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- UID
- 223415
- 帖子
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- 注册时间
- 2011-7-11
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- 2014-7-31
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Similar to CAPM but adds premiums for small size stocks as well as high book to market stocks (that is, the premiums are multiplied by the sensitivies)
Then that Pastaur or whatever adds a liquidity premium |
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发表于 2011-7-13 16:27
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