재무관리(12장)

재무관리(12장)

Info iconThis preview shows pages 1–7. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 12 2 12 12 Contents 12.1 12.2 12.4 APT APT CAPM 12.3 Arbitrage Pricing Theory (APT) : Ross 3 12 12 12 ? ? ? ? APT APT CAPM CAPM ? ? APT APT ? ? 4 12 12 - ( f act or/ i ndex model ) .- CAPM ( ) ( s i ngl e f act or) .- i . 1 : 12.1 (realized return) ( r i ) = [ E( r i ) ] + ( u i ) ( 12. 1) 5 12 12 - ( 12. 1) i ( ) i ( ) . 1 : : ( 12. 2) i i i m u + = : i : i i m i ) ( ) , ( j i Cov j i = ( 12. 3) 12.1 6 12 12 - i i ....
View Full Document

Page1 / 38

재무관리(12장)

This preview shows document pages 1 - 7. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online