“single asset test”的概念、定义、翻译、参考文献-科学参考

单词	single asset test
释义	single asset test Encyclopedia 理学有效前沿投资组合释 single asset test单资产检验在线性回归模型的框架下，对单资产定价模型成立与否的一种检验方法。单资产定价模型假定模型中资产的期望收益率能够完全被定价因子解释，即回归截距项应该为0。单资产检验即检验截距项是否为零。
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