| 关于我国无风险收益率选择研究 |
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| 引用本文： | 马军,余芳. 关于我国无风险收益率选择研究[J]. 财会通讯, 2006, 0(1) |
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| 作者姓名： | 马军 余芳 |
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| 作者单位： | 苏州大学商学院，金螳螂企业集团 江苏苏州215021 |
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| 摘 要： | CAPM、APT等经济模型中都使用了——无风险收益率概念,但我国目前无论在学术界还是在实务界对无风险收益率的选择都相去甚远。本文提出了在借鉴美国投资者无风险收益率选择成功经验的基础上通过分析研究,努力找到符合标准并在我国适用的无风险收益率。
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| 关 键 词： | 无风险收益率 期限选择理论 央行票据收益率 |
Research on Choosing Risk-free Return Rate in China |
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| MaJun YuFang. Research on Choosing Risk-free Return Rate in China[J]. Communication of Finance and Accounting, 2006, 0(1) |
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| Authors: | MaJun YuFang |
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| Abstract: | Risk-free return rate is often used in CAPM, APT and other economic models, but there are many differences on how to choose it not only in scholar area but also in practical area around China. The article brings forward that qualified and useful risk-free return rate can be found through researching on the basis of analyzing the successful utilization in America. |
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| Keywords: | Risk-free return rate Theory of time choosing Yield to maturity of central bank bond |
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