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好好学习1102 · 2023年01月06日

ST模型

All else being equal, the Singer–Terhaar model implies that when a market becomes more globally integrated (segmented), its required return should decline (rise). As prices adjust to a lower (higher) required return, the market should deliver an even higher (lower) return than was previously expected or required by the market.

这句话中因为一体化程度加深,required return降低,为什么说“the market should deliver an even higher return than was previously expected or required by the market”


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源_品职助教 · 2023年01月09日

嗨,爱思考的PZer你好:


这句话是一个事后观点,是从事后观点计算额实际收益率

当市场变得更整合,required return降低,那么P就升高了

和原来买入时候的P0相比,现在P1升高,那么P1-P0就大了

从事后观点看,实际收益率就高了。

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