行为资产定价模型（Behavioral Asset Pricing Model, BAPM）是Shefrin和Statman在1994年挑战资本资产定价模型，提出了行为资产定价模型。1999年,两人又挑战资产组合理论，提出了行为组合理论。
行为资本资产定价模型 BCAPM
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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.
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