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。
I also analyze some important BF models, which are prospect theory, behavioral asset pricing theory and behavioral portfolio theory.
该结论在很大程度上支持了基于羊群行为的有限理性资产定价模型。
This conclusion lies in line with the assets pricing model of bounded rationality based on herding behaviors.
采用一种利用资产定价模型因子载荷截面离散度指标测度羊群行为的新方法来检验上海股票市场是否存在以市场指数为领头羊的羊群行为。
A new approach is employed to test herding towards the market portfolio, which is based on the cross-sectional dispersion of the factor loading of asset pricing model within Shanghai stock market.
传统金融理论建立在有效市场假说(emh)和资本资产定价模型(CAPM)两大基石之上，其模型和范式局限在“理性”的分析框架中，忽视了对投资者实际决策行为的分析。
The traditional finance theory is based on EMH and CAPM, but the models and methods are confined to the frame of rationality ignoring the analysis of investor's actual decision behaviour.
结合最新的资产定价模型和股票市场羊群行为检验思路，提出了股票市场理性与非理性羊群行为检验方法，并将股票市场羊群行为实证研究扩展到不同市场之间的比较。
This paper put forwards the measures of rational and irrational herding of stock market, which are used to compare the herding difference between different stock markets.
结合最新的资产定价模型和股票市场羊群行为检验思路，提出了股票市场理性与非理性羊群行为检验方法，并将股票市场羊群行为实证研究扩展到不同市场之间的比较。
This paper put forwards the measures of rational and irrational herding of stock market, which are used to compare the herding difference between different stock markets.
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