摘要
本文就 CAPM模型对上海股票市场的有效性进行了检验 ,得出上海股票市场并不符合CAPM模型这一结论 ,并对此结论进行了分析。
In this paper,we use the methods of probability and statistics to test whether Shanghai Stock Market fulfills the requirement of CAPM. The process of the analysis and the final comclusion are showed.
出处
《数理统计与管理》
CSSCI
北大核心
2000年第4期12-17,共6页
Journal of Applied Statistics and Management
