标题:Empirical Test of Arbitrage Pricing Model for the SSE 50 Index Stocks
作者:Mingyue Ding;Yumei Pan;Yanqiang Ding;
作者机构:[Mingyue Ding]Ji\'nan Center for Marketing via Phones, China Ping\'an Life Insurance Corp..;[Yumei Pan]Accounting Department, Shandong University.;[Ya 更多
来源:Proceedings of 2018 International Conference on Computer Science, Electronics and Communication Engineering(CSECE2018)
出版年:2018
关键词:arbitrage pricing model;principal components analysis;SSE 50 index composite stocks
摘要:The objective of this paper is to test the applicability of arbitrage pricing theory specifically for the performance of the SSE 50 Index composite stocks listed on China\'s Shanghai Stock Market. Two groups of the SSE 50 Index stocks have been selected and tested. Principal component analysis is use...
资源类型:会议论文
原文链接:http://kns.cnki.net/kns/detail/detail.aspx?FileName=LRCM201802001080&DbName;=IPFD2018
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