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提供了明显更低的对计算机股票风险溢价的估算值。
( 2 ) 3 - fact - model is the best model to express the construct of aat which involving " mathematical aptitude " , " language aptitude " and " reasoning aptitude " ( 2 )表征“语文能力” 、 “数学能力”和“推理判断能力”的三因素模型是拟合测验的最佳模型。
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 同时对行业收益三因素模型的稳定性和预测能力进行了研究。为战略投资组合和战略风险预算的在行业中的构建提供
In order to provide the empirical testimony , we imitate ff ( 1 , 993 ) three factors model to establish a model contained idiosyncratic risk factor , and use the shanghai a market data to carry on the examination 为提供实证方面的依据,本文仿照ff ( 1993 )的三因素模型建立了包含非系统性风险因子的实证模型,并采用上海a股市场数据对其进行检验。
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 结论为: capm无法解释价值反转投资策略的超额利润的产生原因; fama一french三因素模型对价值反转投资策略的超额利润的解释能力最为显著;但对于有些投资组合,在fama一french三因素加上协偏度后,解释能力超过原来的falna - f ~ h三因素模型,而且在引入的新的风险因子,有关支持投资者过度反应的证据消失,这是lsv ( 1994 )和fama ( 1995 )对价值投资策略超额利润产生原因的意见分歧的另一个产生根源。
三: three因素: factor; element模型: model; pattern钢筋锈蚀三因素模型: three-factor model of bar corrosion单因素模型: unifactor model五因素模型: five-factor model(ffm)正交因素模型: orthogonal factor model决定性五因素模型: big-five model大五模型,人格五因素模型: big factors素模型: prime model罗素模型: russell model朴素模型: naive model粲素模型: charmonium model有限要素模型: finite element model有限元素模型: finite element model三因素方差分析: three-factor analysis of variance同量异位素模型: isobaric model三因: the three kinds of pathogenic factors; three categories etiologic factors; three-categories of etiologic factors; three-groups of etiologic factors disease; three-groups of etiologic factors of disease; three-kinds of pathogenic factors; triple pathogens影响培训效果三因素: three factors of training effect因素选股模型: key factor model二因素方差分析模型: two-factor anova analysis of variance model爱情三因论: triangular theory of love第三因子: third factor第十三因子: factor xlll; fibrin stabilizing factor; fibrinase; fibrinstabilizingfactor; fst三因三果: the three causes produce their three effects