phenomena

QUOTE:

以下是引用nycgirl在2011-6-4 0:54:00的发言：
天啊，这个没听过都。C是什么东西？Invested Capital么

C是value of perfect market timer，就是完美预测的价值。

yuubear

12楼我也选两个，没有prepayment

moke0407

{[(1+EINFL)(1+EGREPS)(1+EGPE)-1]+EINC}-EXPECTED RISK FREE RETURN

EINFL:expected inflation

EGREPS:expected growth rate in real earnings per share

EGPE:expected growth rate in the P/E ratio

EINC:expected income component

nycgirl

wow, it is different from what i found on internet, not in curriculum cause i don't have it.

what i found is a 5 factor Chen's model, lagged industrial growth, lagged GDP growth, expected inflation, unexpected inflation, default premium

it is in APT form, so Rf+each premium listed above.

yes? no? which one is from the curriculum?

jcx_yy

都说了chen method是 estimate 而APT是用Rf+beta*factor...的形式。。。。在estimate里有个模型叫GCC.。。。

yz2006

不排除MM的计算今年重现江湖啊！！

dateki

mm计算不冷门吧。。呵呵

Pheebs

我一时没反应过来mm是哪个东西。。

rachel_

喷了

gongyongziyuan

一般教材上有的