲϱ仯ʹʷݹĦֵδָñȻҪۿۣ
3.CAPMǽһϵм֮ϵģһЩʵнϴƫʹCAPMЧܵɡЩгǾġгĦг߶Եġڽ׷á˰ղӰʲġѡͽ׵ȡ

ۼAPTҲʲܷصӰۡͬǣAPTΪʲԤʲֻܵһյӰ죬ɸ໥ķͨʡʡʯͼ۸񡢹񾭼õָȵӰ죬һصģ͡
ģ͵ĻʽΪ
ERRf~b11b22bii
УERʾijʲԤʣRf~Dzͨص޷ʣʣbiʾiԸʲӰ̶ȣΪʲԷiӦϵiʾiԤʣʲڳеiԤڵĶʡ
ڲͬʲ˵Rf~ÿصԤʦiͬͬʲ֮вͬԤ棬ֻΪͬʲͬһصӦ̶Ȳͬ