{"title":"CAPM\u3068\u306f\u4f55\u304b","blog_url":"https://hongoh.hatenablog.com/","url":"https://hongoh.hatenablog.com/entry/CAPM","width":"100%","categories":["\u5e02\u5834\u53d6\u5f15\uff08\u30de\u30fc\u30b1\u30c3\u30c8\uff09","\u5e02\u5834\u53d6\u5f15\uff08\u30de\u30fc\u30b1\u30c3\u30c8\uff09-\u682a"],"image_url":"https://cdn-ak.f.st-hatena.com/images/fotolife/h/hongoh/20220123/20220123152121.jpg","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhongoh.hatenablog.com%2Fentry%2FCAPM\" title=\"CAPM\u3068\u306f\u4f55\u304b - \u91d1\u878d\u30a2\u30c8\u30e9\u30b9\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","version":"1.0","published":"2022-01-31 00:00:00","type":"rich","author_url":"https://blog.hatena.ne.jp/hongoh/","provider_url":"https://hatena.blog","height":"190","provider_name":"Hatena Blog","description":"\u672c\u30da\u30fc\u30b8\u3067\u306f\u3001CAPM(Capital Asset Pricing Model)\u3068\u306f\u4f55\u304b\u306b\u3064\u3044\u3066\u307e\u3068\u3081\u305f\u3044\u3002CAPM\u3068\u306f\u3001\u4e00\u8a00\u3067\u3044\u3048\u3070\u3001\u3042\u308b\u8cc7\u7523\u306e\u671f\u5f85\u53ce\u76ca\u7387\u3068\u5e02\u5834\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u53ce\u76ca\u7387\u306e\u95a2\u4fc2\u306b\u3064\u3044\u3066\u8a18\u3057\u305f\u30e2\u30c7\u30eb\u3067\u3042\u308b\u3002 CAPM\u306e\u5f0f CAPM\u306f\u4ee5\u4e0b\u306e\u5f0f\u3067\u8868\u3055\u308c\u308b\u3002 E(Ri) = Rf+ [E(Rm) \u2212 Rf]\u03b2i E(Ri)\uff65\uff65\uff65\u8cc7\u7523i\u306e\u671f\u5f85\u53ce\u76ca\u7387 E(Rm)\uff65\uff65\uff65\u5e02\u5834\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u671f\u5f85\u53ce\u76ca\u7387 Rf\uff65\uff65\uff65\u30ea\u30b9\u30af\u30d5\u30ea\u30fc\u30ec\u30fc\u30c8(\u5b89\u5168\u8cc7\u7523\u306e\u53ce\u76ca\u7387) \u3053\u3053\u3067\u3001\u03b2\u306f\u3001 \u03b2i \uff1d\u5e02\u5834\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u53ce\u76ca\u7387\u3068\u8cc7\u7523i\u306e\u53ce\u76ca\u7387\u306e\u5171\u5206\u6563\uff0f\u5e02\u5834\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u53ce\u76ca\u7387\u306e\u5206\u6563 \u3067\u8868\u3055\u308c\u308b\u3002 \u5e02\u5834\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u3068\u306f\u2026","author_name":"hongoh","blog_title":"\u91d1\u878d\u30a2\u30c8\u30e9\u30b9"}