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cottage

A cottage is typically a small house. It may carry the connotation of being an old or old-fashioned building. In modern usage, a cottage is usually a modest, often cosy dwelling, typically in a rural or semi-rural location. The cottage orné [French 华丽的],

【IELTS】-2022.8.17开始

【120】- irrelevant-不相关的,离题的 --The Seller can ask a moderator to remove any irrelevant comments from their thread.卖家也可以要求管理员删去任何离题的评语 --But that's not a irrelevant or inappropriate.但这并不是无关的或不恰当的行为。 【122】-malevolent-

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sensitive 敏感的                complicated 结构复杂的 shoulder 肩膀 delegate 代表 fruit 水果 official 正式的 passenger 乘客 fork 叉 highly 非常 lose 失去 baggage 行李 distance 距离 model 模型 honey 蜂蜜 bottle  瓶子 stereo 立体声 desirable 令人

拓端tecdat|R语言Fama French (FF) 三因子模型和CAPM多因素扩展模型分析股票市场投资组合风险/收益可视化

原文链接:http://tecdat.cn/?p=24983 原文出处:拓端数据部落公众号 本文我们超越了 CAPM 的简单线性回归,探索了 Fama French (FF) 股票风险/收益的多因素模型。 FF 模型通过回归除市场收益之外的几个变量的投资组合收益来扩展 CAPM。从一般数据科学的角度来看,FF 将 CAPM 的简单线性

A Child's History of England.103

SECOND PART That proud and wicked French nobility who dragged their country to destruction, and who were every day and every year regarded with deeper hatred and detestation [profound hatred] in the hearts of the French people, learnt nothing, even from t

A Child's History of England.102

But now, the second division of the French coming to the relief of the first, closed up in a firm mass [块,堆]; the English, headed by the King, attacked them; and the deadliest part of the battle began. The King's brother, the Duke of Clarence, was st

A Child's History of England.100

The late King had watched these dissensions [争执] from England, sensible (like the French people) that no enemy of France could injure her more than her own nobility. The present King now advanced a claim to the French throne. His demand being, of course,

A Child's History of England.86

The French King, Philip, was now dead, and was succeeded by his son John. The Black Prince, called by that name from the colour of the armour he wore to set off [通过对比使...更有吸引力] his fair complexion, continuing to burn and destroy in France, roused Jo

【点宽专栏】验证Fama French五因子模型在中国市场的表现(下)

五 策略失效问题探索 对比同时段使用的CAPM策略,可以看出选取市场低估(α较小)的投资组合建仓是较为有效的。而在Fama French五因子策略中,我们遵循同样的选股原理,结果却相差甚远。因此,我们认为五因子模型表现不佳的原因是期在近三年间对于沪深300的解释性较差,因此没能捕捉到α收益,而

【点宽专栏】验证Fama French五因子模型在中国市场的表现(上)

验证Fama French五因子模型在中国市场的表现(上) 一 模型解释 2015年,Fama和French在其自己提出的三因子模型的基础上提出了新的五因子模型,在市场因子、市值因子、账面市值比因子的基础上,新增了盈利因子与投资因子,他们通过对于股市持续的观察与研究,认为盈利与投资能力也是解释股票收

R语言Fama-French三因子模型实际应用:优化投资组合

原文链接:http://tecdat.cn/?p=20360    本文将说明金融数学中的R 语言优化投资组合,因子模型的实现和使用。 具有单一市场因素的宏观经济因素模型 我们将从一个包含单个已知因子(即市场指数)的简单示例开始。该模型为 其中显式因子ft为S&P 500指数。我们将做一个简单的最小二乘(LS)回

python量化——利用python构建Fama-French三因子模型

  工具介绍  在构建模型之前,首先介绍所需的工具。  import pandas as pd  import tushare as ts  pro = ts.pro_api()  import statsmodels.api as sm  这里需要用到的是python中的pandas和statsmodels模块,分别用于数据处理和做多元回归。  另外,还需要获取股票和指

odoo源生打印【web report】

一、纸张格式设置: <record id="paperformat_frenchcheck" model="report.paperformat"> <field name="name">French Bank Check</field> <field name="default" eval="True"/> <field nam

Fama-French三因子模型

https://wiki.mbalib.com/wiki/Fama%E2%80%93French%E4%B8%89%E5%9B%A0%E7%B4%A0%E6%A8%A1%E5%9E%8B     Fama-French三因子模型(Fama-French 3-factor model,简称FF3)   Fama-French三因子模型概述   Fama和French 1992年对美国股票市场决定不同股票回报率差异的因素的研究