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单词
stochastic discount factor, SDF
释义
stochastic discount factor, SDF
Encyclopedia
理学
风险中性测度
释
stochastic discount factor, SDF
随机折现因子
一个随机变量,使用该随机变量将资产未来获得支付的期望值贴现来对资产定价。又称随机贴现因子、定价核。
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