摘要
作为一种度量风险的指标,β系数越来越多被投资人及研究者所重视。本文简要介绍了运用资本资产定价模型(CAPM)对β系数的推导过程,阐述了β系数的基本涵义,介绍了β系数在实际工作中的计算方法,并对其稳定性问题及在中国证券市场的应用进行了初步探讨。
As a criterion to measure risk,β coefficient is more and more used by investors and researchers.This paper briefly describes the derivation process of β coefficient in CAPM,explains the meaning of β coefficient and describes the calculation method of β coefficient in practice.This paper conducts a preliminary study by analyzing the stability and the application of β coefficient in Chinese securities market.
出处
《中州大学学报》
2010年第1期24-26,共3页
Journal of Zhongzhou University
