Asset Pricing Theory

A Study of the Development of Asset Pricing Theory

资产定价理论演变研究

On the Comparison and Development of the Asset Pricing Theory

现代资产定价理论的比较和发展

This paper discusses mainly the origin and development of dynamic asset pricing theory .

本文主要讨论了动态资产定价理论的产生和发展。

Basis and Application of Financial Asset Pricing Theory

金融资产定价理论的基础与运用

Researches on the Evolution of Capital Asset Pricing Theory

资本资产定价理论演进过程研究

Asset pricing theory is the core of finance .

资产定价理论是金融学的核心。

Asset pricing theory developed with the development of incentive theory which describes individual behavior .

资产定价模型随着描述个体行为的激励理论的发展而发展。

Behavioral Asset Pricing Theory and Its Empirical Study

行为资产定价理论及其模型的实证研究

The asset pricing theory has developed from standard finance stage to behavior finance stage .

资产定价理论的发展分为两个阶段：标准金融学定价阶段和行为金融学定价阶段。

This paper reviews the development of the consumption-based capital asset pricing theory .

本文对消费资本资产定价理论的发展进行了回顾与评述。

The modern finance theories are based on efficient market hypothesis and capital asset pricing theory .

现代财务理论是建立在有效市场假说和资本资产定价模型基础之上的。

A Survey of Behavior Asset Pricing Theory

行为资产定价理论综述

In developed countries , asset pricing theory and empirical tests have become a well-developed system .

国外的资产定价理论和实证发展都比较完善，己经形成体系。

The Capital Asset Pricing Theory has been the hot topics in stock market research for some years .

资产定价理论一直以来都是证券市场研究的热点问题。

The Dynamic Asset Pricing Theory

动态资本资产定价理论评述

Trading Volume and Asset Pricing Theory

成交量与资产定价理论模型

We establish the relations of these concepts and solve the valuation problem in asset pricing theory .

我们建立了这三个概念之间的关系并且解决了资产定价理论的估值问题。

This paper aims to extend the study of the consumption equilibrium asset pricing theory to the Chinese capital market .

本文希望将消费均衡资产定价的研究拓展到新兴的中国资本市场。

Behavioral Asset Pricing Theory as the main clue of Behavioral Finance has been developed rapidly .

作为行为金融学主干的行为资产定价理论近些年来发展迅速。

As one of the abnormal cases , the momentum effect severely challenges the traditional financial asset pricing theory .

作为有效市场假说的重要异象，动量效应对传统金融资产定价理论提出了最严峻的挑战。

The credit spread puzzle is one of most popular studies on the asset pricing theory in recent years .

信用溢价之谜是近年来在资产定价领域中热点研究问题之一，本文试图从结构化模型角度对这一问题做出解释。

But empirical results supporting the intertemporal asset pricing theory are rarely obtained in developed capital markets .

但在国外，跨期资产定价模型、尤其标准的基于消费资本资产定价模型应用起来没有获得与其理论相得益彰的经验结论。

This chapter summarizes asset pricing theory from the classical asset pricing theory and liquidity asset pricing model .

本章主要从经典资产定价理论和流动性资产定价模型两个方面对资产定价的相关理论进行总结。

How to describe the investors ' behavior is the main clue of asset pricing theory in these 50 years .

如何刻画投资者行为是资产定价理论50年来发展的主要脉络。

Financial Risk Calculates Theory , Portfolio Theory and Asset Pricing Theory established the theoretical sill of management of modern finance .

金融风险度量理论、资产组合理论和资本定价理论奠定了现代金融管理理论的基石。

Since 1980s , the Capital Asset Pricing Theory based on Efficient Market Hypothesis has been challenged by much empirical evidence .

股票收益率的影响因素一直是理论界所探索的问题，二十世纪八十年代以来，建立在有效市场假说基础上的资本资产定价理论日益受到来自实证的挑战。

I also analyze some important BF models , which are prospect theory , behavioral asset pricing theory and behavioral portfolio theory .

最后分析了行为金融的几个主要理论模型，分别是期望理论、行为资产定价模型和行为金融组合理论。

The consumption-based capital asset pricing theory has become the basic theory in the research of the consumption choice and asset returns .

目前，它已经成为研究消费选择与资本收益问题的基础理论。

Prominent examples out of asymmetric information theory , capital asset pricing theory , price pressure hypothesis and the wealth redistribution hypothesis .

主要列举出了信息不对称理论、资本资产定价理论、价格压力假说和财富再分配假说。

However , the asset pricing theory of behavioral finance itself has many places worthy of further study because of its short history of development .

然而，由于短暂的发展历史，行为金融学的资产定价理论本身还有许多值得深入探讨的地方。