而行为金融的资产定价理论从人的心理特点出发建立了更加符合现实的基本假设,对金融市场异象做出了合理的解释。
The basic assumptions of behavioral finance are based on the human psychology, so the asset pricing theories of behavioral finance could better explain the anomalies.
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.
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.
本文对标准金融的资产定价理论和行为金融的资产定价理论进行了比较研究。
This paper makes a comparative study of asset pricing theories between Standard Finance and Behavioral Finance.
主要内容包括金融与金融市场基本知识介绍,资产定价理论与实证,行为金融,衍生产品定价理论与实证以及11篇经典文献阅读与交流。
Basic knowledge on finance and financial markets, asset pricing theories and empirical models, behavioral finance and derivatives pricing models, and 11 classical papers reading.
主要内容包括金融与金融市场基本知识介绍,资产定价理论与实证,行为金融,衍生产品定价理论与实证以及11篇经典文献阅读与交流。
Basic knowledge on finance and financial markets, asset pricing theories and empirical models, behavioral finance and derivatives pricing models, and 11 classical papers reading.
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