B. An investor can invest as much as he or she desires in any asset. C. Investors are D. ifferent only with respect to their unique holding periods. 相关知识点: 试题来源: 解析 [答案]C [解析] One of the assumptions of the CAPM is that investors plan for the same single holding period. CF...
On the basis of the Intertemporal CAPM model we built a general sampling model suitable in analysing such a relationship. The most important feature of our assumptions is that the skewness of the conditional distribution of returns is used as an alternative source of relation between risk and ...
Which of the following is least likely an assumption of the capital asset pricing model (CAPM)?A:Security prices are not affected by investor trades.B:An investor can invest as much as he or she desires in any asset.C:Investors are different only with respect to their unique holding periods...
implicitly assumes that investors have complete information on the whole stock market. This means that any type of information is instantly diffused and that investors act accordingly and as quickly as possible. Therefore, this assumption makes the asset pricing model CAPM,与相同许多其他定价模型,含蓄...
PTA doesn't mean point of zero profit for the seller. At PTA, seller may be making profit or loss, or no profit and no loss. Beyond PTA, all costs on the project are completely borne by the seller. Seller is usually more concerned about the PTA. ...
What does the CAPM model predict? What are checkable deposits? What is expectancy theory? What are cost flow assumptions? What are the assumptions of rational decision making? What is a contingency variable? What is the 'theory of value' of David Ricardo about?
This assumption is based on the theory of capital asset pricing model (CAPM), which holds that the expected return of an asset is equal to the risk-free rate plus the risk premium multiplied by the systematic risk of the asset. However, this assumption may not be true in practice, ...
Question: When is the going-concern assumption not to be used? Going-Concern Assumption: The going-concern assumption is one of the Generally Accepted Accounting Principles (GAAP) that is used in financial reporting. The going-concern assumption assumes that the company in question intends to opera...
As we know those three theories, including the efficient market hypothesis(EMH), CAPM model and B-S Model for Option Pricing, are the bases of modern financial analysis. 本文结合现代金融分析理论的三个里程碑(即EMH假设、CAPM模型和B-S偏微分方程),以实证检验和数理推导为工具,以有效市场假设为基础...
As we know those three theories, including the efficient market hypothesis(EMH), CAPM model and B-S Model for Option Pricing, are the bases of modern financial analysis. 本文结合现代金融分析理论的三个里程碑(即EMH假设、CAPM模型和B-S偏微分方程),以实证检验和数理推导为工具,以有效市场假设为基础...