efficient market hypothesis (emh)

"efficient market hypothesis (emh)"的翻譯和解釋

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例句與用法

Firstly , this paper makes clear the meaning of stock markets " efficiency through different perspectives , and then introduces the efficient market hypothesis ( emh ) and fractal market hypothesis ( fmh ) . as one important part of rational anticipation theory , emh is the foundation of capital market theories , but the linear paradigm of emh does not conform to the stock market realities
其基本的研究思路是：以有效市場假說和分形市場假說為理論基礎，結合中國股票市場的現(xiàn)實情況(中國股票市場收益率不符合正態(tài)分布，市場屬于分形結構) ，以分形統(tǒng)計學的相關方法為手段，對我國滬、深兩市的有效性進行實證檢驗，力圖對中國股票市場的有效性做出客觀真實的評價。
The thesis , somehow , is a summary , which expounds the main contents of traditional portfolio theory ( tpt ) and mpt , also gives a comparison between tpt and mpt ; analyses two aspects of markowitz theory , one is the effects of risk disperses and the demonstration , the other is how to make an optimal portfolio strategy ; researches into capital assets pricing model ( capm ) , factor model ( fm ) and arbitrage pricing theory ( apt ) respectively in three parts ; studies another two parts , one is the premise of mpt , which is the efficient market hypothesis ( emh ) , the other analyses the behavior finance theory ( bft ) produced in the background of challenging and querying to emt and capm . the thesis finally discusses the researching and applying prospects of mpt in china
論文對現(xiàn)代資產(chǎn)組合理論與傳統(tǒng)資產(chǎn)組合理論分別進行了分析，并對兩者進行了比較研究，對馬克維茨的均值? ?方差理論從資產(chǎn)組合風險分散效應和最優(yōu)資產(chǎn)組合選擇兩方面進行了重點分析，對資本資產(chǎn)定價模型、因素模型、套利定價理論進行了一定深度的分析和研究，對現(xiàn)代資產(chǎn)組合理論的前提假設? ?有效市場理論及在對有效市場理論和資本資產(chǎn)定價模型形成挑戰(zhàn)和質(zhì)疑背景下提出的行為金融理論進行了論述，論文最后分析了現(xiàn)代資產(chǎn)組合理論在我國的研究及其應用的廣闊前景。