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以资本资产定价模型( C A P M)的均衡性为基础,分析市场证券组合的代理证券中 Rβ的普通最小二乘回归截面关系与代理证券边界⒚
Based on the equilibrium of capital asset pricing model (C P M), this paper analyzes the relationship between the ordinary least squares regression cross-section of Rβ in the agent securities of market securities portfolio and the proxy securities border ⒚