stochastic discount factor

常见例句

This paper introduces the emergence and development of asset-pricing theory, and then focuses on the stochastic discount factor model (SDF) and the empirical study.
介绍了资产定价理论的产生和发展，主要分析了随机折现因子模型（SDF）及其实证研究。
Through the stochastic discount factor model, it is easy to understand some classical problems of modern finance, such as arbitrage pricing theory and risk neutral pricing, etc.
现代金融学的许多经典问题，如套利定价原理以及风险中性定价等都可以用随机折现因子模型理解，随机折现因子模型是资产定价模型的统一框架。