因素模型

本文首先运用FamaFrench四因素模型对股票组合的时间序列数据进行了回归分析。

First , I perform time-series tests on portfolio returns using Fama-French three factor model .

而传统定价模型和Fama-French三因素模型实证结果都说明其不能解释流动性溢价现象。

The empirical study find that the traditional pricing model and the Fama-French three factor model can not explain the liquidity premium . 3 .

本研究的影响因素模型为IT企业进行RD营销界面集成度提高途径的选择提供了科学性与实践性相结合的管理原则、方法和分析工具。

The influencing model provides management principle which combines theory with practice and analysis tool for IT corporation make choice to improve R & D-Marketing interface integration .

学者们主要采用的是由Fama和Macbeth（1973）提出的，用来研究股票市场因素模型的横截面回归分析法（F-M方法）。

The scholars mainly used Fama-MacBeth cross-sectional regression model .

因此，在上海A股市场，CAPM失去了有效性，资产定价可以由多因素模型决定。

Therefore , the paper suggests that CAPM is ineffective and the asset pricing depends on multi-factor model in Shanghai A-share market .

其次，本文以学习型期权理论、SCP理论和系统整合理论为基础，演绎了基于学习型期权的财务战略风险监控的影响因素模型。

Secondly , this paper based on the learning option theory , SCP theory and system theory , builds the factors model of the financial strategic risk monitoring based on the learnig option .

结果表明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。

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 .

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，运用ARMA和GARCH模型对回归系数的预测能力进行了研究。

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 .

本文针对1998年1月～2009年12月沪深A股的行业板块的周收益率，利用Fama-French三因素模型进行了多元线性回归。

Based on Shanghai a-share industries weekly return between January 1998 and December 2009 , the paper apply Fama-French three factors model to multi-element linear regression .

讨论了采用渐进的方法的渐进单因素模型具有对工具的资本要求组合不变性的两个条件，并给出了利用系统风险的分布代替违约损失分布进行在险价值（VaR）的计算方法。

This thesis discusses that the asymptotic one-factor model have the necessary conditions which make it has the character of portfolio-invariant capital charges , and it give a method of VaR calculation that uses the loss distribution of systematic risk instead of the distribution of default loss .

各给药组均有缩小动脉粥样硬化斑块的作用。结论：三因素模型组血清hs-CRP较正常组升高近1倍，提示粥样硬化斑块不稳定倾向。

Each drug groups all have the effect on lessening the atherosclerotic vulnerable plaque of carotid artery . Conclusion : The concentration of serum hs-CRP in the model group due to three factors is one time more than the negative-control group , it indicates the plaque tend to rupture .

股票收益率的可预测性重点表现在股票价格的惯性效应与反转效应，它们作为股票市场的异常现象与有效市场假说相矛盾，不能用资本资产定价模型（CAPM）和Fama-French三因素模型进行解释。

Stock return predictability is mainly reflected in the momentum effect and contrarian effect , which , as an anomaly in stock market , cannot be explained by CAPM and Fama-French Three Factor Model and are inconsistent with Efficient Market Hypothesis ( EMH ) .

基于Hull-White随机利率模型，导出了反映利率风险和市场风险的可转换债券定价的双因素模型，Hull-White模型的优点在于能够自动适应于当前的期限结构。

Thirdly a dual factors model is deduced , which integrate the interest rate risk and market risk . The stochastic interest rate is characterized as the Hull-White model , which has an advantage of fixing the current term structure exactly .

双因素模型可转债的一种非参数定价方法

A Nonparametric Approach to Convertible Bond Valuation Based on Two-Factor Model

国外人格障碍五因素模型研究述评

The Five - Factor Model of Personality Disorder Studies Abroad

我国证券市场行业收益三因素模型的实证研究

Research and Test of the Three Factor-Factor Model in Chinese Stock Market

以研究综述集聚现状驱动因素模型实证作用机理策略建议为主线进行研究。

The main line is The Review of Study-Cluster Status-Driving Factors Model-Empirical Mechanism-Policy Recommendations .

企业知识分享影响因素模型及对策研究

The Model of Elements Affecting Enterprise Knowledge Sharing

在此基础上，构建了工业品顾客忠诚两个阶段的影响因素模型。

On this basis , construct the influencing factors model of the two stages .

正交因素模型变换的几何意义

The Geometric Significance of the Alternating Perpendicular Factors

在资产收益由多因素模型产生的基础上，得到了资产与有效投资组合的期望收益及风险的估计，便于实际应用。

The expected returns and risks of assets and efficient portfolios are estimated based on multi-factors model .

小波神经网络结合正交试验设计用于分离过程的多因素模型建立。

Wavelet neural network combined with orthogonal design was used to model the multi-factor affecting separation process .

第四章侧重于单因素模型下可转换债券的最优转换边界及定价分析，运用偏微分方程理论中基本解的思想，对可转换债券的美式自由边界问题进行探讨。

Fourthly , we stick to the pricing and the optimal convert boundary under the one-factor model .

高校女生健美操健康功能因素模型的构建与实践研究

The Construction and Practical Research of the Module of Health Function Factors of Aerobics for Female College Students

主要包括以下几个方面的内容：（1）构建了企业战略风险影响因素模型和结构体系；

The following things are included : ( 1 ) construction of influencing factors model and structure system .

在系统的实证研究基础上，构建并修正了网络品牌忠诚的影响因素模型。

In the system based on empirical research , build and fix the model of network brand loyalty factors .

结论华文认知能力量表具有较好的结构效度，晶体-流体和五因素模型是比较合适的理论模型。

Conclusion The Chinese Cognitive Ability Scale had excellent construct validity and fluid-crystal model and five-factor model are better theoretical models .

采用多元回归分析方法，当股票价格基本反映其基本面情况时，对股票池中股票的价格与基本面数据之间关系进行回归分析，建立价值型股票相对内在价格的多因素模型。

Found internal value multi-factors model of valuable stock through regress analysis when the price of stock is reflected the fundamental ;

之后引入了团队有效性和团队绩效理论对翻译团队进行有效性分析，形成有效性因素模型。

Team effectiveness and team performance were also introduced to analyze the effectiveness of translation groups and the model of their affecting factors .

以企业的市场价值（股价）和随机利率为基础，建立可转换债券的双因素模型。

Based on the market value and random interest of corporation , this thesis has established a double-factor module of the convertible bond .