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第13章 资本资产定价模型(金融学,厦门大学)-课件(PPT·精·选)

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.00 30.00 hpr_Mkt hpr_Z annual_cont_mkt annual_cont_z reg_line 1 55.84 33.87 11.68% 12.90% 132.55% 145.56% 176.82% 2 52.87 33.65 -5.32% -0.64% -65.59% -7.75% -64.54% 3 58.19 39.19 10.07% 16.47% 115.15% 182.98% 155.62% 4 60.33 41.30 3.66% 5.38% 43.19% 62.90% 67.97% 5 56.97 38.93 -5.57% -5.74% -68.71% -70.89% -68.35% 6 51.52 34.20 -9.56% -12.15% -120.56% -155.40% -131.50% 7 52.80 35.88 2.47% 4.91% 29.32% 57.54% 51.08% 8 55.04 38.24 4.24% 6.56% 49.83% 76.22% 76.06% 9 55.76 40.64 1.32% 6.28% 15.70% 73.08% 34.48% 10 62.20 46.26 11.55% 13.83% 131.12% 155.46% 175.09% 11 56.84 41.01 -8.62% -11.34% -108.23% -144.43% -116.49% 12 55.30 39.54 -2.71% -3.58% -32.93% -43.78% -24.76% an_an_fact 1.105934 1.318151 mu 10.07% 27.62% an_cont_rate 0.10069 0.27623 sig 0.259099 0.325796 rho 0.968777 beta 1.218157

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