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资本资产定价模型是现代金融理论的重要基础,其处于金融理论研究的前沿。本文利用标准资本资产定价模型对个股和沪深300各指数进行实证分析,分析系统风险对我国资本市场各行业的影响程度。
Capital asset pricing model is an important foundation of modern financial theory, which is at the forefront of the study of financial theory. In this paper, we use the standard capital asset pricing model to empirically analyze the individual stocks and the CSI 300 Index, and analyze the impact of systemic risk on various sectors of the capital markets in our country.