统计研究 ›› 1999, Vol. 16 ›› Issue (4): 43-46.
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朱鸣雄
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Zhu Mingxiong
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Abstract: In this paper, the author has reviewed the classical asset pricing theories, distinguishing between conditional and unconditional CAPM between conditional and unconditional APT. The conclusion is that the distinction between conditional and unconditional models depends on the specification of conditional or unconditional means, variances and covariance’s of the asset returns.
朱鸣雄. 动态资产定价理论中风险估计及其统计性质分析[J]. 统计研究, 1999, 16(4): 43-46.
Zhu Mingxiong. Risk Estimation in the Theory of Dynamic Assets Evaluation and Analysis of Statistical Features[J]. , 1999, 16(4): 43-46.
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