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The market application analysis of CAPM model in China's securities

机译：中国证券CAPM模型的市场应用分析

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摘要

CAPM is one of the most important decision-making problems for most organizations in portfolio selection problem. Usually the determination of the capital return on assets is the core issues of CAPM. The paper deeply makes the empirical analysis of CAPM model in Chinese stock market. The result could help Chinese investors understand pricing behavior and effectively guide the formulation of investment strategies in Chinese stock market. As a result, empirical research carried out many problems, especially no any effective test methods exist. From the former empirical test paper, the majority of results show that the CAPM does not apply to the current Chinese stock market. Therefore, Chinese stock market is still in development, not a mature market and far away from a standard market.
机译：CAPM是投资组合选择问题中大多数组织最重要的决策问题之一。通常确定资本回报资产是CAPM的核心问题。本文深入了解中国股市CAPM模型的实证分析。结果可以帮助中国投资者了解定价行为，有效地指导中国股市投资策略的制定。结果，经验研究进行了许多问题，特别是没有任何有效的测试方法。从前的经验试验纸，大多数结果表明，CAPM不适用于当前的中国股市。因此，中国股市仍在开发中，而不是一个成熟的市场，远离标准市场。

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