我国A股市场系统性风险的实证研究
2002-05-15分类号：F832.5
【部门】上海财经大学统计系系 上海财经大学
【摘要】It is the first time for the authors to measure the systematic risk of both A share market and each industry of China's stock market from the year 1994 to 2001 by using all A shares.The authors also analyze the main causes of the systematic risk of Chian's stock market.
【关键词】系统性风险 CAPM模型 行业系统性风险
【基金】教育部优秀青年教师资助计划项目《我国指数期货合约的定量研究》的成果之一
【所属期刊栏目】统计研究
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