股权风险溢价及其在中国股票市场上的应用
股票收益率与无风险债券收益率之间的差被称为股权风险溢价(Rm—Rf)。近年来的研究发现，股权风险溢价非常大，标准的资本资产定价模型(CAPM)已经不能解释如此大的差异，股权风险溢价也就成了世界之谜。本文首先分析了股权风险溢价的产生以及理论解释，然后在此基础上讨论了测算中国股权风险溢价时应该注意的问题。...
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| Veröffentlicht in: | Cai jing ke xue = Finance and economics 2004 (4), p.15-18 |
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| creator | 袁咏梅 |
| description | 股票收益率与无风险债券收益率之间的差被称为股权风险溢价(Rm—Rf)。近年来的研究发现，股权风险溢价非常大，标准的资本资产定价模型(CAPM)已经不能解释如此大的差异，股权风险溢价也就成了世界之谜。本文首先分析了股权风险溢价的产生以及理论解释，然后在此基础上讨论了测算中国股权风险溢价时应该注意的问题。 |
| doi_str_mv | 10.3969/j.issn.1000-8306.2004.04.004 |
| format | Article |
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| fulltext | fulltext |
| identifier | ISSN: 1000-8306 |
| ispartof | Cai jing ke xue = Finance and economics, 2004 (4), p.15-18 |
| issn | 1000-8306 |
| language | chi |
| recordid | cdi_wanfang_journals_cjkx200404004 |
| source | 国家哲学社会科学学术期刊数据库 (National Social Sciences Database) |
| subjects | 投资组合理论 股权风险溢价 资本资产定价模型 |
| title | 股权风险溢价及其在中国股票市场上的应用 |
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