Finance Planning代写:Finance model

Keywords:Finance Assignment代写,Finance P

On the basis of CAMP model, the empirical research regarding to the Shanghai stock market investment risk is carried on. According to the inspection results, the following conclusion is worked out:

1. In different period, the degree of beta coefficient’s explanation for market risk is different.
2. Although not obvious, there is a certain linear relationship between yields and beta coefficient in the whole period. Combined with the domestic scholar's research results before, the capital asset pricing model is gradually corresponding to the Shanghai stock market, one vital reason is that the stock market in our country is becoming mature day by day.
3. In different period, the degree of risk explanation based on CAPM model is different.