2 papers
q-fin.RM2023
Study on Intelligent Forecasting of Credit Bond Default Risk
Kai Ren
Credit risk in the China's bond market has become increasingly evident, creating a progressively escalating risk of default for credit bond investors. Given the current incomplete…
q-fin.ST2023
An Empirical Study of Capital Asset Pricing Model based on Chinese A-share Trading Data
Kai Ren
This paper presents an empirical analysis of the capital asset pricing model using trading data for the Chinese A-share market from 2000 to 2019. Firstly, the standard CAPM is test…