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分月度、分年度的三维因子平价与简单资产风险平价比较-行业数据

分月度、分年度的三维因子平价与简单资产风险平价比较
分月度、分年度的三维因子平价与简单资产风险平价比较
同样从颗粒度更细致的分月度、分年度考察来看 ，在“增长、通胀”基础上融入了流动性的三维因子平价较简单“增长、通胀”因子风险平价年度超额收益分布更为分散，并且同样显示，三维因子平价相较于简单资产风险平价的超额优势主要集中在2020年之前，而近年来资产风险平价的效果更具优势。
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分月度、分年度的三维因子平价与简单资产风险平价比较_第1页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第2页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第4页
分月度、分年度的三维因子平价与简单资产风险平价比较_第5页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第13页
分月度、分年度的三维因子平价与简单资产风险平价比较_第14页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第15页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第16页
分月度、分年度的三维因子平价与简单资产风险平价比较_第17页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第18页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第20页
分月度、分年度的三维因子平价与简单资产风险平价比较_第21页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第23页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第25页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第26页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第27页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第28页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第29页
分月度、分年度的三维因子平价与简单资产风险平价比较_第30页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第32页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第33页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第34页
分月度、分年度的三维因子平价与简单资产风险平价比较_第35页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第36页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第37页
分月度、分年度的三维因子平价与简单资产风险平价比较_第38页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第39页
分月度、分年度的三维因子平价与简单资产风险平价比较_第40页
分月度、分年度的三维因子平价与简单资产风险平价比较_第41页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第42页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第43页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第44页
分月度、分年度的三维因子平价与简单资产风险平价比较_第45页
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分月度、分年度的三维因子平价与简单资产风险平价比较_第46页
分月度、分年度的三维因子平价与简单资产风险平价比较_第47页
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所属报告： 宏观经济研究：用宏观因子穿透资产-250614（53页）.pdf
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