[{"@context":"http:\/\/schema.org\/","@type":"BlogPosting","@id":"https:\/\/wiki.edu.vn\/all2jp\/wiki10\/archives\/18237#BlogPosting","mainEntityOfPage":"https:\/\/wiki.edu.vn\/all2jp\/wiki10\/archives\/18237","headline":"\u30ad\u30e3\u30d4\u30bf\u30eb\u30de\u30fc\u30b1\u30c3\u30c8\u30e9\u30a4\u30f3 – \u30a6\u30a3\u30ad\u30da\u30c7\u30a3\u30a2","name":"\u30ad\u30e3\u30d4\u30bf\u30eb\u30de\u30fc\u30b1\u30c3\u30c8\u30e9\u30a4\u30f3 – \u30a6\u30a3\u30ad\u30da\u30c7\u30a3\u30a2","description":"before-content-x4 \u8cc7\u672c\u5e02\u5834\u30e9\u30a4\u30f3 \uff08 KML \u3001 \u82f1\u8a9e \u8cc7\u672c\u5e02\u5834\u30e9\u30a4\u30f3 \u3001 CML \uff09\u306f\u3001\u8cc7\u672c\u5e02\u5834\u7406\u8ad6\u304b\u3089\u306e\u95a2\u4fc2\u3067\u3059\u3002\u3053\u308c\u306f\u3001\u30d0\u30e9\u30f3\u30b9\u306e\u3068\u308c\u305f\u52b9\u7387\u7684\u306a\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u4e88\u60f3\u3055\u308c\u308b\uff08\u8acb\u6c42\u3055\u308c\u305f\uff09\u30ea\u30b9\u30af\u30ea\u30b9\u30af\u306e\u7d44\u307f\u5408\u308f\u305b\u3067\u3059\u3002\u6295\u8cc7\u5bb6\u304c\u53d7\u3051\u5165\u308c\u3088\u3046\u3068\u3057\u3066\u3044\u308b\u3059\u3079\u3066\u306e\u30ea\u30b9\u30af\u30ea\u30bf\u30fc\u30f3\u306e\u7d44\u307f\u5408\u308f\u305b\u306f\u3001\u8cc7\u672c\u5e02\u5834\u30e9\u30a4\u30f3\u306b\u3042\u308a\u307e\u3059\u3002 after-content-x4 \u8cc7\u672c\u5e02\u5834\u30e9\u30a4\u30f3\u306f\u3001\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u7406\u8ad6\u306e\u3055\u3089\u306a\u308b\u958b\u767a\u3067\u3042\u308b\u8cc7\u672c\u8cc7\u7523\u4fa1\u683c\u30e2\u30c7\u30eb\u306e\u30b3\u30f3\u30dd\u30fc\u30cd\u30f3\u30c8\u3067\u3059\u3002\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u7406\u8ad6\u306f\u3001\u4ee3\u8868\u7684\u306a\u500b\u4eba\u306e\u307f\u3092\u898b\u308b\u306e\u306b\u5bfe\u3057\u3001\u8907\u6570\u306e\u5e02\u5834\u53c2\u52a0\u8005\u9593\u306e\u30d0\u30e9\u30f3\u30b9\u3092\u6c7a\u5b9a\u3059\u308b\u8a66\u307f\u304c\u306a\u3055\u308c\u307e\u3059\u3002\u305d\u308c\u305e\u308c\u306e\u30d9\u30fc\u30bf\u4fc2\u6570\u306b\u3088\u308b\u671f\u5f85\u3055\u308c\u308b\u30ea\u30bf\u30fc\u30f3\u3092\u8aac\u660e\u3059\u308bCAPM\u306e\u4e2d\u5fc3\u65b9\u7a0b\u5f0f\u306f\u3001\u8a3c\u5238\u30e9\u30a4\u30f3\u3067\u3059\u3002 \u8cc7\u672c\u5e02\u5834\u306e\u6982\u5ff5\u306f\u3001\u6b21\u306e\u4eee\u5b9a\u306b\u57fa\u3065\u3044\u3066\u3044\u307e\u3059\u3002 \u3053\u308c\u3089\u306f\u3001\u304a\u305d\u3089\u304f\u7570\u306a\u308b\u597d\u307f\u3092\u6301\u3064\u30ea\u30b9\u30af\u56de\u907f\u6295\u8cc7\u5bb6\u3067\u3059\u3002 \u6295\u8cc7\u5bb6\u306f\u52b9\u7387\u7684\u306a\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u307f\u3092\u9078\u629e\u3057\u307e\u3059\u3002 \u6295\u8cc7\u5bb6\u306f\u3001\u540c\u3058\u60c5\u5831\u306b\u57fa\u3065\u3044\u3066\u540c\u3058\u671f\u5f85\u3092\u6301\u3063\u3066\u3044\u307e\u3059\u3002 \u6295\u8cc7\u5bb6\u306f\u540c\u3058\u8a08\u753b\u5730\u5e73\u7dda\u3092\u6295\u8cc7\u3057\u307e\u3059\u3002 \u30ea\u30b9\u30af\u306e\u306a\u3044\u30b7\u30b9\u30c6\u30e0\u3068\u8ca0\u50b5\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u304c\u3042\u308a\u3001\u305d\u308c\u306b\u3088\u308a\u3001\u501f\u5165\u91d1\u5229\u306f\u30cf\u30d9\u30f3\u30b8\u30f3\u306b\u5bfe\u5fdc\u3057\u307e\u3059\u3002 \u3053\u308c\u3089\u306e\u4eee\u5b9a\u306b\u57fa\u3065\u3044\u3066\u30d0\u30e9\u30f3\u30b9\u3092\u5c0e\u304d\u51fa\u3059\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002 after-content-x4","datePublished":"2020-02-07","dateModified":"2020-02-07","author":{"@type":"Person","@id":"https:\/\/wiki.edu.vn\/all2jp\/wiki10\/archives\/author\/lordneo#Person","name":"lordneo","url":"https:\/\/wiki.edu.vn\/all2jp\/wiki10\/archives\/author\/lordneo","image":{"@type":"ImageObject","@id":"https:\/\/secure.gravatar.com\/avatar\/44a4cee54c4c053e967fe3e7d054edd4?s=96&d=mm&r=g","url":"https:\/\/secure.gravatar.com\/avatar\/44a4cee54c4c053e967fe3e7d054edd4?s=96&d=mm&r=g","height":96,"width":96}},"publisher":{"@type":"Organization","name":"Enzyklop\u00e4die","logo":{"@type":"ImageObject","@id":"https:\/\/wiki.edu.vn\/wiki4\/wp-content\/uploads\/2023\/08\/download.jpg","url":"https:\/\/wiki.edu.vn\/wiki4\/wp-content\/uploads\/2023\/08\/download.jpg","width":600,"height":60}},"image":{"@type":"ImageObject","@id":"https:\/\/upload.wikimedia.org\/wikipedia\/commons\/thumb\/0\/0c\/Cml.png\/220px-Cml.png","url":"https:\/\/upload.wikimedia.org\/wikipedia\/commons\/thumb\/0\/0c\/Cml.png\/220px-Cml.png","height":"182","width":"220"},"url":"https:\/\/wiki.edu.vn\/all2jp\/wiki10\/archives\/18237","wordCount":2297,"articleBody":"     (adsbygoogle = window.adsbygoogle || []).push({});before-content-x4  \u8cc7\u672c\u5e02\u5834\u30e9\u30a4\u30f3 \uff08 KML \u3001 \u82f1\u8a9e  \u8cc7\u672c\u5e02\u5834\u30e9\u30a4\u30f3 \u3001 CML \uff09\u306f\u3001\u8cc7\u672c\u5e02\u5834\u7406\u8ad6\u304b\u3089\u306e\u95a2\u4fc2\u3067\u3059\u3002\u3053\u308c\u306f\u3001\u30d0\u30e9\u30f3\u30b9\u306e\u3068\u308c\u305f\u52b9\u7387\u7684\u306a\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u4e88\u60f3\u3055\u308c\u308b\uff08\u8acb\u6c42\u3055\u308c\u305f\uff09\u30ea\u30b9\u30af\u30ea\u30b9\u30af\u306e\u7d44\u307f\u5408\u308f\u305b\u3067\u3059\u3002\u6295\u8cc7\u5bb6\u304c\u53d7\u3051\u5165\u308c\u3088\u3046\u3068\u3057\u3066\u3044\u308b\u3059\u3079\u3066\u306e\u30ea\u30b9\u30af\u30ea\u30bf\u30fc\u30f3\u306e\u7d44\u307f\u5408\u308f\u305b\u306f\u3001\u8cc7\u672c\u5e02\u5834\u30e9\u30a4\u30f3\u306b\u3042\u308a\u307e\u3059\u3002        (adsbygoogle = window.adsbygoogle || []).push({});after-content-x4\u8cc7\u672c\u5e02\u5834\u30e9\u30a4\u30f3\u306f\u3001\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u7406\u8ad6\u306e\u3055\u3089\u306a\u308b\u958b\u767a\u3067\u3042\u308b\u8cc7\u672c\u8cc7\u7523\u4fa1\u683c\u30e2\u30c7\u30eb\u306e\u30b3\u30f3\u30dd\u30fc\u30cd\u30f3\u30c8\u3067\u3059\u3002\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u7406\u8ad6\u306f\u3001\u4ee3\u8868\u7684\u306a\u500b\u4eba\u306e\u307f\u3092\u898b\u308b\u306e\u306b\u5bfe\u3057\u3001\u8907\u6570\u306e\u5e02\u5834\u53c2\u52a0\u8005\u9593\u306e\u30d0\u30e9\u30f3\u30b9\u3092\u6c7a\u5b9a\u3059\u308b\u8a66\u307f\u304c\u306a\u3055\u308c\u307e\u3059\u3002\u305d\u308c\u305e\u308c\u306e\u30d9\u30fc\u30bf\u4fc2\u6570\u306b\u3088\u308b\u671f\u5f85\u3055\u308c\u308b\u30ea\u30bf\u30fc\u30f3\u3092\u8aac\u660e\u3059\u308bCAPM\u306e\u4e2d\u5fc3\u65b9\u7a0b\u5f0f\u306f\u3001\u8a3c\u5238\u30e9\u30a4\u30f3\u3067\u3059\u3002 \u8cc7\u672c\u5e02\u5834\u306e\u6982\u5ff5\u306f\u3001\u6b21\u306e\u4eee\u5b9a\u306b\u57fa\u3065\u3044\u3066\u3044\u307e\u3059\u3002 \u3053\u308c\u3089\u306f\u3001\u304a\u305d\u3089\u304f\u7570\u306a\u308b\u597d\u307f\u3092\u6301\u3064\u30ea\u30b9\u30af\u56de\u907f\u6295\u8cc7\u5bb6\u3067\u3059\u3002 \u6295\u8cc7\u5bb6\u306f\u52b9\u7387\u7684\u306a\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u307f\u3092\u9078\u629e\u3057\u307e\u3059\u3002 \u6295\u8cc7\u5bb6\u306f\u3001\u540c\u3058\u60c5\u5831\u306b\u57fa\u3065\u3044\u3066\u540c\u3058\u671f\u5f85\u3092\u6301\u3063\u3066\u3044\u307e\u3059\u3002 \u6295\u8cc7\u5bb6\u306f\u540c\u3058\u8a08\u753b\u5730\u5e73\u7dda\u3092\u6295\u8cc7\u3057\u307e\u3059\u3002 \u30ea\u30b9\u30af\u306e\u306a\u3044\u30b7\u30b9\u30c6\u30e0\u3068\u8ca0\u50b5\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u304c\u3042\u308a\u3001\u305d\u308c\u306b\u3088\u308a\u3001\u501f\u5165\u91d1\u5229\u306f\u30cf\u30d9\u30f3\u30b8\u30f3\u306b\u5bfe\u5fdc\u3057\u307e\u3059\u3002 \u3053\u308c\u3089\u306e\u4eee\u5b9a\u306b\u57fa\u3065\u3044\u3066\u30d0\u30e9\u30f3\u30b9\u3092\u5c0e\u304d\u51fa\u3059\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002        (adsbygoogle = window.adsbygoogle || []).push({});after-content-x4\u5e02\u5834\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u3068\u306f\u5bfe\u7167\u7684\u306b\u3001\u3059\u3079\u3066\u306e\u682a\u5f0f\u3092\u500b\u3005\u306e\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306b\u542b\u3081\u308b\u5fc5\u8981\u306f\u3042\u308a\u307e\u305b\u3093\u3002\u3059\u3079\u3066\u306e\u6295\u8cc7\u5bb6\u306f\u3001\u63a5\u7dda\u65b9\u5411\u306e\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u30b7\u30a7\u30a2\u3092\u4fdd\u6301\u3057\u3066\u3044\u307e\u3059\u3002 \u5e02\u5834\u306e\u30af\u30ea\u30a2\u30e9\u30f3\u30b9\u304c\u767a\u751f\u3059\u308b\u305f\u3081\u306b\u306f\u3001\u3059\u3079\u3066\u306e\u682a\u5f0f\u3092\u63a5\u7dda\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306b\u542b\u3081\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u5168\u4f53\u7684\u306a\u9700\u8981\u3068\u5468\u56f2\u306e\u682a\u5f0f\u6570\u304c\u307e\u3063\u305f\u304f\u540c\u3058\u3067\u3042\u308b\u5834\u5408\u306b\u4e0e\u3048\u3089\u308c\u307e\u3059\u3002 \u4e88\u7b97\u6761\u4ef6\u3067\u3059 \u30d0\u30c4 0k+ a k+ a i=1m\u30d0\u30c4 i= \u521d\u3081  m \u79c1 t  a i=1n\u30d0\u30c4 i= \u521d\u3081  {displaystyle x_ {0}^{k}+alpha^{k}+sigma _ {i = 1}^{m} x_ {i} = 1\u301cmit\u301csigma _ {i = 1}^{n} x_ {i} = 1}}         (adsbygoogle = window.adsbygoogle || []).push({});after-content-x4\u03b1k{displaystyle alpha ^{k}} \uff1a\u63a5\u7dda\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u30b7\u30a7\u30a2\uff08\u5371\u967a\u306a\u90e8\u5206\uff09 x0k{displaystyle x_ {0}^{k}} \uff1a\u30ea\u30b9\u30af – \u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u30d5\u30ea\u30fc\u306e\u5272\u5408 xi{displaystyle x_ {i}} \uff1a\u63a5\u7dda\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u3067\u5171\u6709\u3057\u3001\u3059\u3079\u3066\u306e\u6295\u8cc7\u5bb6k\u3068\u540c\u3058 \u5e02\u5834\u30b9\u30da\u30fc\u30b9\u306e\u72b6\u614b [ \u7de8\u96c6 | \u30bd\u30fc\u30b9\u30c6\u30ad\u30b9\u30c8\u3092\u7de8\u96c6\u3057\u307e\u3059 ] a k=1K\u30d0\u30c4 0k a k= 0 {displaystyle sigma _ {k = 1}^{k} x_ {0}^{k} \u301ca_ {k} = 0}  Ak{displaystyle a_ {k}} \uff1a\u4e88\u7b97\u306e\u6295\u8cc7\u5bb6 x0k{displaystyle x_ {0}^{k}} \uff1a\u30ea\u30b9\u30af – \u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u30d5\u30ea\u30fc\u306e\u5272\u5408 \u4e88\u7b97\u6761\u4ef6 [ \u7de8\u96c6 | \u30bd\u30fc\u30b9\u30c6\u30ad\u30b9\u30c8\u3092\u7de8\u96c6\u3057\u307e\u3059 ] a k=1Ka k= 0 = a k=1Ka ka k= 0 {displaystyle sigma _ {k = 1}^{k} a_ {k} = 0 = sigma _ {k = 1}^{k} alpha^{k} a_ {k} = 0}  \u03a3k=1KAk{displaystyle sigma _ {k = 1}^{k} a_ {k}} \uff1a\u3053\u306e\u4e88\u7b97 \u03a3k=1K\u03b1kAk= 0 {displaystyle sigma _ {k = 1} ^{k} alpha ^{k} a_ {k} = 0} \uff1a\u63a5\u7dda\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u30b7\u30b9\u30c6\u30e0 \u8cc7\u672c\u5e02\u5834\u306e\u65b9\u7a0b\u5f0f [ \u7de8\u96c6 | \u30bd\u30fc\u30b9\u30c6\u30ad\u30b9\u30c8\u3092\u7de8\u96c6\u3057\u307e\u3059 ] \u03bci= rf+ \u03bcM\u2212rf\u03c3Mde \u03c3P{displaystyle mu _ {i} = r_ {f}+{frac {mu _ {m} -r_ {f}} {sigma _ {m}}} cdot sigma _ {p}}}} \u3002 \u53ef\u80fd\u306a\u9650\u308a\u6700\u5927\u306e\u591a\u69d8\u5316\u306f\u3001\u5e02\u5834\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306e\u8cfc\u5165\u3067\u3059\u3002 \u305d\u306e\u5834\u5408\u3001\u30ea\u30b9\u30af\u306e\u6e1b\u5c11\u306f\u3001\u30ea\u30b9\u30af\u306e\u306a\u3044\u30b7\u30b9\u30c6\u30e0\u3092\u8ffd\u52a0\u3059\u308b\u3053\u3068\u306b\u3088\u3063\u3066\u306e\u307f\u53ef\u80fd\u3067\u3059 rf{displaystyle r_ {f}} \u52fe\u914d\u306f\u5e02\u5834\u306e\u7d42\u308f\u308a\u304b\u3089\u306e\u5546\u3067\u3059 \u03bcM –  rf{displaystyle mu _ {m} -r_ {f}} \u305d\u3057\u3066\u305d\u306e\u30ea\u30b9\u30af \u03c3M{displaystyle sigma _ {m}} \u3002\u3057\u305f\u304c\u3063\u3066\u3001\u6a19\u6e96\u5316\u304c\u3042\u308a\u307e\u3059\u3002 \u30d0\u30e9\u30f3\u30b9\u3092\u3068\u308b\u3068\u3001\u5e02\u5834\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306f\u63a5\u7dda\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306b\u7b49\u3057\u304f\u306a\u308a\u307e\u3059\u3002\u3053\u308c\u306f\u3001CAPM\u306e\u552f\u4e00\u306e\u7d4c\u9a13\u7684\u306b\u30c6\u30b9\u30c8\u53ef\u80fd\u306a\u30b9\u30c6\u30fc\u30c8\u30e1\u30f3\u30c8\u3067\u3059\u3002 \u3059\u3079\u3066\u306e\u6295\u8cc7\u5bb6\u306f\u5371\u967a\u306a\u682a\u5f0f\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u3092\u4fdd\u6301\u3057\u3066\u304a\u308a\u3001\u305d\u306e\u69cb\u9020\u306f xT{displaystyle x^{t}} \u30de\u30c3\u30c1\u3002 \u30c8\u30fc\u30d3\u30f3\u5206\u96e2\u304c\u9069\u7528\u3055\u308c\u307e\u3059\u3002 H.\u30ea\u30b9\u30af\u306e\u3042\u308b\u30b7\u30a7\u30a2\u306b\u95a2\u3059\u308b\u6c7a\u5b9a\u3068\u305d\u306e\u69cb\u9020\u306b\u95a2\u3059\u308b\u6c7a\u5b9a\u306f\u5206\u96e2\u3055\u308c\u3066\u3044\u307e\u3059\u3002 \u3059\u3079\u3066\u306e\u52b9\u7387\u7684\u306a\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u306f\u3001\u30ea\u30b9\u30af\u306e\u306a\u3044\u95a2\u5fc3\u3068\u5e02\u5834\u30dd\u30fc\u30c8\u30d5\u30a9\u30ea\u30aa\u3067\u69cb\u6210\u3055\u308c\u3066\u3044\u308b\u305f\u3081\u3001\u5b8c\u5168\u306b\u76f8\u95a2\u3057\u3066\u3044\u307e\u3059\u3002       (adsbygoogle = window.adsbygoogle || []).push({});after-content-x4"},{"@context":"http:\/\/schema.org\/","@type":"BreadcrumbList","itemListElement":[{"@type":"ListItem","position":1,"item":{"@id":"https:\/\/wiki.edu.vn\/all2jp\/wiki10\/#breadcrumbitem","name":"Enzyklop\u00e4die"}},{"@type":"ListItem","position":2,"item":{"@id":"https:\/\/wiki.edu.vn\/all2jp\/wiki10\/archives\/18237#breadcrumbitem","name":"\u30ad\u30e3\u30d4\u30bf\u30eb\u30de\u30fc\u30b1\u30c3\u30c8\u30e9\u30a4\u30f3 – \u30a6\u30a3\u30ad\u30da\u30c7\u30a3\u30a2"}}]}]