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three-factor model in Chinese

Pronunciation:
How to pronounce "three-factor model""three-factor model" in a sentence

Translationmobile phoneMobile

  • 三因素模型

Examples

  • The three - factor model provides a substantially lower estimate of the risk premium for computer stocks than the capm
    三因素模型比capm提供了明顯更低的對計算機股票風(fēng)險溢價的估算值。
  • At the same time , we research the coefficient stability and the forecast ability of the model we apply the industry three - factor model to industry investment practice , and
    同時對行業(yè)收益三因素模型的穩(wěn)定性和預(yù)測能力進行了研究。為戰(zhàn)略投資組合和戰(zhàn)略風(fēng)險預(yù)算的在行業(yè)中的構(gòu)建提供
  • ( 2 ) for cross - sectional risk factors , both capm and fama & french three - factor model cannot account for profitability of medium and short term momentum strategies , but for long - term strategies , may explain a little
    ( 2 )截面風(fēng)險補償方面： capm與fama - french三因子模型皆無法完全解釋中短期慣性策略之利潤表現(xiàn)，而對較長期的策略獲利的解釋力有所增強。
  • The new risk indices include b / m factor size factor coskewness and cokurtosis . the conclusions drawn from it are that : capm has not any ability to explain the anomalous return produced by vcis ; fama - french three - factor model has the most significant ability to do so . it is noted that , after including coskewness , the four - factor model has a greater significant ability than that of fama - french three - factor model
    結(jié)論為: capm無法解釋價值反轉(zhuǎn)投資策略的超額利潤的產(chǎn)生原因; fama一french三因素模型對價值反轉(zhuǎn)投資策略的超額利潤的解釋能力最為顯著;但對于有些投資組合，在fama一french三因素加上協(xié)偏度后，解釋能力超過原來的falna - f ~ h三因素模型，而且在引入的新的風(fēng)險因子，有關(guān)支持投資者過度反應(yīng)的證據(jù)消失，這是lsv ( 1994 )和fama ( 1995 )對價值投資策略超額利潤產(chǎn)生原因的意見分歧的另一個產(chǎn)生根源。
  • The article introduces four new models of the ego - defense mechanism , including reality negotiation model , dual - process model of defense , and three - factor model of defense , as well as a further exploration of its specific type - projection , summarizes the clinical , the relational , and the experimental research method of this topic in the current personality field , and gives the authors some considerations about this topic in the present study
    考察了自我防衛(wèi)機制的四種新的理論模型（現(xiàn)實處理模型、防衛(wèi)的雙過程模型、三維防衛(wèi)模型、以及投射發(fā)生機制的新解釋）和自我防衛(wèi)機制的臨床研究、相關(guān)研究、實驗研究三種取向，并闡述了作者對該問題當(dāng)前研究趨向的幾點思考。
  • We research the stability of the three - factor model by using chow test and research the coefficient stationary by using unit root test , and forecast the coefficient of the model using arma 、 garch model . the results show that the model is instability in the long run , most coefficient is non - stationary , and we can preferably forecast the coefficient by using the arma 、 garch model . in the process of designing strategic investment portfolios and the strategic risk budgeting prevailing in resently which in order to control investment risk , the investors generally structure their portfolios in different industries
    模型回歸系數(shù)是測度投資對象系統(tǒng)風(fēng)險的重要指標(biāo),我們利用chow檢驗對證券收益三因素模型結(jié)構(gòu)的穩(wěn)定性進行了分析研究,用adf檢驗對模型的三個回歸系數(shù)的穩(wěn)定性進行了實證分析,采用arma和garch模型對回歸系數(shù)的預(yù)測能力進行了研究,結(jié)果表明組合三因素模型結(jié)構(gòu)不穩(wěn)定,但短期比長期結(jié)構(gòu)穩(wěn)定性要高;大部分組合回歸系數(shù)時序穩(wěn)定性較差,同時arma和garch模型對每個回歸系數(shù)時間序列進行預(yù)測顯示有較好的預(yù)測能力。
  • We found the model which established by fama and french is suitable for chinese stock market . then we test the so - called ‘ new - year effect ’ . we drew the conclusions that the m / l and b / l portfolios have the ‘ january effect ’ and the m / m portfolio has the ‘ february effect ’ . the coefficient of three - factor model is an important systemic risk guideline of investment object
    對f / f的三因素模型的應(yīng)用而言,模型的擬合程度,模型回歸系數(shù)的顯著性以及在動態(tài)投資過程中,模型回歸系數(shù)的穩(wěn)定性等對模型的實際應(yīng)用起到非常重要的作用。
  • On the basis of that , we have an empirical research on the possible factor which influencing stock returns of our companies listed in shenzhen stock markert from a micro aspect . our research uses multifactor model combined with cross - section regression and econometrics , test the ff three - factor model of security portfolios and industry portfolios
    實證研究采用多因素模型的理論框架,結(jié)合橫截面回歸方法和計量經(jīng)濟學(xué)的檢驗手段,對深圳股票市場股票組合和行業(yè)組合的f / f的三因素模型進行了實證研究。
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