摘要
本文结合资产估价的实践，运用理性预期理论研究了资产收益估价，建立了资产预期收益率估测公式ＣＡＰＭ及ＡＰＴ模型，运用随机过程理论建立了估测资产预期收益的时间序列模型，这将为资产收益价值评估奠定理论基础，本文还进行了一个案例研究。
In this paper，the assets value of earnlngs is studied by using expectation theory in the practice of assets valuatiory CAPM and APT models for estimating assets expected rate of return are established；time series model for estimating asset8 expected earnings is built by using theory of stochastic processes． These models will lay a foundation for assets valuation of return．The poper also analyses a real case．
出处
《系统工程学报》
CSCD
1995年第2期119-128,共10页
Journal of Systems Engineering
基金
国家自然科学基金
关键词
资产估计
预期理论
随机过程
：assets expected rate of return，assets expected earhings，assets valuation，present value of assets earnings
