market portfolio

We also considered a much riskier investment, the market portfolio of common stocks.

我们还考虑了一项风险大得多的投资, 普通股的市场投资组合.

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Utilizing several methods, we find that the market portfolio represented by the index is effective whether there is riskless asset or no.

本文发现，无论是否存在无风险资产，都不能否定用以代表市场组合的市场综合指数的均值&方差有效性。

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In Figure 8.9 the stocks in the market portfolio are weighted equally.

15图形8.9中,“市场投资组合”中的股票其权重相等.

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The precondition of the model is being linearity casuality between the expected return of an asset and variance of the market portfolio.

资本资产定价模型的前提是建立在资产的预期收益对于其市场投资组合收益的方差为线性的关系上。

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The Treasury bill rate is4 percent, and the expected return on the market portfolio is12 percent.

短期国债利率为4%，市场投资组合的期望回报率为12%。

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A new approach is employed to test herding towards the market portfolio, which is based on the cross-sectional dispersion of the factor loading of asset pricing model within Shanghai stock market.

采用一种利用资产定价模型因子载荷截面离散度指标测度羊群行为的新方法来检验上海股票市场是否存在以市场指数为领头羊的羊群行为。

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