capital market theory

NO.PZ2018070201000087

问题如下：

According to the capital market theory, which of the following statements about the pricing of risk is most accurate?

选项：

In capital market theory, all risk is priced.

In capital market theory, only systematic risk is priced.

In capital market theory, only nonsystematic risk is priced.

解释：

B is correct.

In the capital market theory, only systematic risk is priced. Bearing nonsystematic risk cannot bring any additional return.

我一开始以为Capital Market theory 就是指CML线，后来发现不是的，所以

1、Capital market theory到底包含了什么内容

2、讲义中有相关内容吗？

3、capital market theory 和Capm有什么区别吗？

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Kiko_品职助教 · 2022年05月12日

嗨，爱思考的PZer你好：

Capital market theory是以有效市场假说为核心的，它包含CAPM理论、套利定价理论、期权定价理论。我们一级只讲了有效市场假说和CPAM资本资产定价模型。

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努力的时光都是限量版，加油！

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NO.PZ2018070201000087 问题如下 Accorng to the capitmarket theory, whiof the following statements about the pricing of risk is most accurate? A.In capitmarket theory, all risk is price B.In capitmarket theory, only systematic risk is price C.In capitmarket theory, only nonsystematic risk is price B is correct.In the capitmarket theory, only systematic risk is price Bearing nonsystematic risk cannot bring any aitionreturn. 看之前同学问的，老师说apitmarket theory、CAPM是一样的，我有点疑惑。结合上课讲的，我理解的是CML是capitmarket theory，衡量的是totrisk；而CAPM是定价，衡量systematic risk。所以这俩是怎么一样的呢，不太理解。

2022-05-02 23:05 1 · 回答

NO.PZ2018070201000087 In capitmarket theory, only systematic risk is price In capitmarket theory, only nonsystematic risk is price B is correct. In the capitmarket theory, only systematic risk is price Bearing nonsystematic risk cannot bring any aitionreturn. 在CML中考虑的是totrisk 在SML中考虑的只有系统风险不是吗

2021-12-26 18:47 1 · 回答

NO.PZ2018070201000087 、如题。。。。。。。。。。。。。

2021-12-18 14:41 1 · 回答

capticmarket theory和CAPM是一个东西吗？

2018-11-09 21:21 1 · 回答

capital market theory

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