...有一些新近的论文,此中包孕他为即将出书的《金融经济学手册》编撰的《基于消费的资产订价》(Consumption-Based Asset Pricing)。
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Consumption-Based Asset Pricing 基于消费的资产定价
Consumption-based asset pricing model 价模型 ; 基于消费的资产定价模型
Consumption-based Asset Pricing Theory 消费资本资产定价理论
The theory is called the consumption-based asset pricing model.
这种理论就是基于消费的资产定价模型。
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.
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。
Based on asset pricing model and empirical results on momentum effect, this study comparatively analyzes the momentum effect existence and formation mechanism.
基于资产定价模型和股票市场动量效应的研究成果,对比分析了中、美股票市场动量效应的存在及形成机理。
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