三因素模型的英文

• three-factor model

• "三"英文翻译    three
• "因素"英文翻译    factor; element
• "模型"英文翻译    model; pattern
• "钢筋锈蚀三因素模型" 英文翻译 :    three-factor model of bar corrosion
• "单因素模型" 英文翻译 :    unifactor model
• "五因素模型" 英文翻译 :    five-factor model(ffm)
• "正交因素模型" 英文翻译 :    orthogonal factor model
• "决定性五因素模型" 英文翻译 :    big-five model
• "大五模型，人格五因素模型" 英文翻译 :    big factors
• "素模型" 英文翻译 :    prime model
• "罗素模型" 英文翻译 :    russell model
• "朴素模型" 英文翻译 :    naive model
• "粲素模型" 英文翻译 :    charmonium model
• "有限要素模型" 英文翻译 :    finite element model
• "有限元素模型" 英文翻译 :    finite element model
• "三因素方差分析" 英文翻译 :    three-factor analysis of variance
• "同量异位素模型" 英文翻译 :    isobaric model
• "三因" 英文翻译 :    the three kinds of pathogenic factors; three categories etiologic factors; three-categories of etiologic factors; three-groups of etiologic factors disease; three-groups of etiologic factors of disease; three-kinds of pathogenic factors; triple pathogens
• "影响培训效果三因素" 英文翻译 :    three factors of training effect
• "因素选股模型" 英文翻译 :    key factor model
• "二因素方差分析模型" 英文翻译 :    two-factor anova analysis of variance model
• "爱情三因论" 英文翻译 :    triangular theory of love
• "第三因子" 英文翻译 :    third factor
• "第十三因子" 英文翻译 :    factor xlll; fibrin stabilizing factor; fibrinase; fibrinstabilizingfactor; fst
• "三因三果" 英文翻译 :    the three causes produce their three effects

• The three - factor model provides a substantially lower estimate of the risk premium for computer stocks than the capm
  三因素模型比capm提供了明显更低的对计算机股票风险溢价的估算值。
• ( 2 ) 3 - fact - model is the best model to express the construct of aat which involving " mathematical aptitude " , " language aptitude " and " reasoning aptitude "
  ( 2 )表征“语文能力” 、 “数学能力”和“推理判断能力”的三因素模型是拟合测验的最佳模型。
• At the same time , we research the coefficient stability and the forecast ability of the model we apply the industry three - factor model to industry investment practice , and
  同时对行业收益三因素模型的稳定性和预测能力进行了研究。为战略投资组合和战略风险预算的在行业中的构建提供
• In order to provide the empirical testimony , we imitate ff ( 1 , 993 ) three factors model to establish a model contained idiosyncratic risk factor , and use the shanghai a market data to carry on the examination
  为提供实证方面的依据,本文仿照ff ( 1993 )的三因素模型建立了包含非系统性风险因子的实证模型,并采用上海a股市场数据对其进行检验。
• The new risk indices include b / m factor size factor coskewness and cokurtosis . the conclusions drawn from it are that : capm has not any ability to explain the anomalous return produced by vcis ; fama - french three - factor model has the most significant ability to do so . it is noted that , after including coskewness , the four - factor model has a greater significant ability than that of fama - french three - factor model
  结论为: capm无法解释价值反转投资策略的超额利润的产生原因; fama一french三因素模型对价值反转投资策略的超额利润的解释能力最为显著;但对于有些投资组合，在fama一french三因素加上协偏度后，解释能力超过原来的falna - f ~ h三因素模型，而且在引入的新的风险因子，有关支持投资者过度反应的证据消失，这是lsv ( 1994 )和fama ( 1995 )对价值投资策略超额利润产生原因的意见分歧的另一个产生根源。
• We research the stability of the three - factor model by using chow test and research the coefficient stationary by using unit root test , and forecast the coefficient of the model using arma 、 garch model . the results show that the model is instability in the long run , most coefficient is non - stationary , and we can preferably forecast the coefficient by using the arma 、 garch model . in the process of designing strategic investment portfolios and the strategic risk budgeting prevailing in resently which in order to control investment risk , the investors generally structure their portfolios in different industries
  模型回归系数是测度投资对象系统风险的重要指标,我们利用chow检验对证券收益三因素模型结构的稳定性进行了分析研究,用adf检验对模型的三个回归系数的稳定性进行了实证分析,采用arma和garch模型对回归系数的预测能力进行了研究,结果表明组合三因素模型结构不稳定,但短期比长期结构稳定性要高;大部分组合回归系数时序稳定性较差,同时arma和garch模型对每个回归系数时间序列进行预测显示有较好的预测能力。
• We found the model which established by fama and french is suitable for chinese stock market . then we test the so - called ‘ new - year effect ’ . we drew the conclusions that the m / l and b / l portfolios have the ‘ january effect ’ and the m / m portfolio has the ‘ february effect ’ . the coefficient of three - factor model is an important systemic risk guideline of investment object
  对f / f的三因素模型的应用而言,模型的拟合程度,模型回归系数的显著性以及在动态投资过程中,模型回归系数的稳定性等对模型的实际应用起到非常重要的作用。
• On the basis of that , we have an empirical research on the possible factor which influencing stock returns of our companies listed in shenzhen stock markert from a micro aspect . our research uses multifactor model combined with cross - section regression and econometrics , test the ff three - factor model of security portfolios and industry portfolios
  实证研究采用多因素模型的理论框架,结合横截面回归方法和计量经济学的检验手段,对深圳股票市场股票组合和行业组合的f / f的三因素模型进行了实证研究。