英文论文代写：贝塔系数与回报率之间关系
从观察分析可以观察到，所归属的变量之间形成了复杂的相互关系。它们为投资者提供了理解贝塔系数与回报率之间关系的合理暗示。它假设在风险-收益权衡为正的情况下，市场的预期收益大于无风险收益。项{E (Rm) ~ Rf)应该是正的。在这种情况下，风险投资组合的预期收益将是beta的正函数。这一已经形成的基本关系促使金融研究者们对SLB的有效性进行考察。这些测试使用已实现的回报而不是预期的回报。对预测市场收益和无风险收益之间的关系进行了考虑或认识。这表明以前的测试必须修改(Morelli, 2007)。这些必须修改的因素需要加以考虑。此外，对市场收益的预期应该是更大的无风险利率。投资者需要强制使用来自于已实现市场收益的非零概率。如果投资者在这种情况下确定市场回报率将大于无风险利率，那么在现实中，将没有投资者持有无风险证券。beta和回报之间形成关系的第二个因素与等式不同(Nickel和Rodriguez, 2002)。该模型是用来提供间接的关系，是建立在贝塔投资组合和贝塔回报之间的感知关系。这些是在实现的市场收益低于无风险收益时伪造的。已经观察到，在贝塔和回报之间形成了反比关系。为了推导出这个推论，必须提供投资组合收益分布的分析。这是SLB模型所暗示的。该模型表明，每个投资组合的期望收益率是无风险收益率、组合贝塔和期望收益率函数的排序。在这种情况下，投资组合的期望收益成为在适当的收益率期内所有可能收益分布的平均值。
英文论文代写：贝塔系数与回报率之间关系
这类似于所有投资组合正贝塔和收益分布的期望值情况下的市场收益。它必须高于无风险利率和收益分布。这些应该具有非零的实现概率，即回报被观察到低于无风险利率。重要的是要达成具有可检验影响的共识。这些扩展了检查，以查看投资组合与其他beta的回报分布的差异。
英文论文代写：贝塔系数与回报率之间关系
From observational analysis, it has been observed that an intricate interrelationship is formed between the variables ascribed. They provide the investors with the plausible implications for comprehension of the relationship between beta and returns. It assumes that in the case of positive risk-return trade-off, expected returns to the market are greater than risk-free return. The term {E (Rm) ~ Rf) should be positive. In these cases, the expected return of the risky portfolio would be the positive function of beta. This fundamental relationship that has been formed has caused the financial researchers to examine the validity of SLB. These tests use the realized returns instead of the expected returns. A consideration or recognition of the relationship is done that is formed between predicted market returns and risk- free return. This indicates that the previous tests must be modified (Morelli, 2007). These factors that must be modified need to consider. Besides, the expectation of the market return should be greater risk-free rate. The investors need to mandatorily use nonzero probability that stems from realized market return. If the investors in these cases were certain that market return would be greater than risk-free rate, then in reality, there would be no investors to hold risk-free security. The second factor that relationship is formed between the beta and returns varies from the equation (Nickel and Rodriguez, 2002). The model is used to provide indirect indication of the perceived relationship that is formulated between the beta portfolio and beta returns. These are forged when the realized market return is less than risk-free return. It has been observed that an inverse relationship is forged between beta and returns. To derive this inference, it is mandatory to provide analysis of portfolio return distribution. These are implied by the SLB model. This model implies that expected return for each portfolio is collation of the functions of risk-free return, portfolio beta and expected return. In this case, the expected return of the portfolio becomes the mean of all the distribution for the possible returns within appropriate return period.
英文论文代写：贝塔系数与回报率之间关系
This is similar to the market return in the cases of all portfolios positive beta and an expected value for return distribution. It is imperative for this to be higher than the risk-free rate and return distribution. These should have non-zero probability of realization that return is observed to be below the risk-free rate. It is important to arrive at a consensus with testable implications. These extend the examination to view the differences in return distributions of the portfolios with other beta.
