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随机游走、行为金融、混沌与资产定价理论的新发展
Authors
赵华
Publication date
25 March 2007
Publisher
Abstract
从随机游走、行为金融到混沌,从现代资产定价理论、行为资产定价理论到异质信念资产定价理论,三种学说和三种定价理论同时存在于当今资本市场的研究中,它们分别从不同方面、不同视角解释了资产价格的波动。本文的研究理清了三种重要定价理论之间的关系:理性与有限理性,线性与非线性,价格波动的外在机制与内在机制,为人们进一步研究资产定价理论提供了清晰的脉络。中国博士后科学基金项目“证券市场的混沌特性及其应用研究(20060390712)”的阶段性成果
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Last time updated on 10/06/2020